NICE_Optimization/BFGSOptimizer.h

//////////////////////////////////////////////////////////////////////
//
//	AxA3dNUMBFGSOptimizer.h: interface for MatrixItertiveMethods class
//
//	Written by: Matthias Wacker
//
//
//////////////////////////////////////////////////////////////////////

#ifndef _BFGS_OPTIMIZER_H_
#define _BFGS_OPTIMIZER_H_

#include "optimization/MatrixIterativeOptimizer.h"

namespace OPTIMIZATION
{
  /*!
    class for the BFGS

    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 BFGSOptimizer : public MatrixIterativeOptimizer
  {
  public:
      typedef  MatrixIterativeOptimizer	SuperClass;
      typedef SuperClass::matrix_type	matrix_type;

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

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


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


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


      /*!
        internal initoializations 
      */
      void init();

  protected:
      

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

#endif