NICE_Optimization/NewtonMethodOptimizer.h

//////////////////////////////////////////////////////////////////////
//
//	AxA3dNUMNewtonMethodOptimizer.h: interface for MatrixItertiveMethods class
//
//	Written by: Matthias Wacker
//
//
//////////////////////////////////////////////////////////////////////

#ifndef _NEWTON_METHOD_OPTIMIZER_H_
#define _NEWTON_METHOD_OPTIMIZER_H_

#include "optimization/MatrixIterativeOptimizer.h"


/*!
	class for the newton method

   Note: your objective function has to have analytical Hessian computation implemented!

   HowToUse:
	
	  * use setStepSize to specify the initial stepsize to compute the numerical gradient
	  * use setParameters() to set the start point
	  * call init()
	  * call optimize()


 	Implemented Abort criteria:
		
	  * maximum number of iterations
	  *	time limit
	  * parameter bounds
	  * function value tolerance
	  * parameter tolerance

	Additional return reason:
	
 */
class NewtonMethodOptimizer : public MatrixIterativeOptimizer
{
public:
		typedef MatrixIterativeOptimizer	SuperClass;	
		typedef	SuperClass::matrix_type	matrix_type;

	   	///
		///	Constructor.
		///	\param loger : OptLogBase * to existing log class
		///
		NewtonMethodOptimizer(OptLogBase *loger);

		///
		///	Copy constructor
		///	\param opt .. optimizer to copy
		///
		NewtonMethodOptimizer( const NewtonMethodOptimizer &opt);


		///
		///	operator =
		///
		NewtonMethodOptimizer & operator=(const NewtonMethodOptimizer &opt);


	        ///
		///		Destructor.
	        ///
	        virtual ~NewtonMethodOptimizer();

		///
		///	internal initializations
		///
		void init();

protected:
		

		/*!
			\brief update the Iteration Matrix
		*/
		void updateIterationMatrix() ;
	
};

#endif