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 "core/optimization/blackbox/Definitions_core_opt.h"
#include "optimization/InequalityConstraints.h"
#include "optimization/EqualityConstraints.h"

namespace OPTIMIZATION
{

  /*!
    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;
  };//class
}//namespace

#endif