NICE_Optimization/BFGSOptimizer.cpp

//////////////////////////////////////////////////////////////////////
//
//	NewtonMethodOptimizer.cpp: Implementation of the NewtonMethodOptimizer
//								  Optimizer class.
//
//	Written by Matthias Wacker
//
//////////////////////////////////////////////////////////////////////

#include "optimization/BFGSOptimizer.h"

using namespace OPTIMIZATION;

BFGSOptimizer::BFGSOptimizer(OptLogBase *loger) : SuperClass(loger)
{
}


BFGSOptimizer::BFGSOptimizer( const BFGSOptimizer &opt) : SuperClass(opt)
{	
}


BFGSOptimizer::~BFGSOptimizer()
{
}



void BFGSOptimizer::init()
{
  SuperClass::init();

}


BFGSOptimizer & BFGSOptimizer::operator=(const BFGSOptimizer &opt)
{

  /*
      avoid self-copy
  */
  if(this != &opt)
  {
    
    /*
      =operator of SuperClass
    */
    SuperClass::operator=(opt);

  }

    return *this;
}



void BFGSOptimizer::updateIterationMatrix()
{
  matrix_type pk = m_parameters - m_oldParams;
  matrix_type rk = m_gradient - m_oldGradient;
  matrix_type rkt= rk.transpose();
  matrix_type pkt= pk.transpose();

  m_IterationMatrix = m_IterationMatrix 
        + (rk * rkt) * (1.0/ (rkt * pk)(0,0)) 
        - (m_IterationMatrix * pk * pkt * m_IterationMatrix) * (1.0/ (pkt * m_IterationMatrix * pk)(0,0));

}