NICE_Optimization/ArmijoLineSearcher.h

//////////////////////////////////////////////////////////////////////
//
//	ArmijoLineSearcher.h: interface of the AxA3dNUMArmijoLineSearcher class.
//
//	Written by: Matthias Wacker
//
//////////////////////////////////////////////////////////////////////

#ifndef _ARMIJO_LINE_SEARCHER_H_
#define _ARMIJO_LINE_SEARCHER_H_

#include <cmath>
#include "LineSearcher.h"

namespace OPTIMIZATION
{

  /*!
    class for the brent line search

    HowToUse:
    
      * use setX0() to set the offset
      * use setH0()	to set the search direction
      * use setGk() to set the gradient in x0
      * call init()
      * call optimize() (returns lambda)
  */
  class  ArmijoLineSearcher : public LineSearcher
  {
  public:

    typedef LineSearcher	SuperClass;
    typedef SuperClass::matrix_type matrix_type;
    
    /*!
      default constructor
    */
    ArmijoLineSearcher();

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

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

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

    /*!
      set Parameters
      @param gamma reduction Factor of step width test
      @param L divisor for computation of sk ( > 0 )
      @param sigma multiplicative parameter for test (0, 0.5)
    */
    void setGammaLSigma(double gamma, double L, double sigma);


    /*!
      local search setup
      @param xk start point
      @param gk gradient at xk
      @param dk descent direction from xk
    */
    void setXkGkDk(const matrix_type xk, const matrix_type gk, const matrix_type dk);
      
    /*!
      optimize
      returns a double..
    */
    double optimize();

  protected:

    //! an internal parameter
    double m_dGamma;

    //! an internal paramter
    double m_dL;

    //! an internal parameter
    double m_dSigma;

    //! gradient in xk 
    matrix_type m_gk;

    //! iteration direction from xk
    matrix_type m_dk;
  };//class
}//namespace

#endif