NICE_Optimization/PowellBrentOptimizer.h

//////////////////////////////////////////////////////////////////////
//
//	AxA3dNUMPowellBrentOptimizer.h: interface of the AxA3dNUMPowellBrentOptimizer
//
//	Powells Method - modified in a way, that it doesn't focus on having 100% conjugate
//	directions, but having one direction in "valley" direction.
//
//	Written by: Matthias Wacker
//
//////////////////////////////////////////////////////////////////////

#ifndef _POWELL_BRENT_OPTIMIZER_H_
#define _POWELL_BRENT_OPTIMIZER_H_

#include <cmath>
#include "optimization/SimpleOptimizer.h"
#include "optimization/BrentLineSearcher.h"

/*!
	class for the PowellBrentOptimizer

   HowToUse:

	  * use setParameters() to set the start point
	  * you may use m_scales to regulate the inner search interval 
		(set it to a vector with 1/x as elements to divide it by x);
	  * call init()
	  * call optimize()


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

 */
class PowellBrentOptimizer : public SimpleOptimizer
{
	public:

		typedef  SimpleOptimizer SuperClass;
		typedef SuperClass::matrix_type matrix_type;

		/*!
			Constructor.
			\param loger : OptLogBase * to existing log class
		*/
		PowellBrentOptimizer(OptLogBase *loger=NULL);

		/*!
			Copy constructor
			\param opt .. optimizer to copy
		*/
		PowellBrentOptimizer( const PowellBrentOptimizer &opt);

		/*!
			operator =
		*/
		PowellBrentOptimizer & operator=(const PowellBrentOptimizer &opt);

	        /*!
				Destructor.
	         */
	        ~PowellBrentOptimizer();

		///
		///	enumeration for the return reasons of an optimizer,
		///	has all elements of the SuperClass optimizer
		///
		enum {	SUCCESS_NO_BETTER_POINT = _to_continue_,
				_to_continue_
		};

	
		/*!
			\brief Do internal initializations
		*/
		void init();
		
		/*!
			\brief start the optmization
		*/
		int optimize();


		/*!
			\brief set options for the internal line searcher
		
		*/
		void setLineSearchOptions(double lower, double upper, double eps);
		

	private:

		/*!
			the direction set
		*/
		matrix_type xi;

		/*!
			the brent line searcher
		*/
		BrentLineSearcher m_lin;

		/*!
			parameter brent linesseracher	
		*/
		double m_lin_Lower;
		double m_lin_Upper;
		double m_lin_Eps;
	
};

#endif