NICE_Optimization/NewtonMethodOptimizer.h

//////////////////////////////////////////////////////////////////////
//
//	AxA3dNUMNewtonMethodOptimizer.h: interface for MatrixItertiveMethods class
//
//	Written by: Matthias Wacker
//
//
//////////////////////////////////////////////////////////////////////

#ifndef _NEWTON_METHOD_OPTIMIZER_H_
#define _NEWTON_METHOD_OPTIMIZER_H_

#include "optimization/MatrixIterativeOptimizer.h"

namespace OPTIMIZATION
{
  /*!
    class for the newton method

    Note: your objective function has to have analytical Hessian computation implemented!

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

        ///
      ///	Constructor.
      ///	\param loger : OptLogBase * to existing log class
      ///
      NewtonMethodOptimizer(OptLogBase *loger);

      ///
      ///	Copy constructor
      ///	\param opt .. optimizer to copy
      ///
      NewtonMethodOptimizer( const NewtonMethodOptimizer &opt);


      ///
      ///	operator =
      ///
      NewtonMethodOptimizer & operator=(const NewtonMethodOptimizer &opt);


            ///
      ///		Destructor.
            ///
            virtual ~NewtonMethodOptimizer();

      ///
      ///	internal initializations
      ///
      void init();

  protected:
      

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

#endif