NICE_Optimization/LineSearcher.h

//////////////////////////////////////////////////////////////////////
//
//	LineSearcher.h: interface of the LineSearcher class.
//
//	Written by: Matthias Wacker
//
//////////////////////////////////////////////////////////////////////



#ifndef _LINE_SEARCHER_H_
#define _LINE_SEARCHER_H_


#include "core/optimization/blackbox/CostFunction.h"
#include "core/optimization/blackbox/OptLogBase.h"
#include "optimization/Opt_Namespace.h"
#include "optimization/InequalityConstraints.h"
#include "optimization/EqualityConstraints.h"

/*!
	Abstract base class of all line search optimizer.
*/
class LineSearcher
{
public:
	typedef optimization::matrix_type matrix_type;

	/*!
		default constructor
	*/
	LineSearcher();

	/*!
		constructor
	*/
	LineSearcher(CostFunction *costFunc, OptLogBase *loger);

	/*!
		Copy constructor
		\param opt .. optimizer to copy
	*/
	LineSearcher( const LineSearcher &lin);
	
	/*!
		operator =
	*/
	LineSearcher & operator=(const LineSearcher &lin);

    /*!
		Destructor.
     */
    virtual ~LineSearcher();

	/*!
		search maximum?
	*/
	inline void setMaximize(bool maximize){m_maximize = maximize;};

	/*!
		set x0
	*/
	bool setX0(const matrix_type & x0);

	/*!
		set a direction
	*/
	bool setH0(const matrix_type & H0);

	/*!
		optimize
		returns a double..
	*/
	virtual double optimize() = 0;
	
	/*!
		set Constraints for penalty terms
		\returns true in case of success
	*/
	bool setConstraints(InequalityConstraints *ineq,EqualityConstraints *eq);


	/*!
		evaluate penalized 1d function
	*/
	double evaluateSub(double lambda);

	/*!
		penalty parameter	
	*/
	bool setPP(double pp);

	/*!
		set vebose to true to get more information
	*/
	inline void setVerbose(bool verb){m_verbose = verb;};	

protected:

	/*!
		maximization?
	*/
	bool m_maximize;
	
	/*!
		the costfunction
	*/
	CostFunction *m_pFunc;

	/*!
		number of Inequality Constraints 
	*/
	unsigned int		   m_numIneq;

	/*!
		Inequality Constraints 
	*/
	InequalityConstraints *m_pIneq;

	/*!
		number of Equality Constraints 
	*/
	unsigned int		 m_numEq;

	/*!
		Equality Constraints 
	*/
	EqualityConstraints *m_pEq;

	/*
		penalty parameter
	*/
	double m_PP;
	
	/*!
		Point to a loger
	*/
	OptLogBase *m_pLoger;

	/*!
		verbose?
	*/
	bool m_verbose;
};

#endif