NICE_Optimization/BrentLineSearcher.h

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

#ifndef _BRENT_LINE_SEARCHER_H
#define _BRENT_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 setEps() to set the abort criterion
      * use setBounds() to set a different search bound for lambda than [0,10]
      * call init()
      * call optimize() (returns lambda)
  */
  class  BrentLineSearcher : public LineSearcher
  {
  public:

    typedef  LineSearcher	SuperClass;
    typedef SuperClass::matrix_type matrix_type;
    

    /*!
      default constructor
    */
    BrentLineSearcher();

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

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

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

    /*!
      set the bound parameters
    */
    bool setBounds(double a, double c);

    /*!
      set the abort threshold
    */
    bool setEps(double eps);

    /*!
      optimize
      returns a double..
    */
    double optimize();

  protected:

    /*!
      approximation of the golden cut ratio
    */
    const double m_CGOLD; // = 0.38196601125010515179541316563436;

    /*!
      small number trying to achieve fractional accuracy for a minimum at 0
    */
    const double m_ZEPS;	

    /*!
      the bounds
    */
    double m_a, m_b, m_c;

    /*!
      the abort criteria
    */
    double m_eps;


  }; //class
}//namespace

#endif