NICE_Optimization/DimWrapperCostFunction.h

//////////////////////////////////////////////////////////////////////
//
//	DimWrapperCostFunction.h: 
//  Defines a wrapper around a cost function. Given a parameter matrix (parameter initalizations) and a selection matrix a flexible optimization of different, individual parameters becomes possible. 
//	Written By: Matthias Wacker, Esther Platzer
//
//////////////////////////////////////////////////////////////////////

#ifndef _DIMWRAP_COST_FUNCTION_H_
#define _DIMWRAP_COST_FUNCTION_H_

//#include "Optimizable.h"
#include "optimization/CostFunction.h"
#include "optimization/Opt_Namespace.h"

namespace opt=optimization;

class DimWrapperCostFunction : public CostFunction 
{
	public:

		typedef	 CostFunction SuperClass;
		
		/*!
			DefaultConstructor
		*/
		DimWrapperCostFunction();

		/*!
		 *	Useful constructor
		 *
		 *	@param orig pointer to the original cost function with paramDim dim_orig
		 *	@param selectionVecotor (dim_orig x 1) selection vector with nonzero values 
		 *		for the ones that should be used in new costfunction
		 *	@param fixedValues vector to be able to specify fixed values for the unused paramters
		 *
		 *	the parameters of this costfunction will be mapped to the original ones. Offset will be 
		 *	added to the paramter vector. evaluate() will return the result of the original function
		 *
		 *	x_orig = m_selMatTransposed * x_this + fixedValues
		 * */
		DimWrapperCostFunction(CostFunction *orig, const opt::matrix_type &selectionVector, const opt::matrix_type &fixedValues);

		/*!
		 *	copy constructor
		 *
		 * */
		DimWrapperCostFunction(const DimWrapperCostFunction & costFunc);
        
	   /*!
            Destructor.
	   */
	   virtual ~DimWrapperCostFunction();

		/*!
			=operator
		*/
		DimWrapperCostFunction &operator=(const DimWrapperCostFunction &costFunc);

		/*!
		 *	
		 *	@param selectionVecotor (dim_orig x 1) selection vector with nonzero values 
		 *		for the ones that should be used in new costfunction
		 *	@param fixedValues vector to be able to specify fixed values for the unused paramters
		 * */
		void changeSelection(const opt::matrix_type & selectionVector, const opt::matrix_type &fixedValues);


		/*!
			Initialization for the cost function
		 */
		virtual void init();
       		
		/*!
		 *
		 * */
		virtual double evaluate(const opt::matrix_type &parameter);
		
		/**
		 * Returns the current full parameter vector (no dimension reduction for inactive params)
		 * @param x the current parameter vector containing just active parameters
		 * @return the full parameter vector with current active params
		 */
		virtual opt::matrix_type getFullParamsFromSubParams(const opt::matrix_type &x);

	
		/*!
		set an x0 for 1dim line search
		*/
		//virtual bool setX0(const opt::matrix_type &x0);
		
		/*!
		set an h0 for 1dim line search
		*/
		//virtual bool setH0(const opt::matrix_type &H0);
		
		/*!
		evaluate 1dimension sub function fsub(lambda) = f(x0 + lambda * h0) 
		*/
		//virtual double evaluateSub(double lambda);

	private:
	
		/*!
		 *	the original costfunciton
		 *
		 *
		 * */
		CostFunction *m_pOrigCostFunc;


		/*!
		 *	this is the mapping matrix
		 *
		 *	x_orig = m_selMatTransposed * x + offset
		 *
		 * */
		opt::matrix_type	m_selMatTransposed;

		/*!
		 *	fixed values
		 *
		 * */
		opt::matrix_type	m_fixedValues;
		
		// //! x_0
		//opt::matrix_type m_x_0;
		// //! direction h_0
		//opt::matrix_type m_h_0;
};

#endif