NICE_Optimization/PowellBrentOptimizer.h

//////////////////////////////////////////////////////////////////////
//
//	AxA3dNUMPowellBrentOptimizer.h: interface of the AxA3dNUMPowellBrentOptimizer
//
//	Powells Method - modified in a way, that it doesn't focus on having 100% conjugate
//	directions, but having one direction in "valley" direction.
//
//	Written by: Matthias Wacker
//
//////////////////////////////////////////////////////////////////////

#ifndef _POWELL_BRENT_OPTIMIZER_H_
#define _POWELL_BRENT_OPTIMIZER_H_

#include <cmath>
#include "core/optimization/blackbox/SimpleOptimizer.h"
#include "optimization/BrentLineSearcher.h"

namespace OPTIMIZATION
{

  /*!
    class for the PowellBrentOptimizer

    HowToUse:

      * use setParameters() to set the start point
      * you may use m_scales to regulate the inner search interval 
      (set it to a vector with 1/x as elements to divide it by x);
      * call init()
      * call optimize()


    Implemented Abort criteria:
      
      * maximum number of iterations
      *	time limit
      * parameter bounds
      * function value tolerance
        
    Additional return reason:

  */
  class PowellBrentOptimizer : public SimpleOptimizer
  {
    public:

      typedef  SimpleOptimizer SuperClass;
      typedef SuperClass::matrix_type matrix_type;

      /*!
        Constructor.
        \param loger : OptLogBase * to existing log class
      */
      PowellBrentOptimizer(OptLogBase *loger=NULL);

      /*!
        Copy constructor
        \param opt .. optimizer to copy
      */
      PowellBrentOptimizer( const PowellBrentOptimizer &opt);

      /*!
        operator =
      */
      PowellBrentOptimizer & operator=(const PowellBrentOptimizer &opt);

            /*!
          Destructor.
            */
            ~PowellBrentOptimizer();

      ///
      ///	enumeration for the return reasons of an optimizer,
      ///	has all elements of the SuperClass optimizer
      ///
      enum {	SUCCESS_NO_BETTER_POINT = _to_continue_,
          _to_continue_
      };

    
      /*!
        \brief Do internal initializations
      */
      void init();
      
      /*!
        \brief start the optmization
      */
      int optimize();


      /*!
        \brief set options for the internal line searcher
      
      */
      void setLineSearchOptions(double lower, double upper, double eps);
      

    private:

      /*!
        the direction set
      */
      matrix_type xi;

      /*!
        the brent line searcher
      */
      BrentLineSearcher m_lin;

      /*!
        parameter brent linesseracher	
      */
      double m_lin_Lower;
      double m_lin_Upper;
      double m_lin_Eps;
    
  }; //class
}//namespace

#endif