qnewton.h

00001 //
00002 // qnewton.h
00003 //
00004 // Copyright (C) 1996 Limit Point Systems, Inc.
00005 //
00006 // Author: Curtis Janssen <cljanss@limitpt.com>
00007 // Maintainer: LPS
00008 //
00009 // This file is part of the SC Toolkit.
00010 //
00011 // The SC Toolkit is free software; you can redistribute it and/or modify
00012 // it under the terms of the GNU Library General Public License as published by
00013 // the Free Software Foundation; either version 2, or (at your option)
00014 // any later version.
00015 //
00016 // The SC Toolkit is distributed in the hope that it will be useful,
00017 // but WITHOUT ANY WARRANTY; without even the implied warranty of
00018 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
00019 // GNU Library General Public License for more details.
00020 //
00021 // You should have received a copy of the GNU Library General Public License
00022 // along with the SC Toolkit; see the file COPYING.LIB.  If not, write to
00023 // the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
00024 //
00025 // The U.S. Government is granted a limited license as per AL 91-7.
00026 //
00027 
00028 #ifndef _math_optimize_qnewton_h
00029 #define _math_optimize_qnewton_h
00030 
00031 #ifdef __GNUC__
00032 #pragma interface
00033 #endif
00034 
00035 #include <util/state/state.h>
00036 #include <util/class/class.h>
00037 #include <math/scmat/matrix.h>
00038 #include <math/optimize/function.h>
00039 #include <math/optimize/opt.h>
00040 #include <math/optimize/update.h>
00041 
00042 namespace sc {
00043 
00044 // //////////////////////////////////////////////////////////////////////
00045 // newton and related methods
00046 
00047 
00049 class QNewtonOpt: public Optimize {
00050 
00051   protected:
00052     double maxabs_gradient;
00053     double accuracy_;
00054 
00055     RefSymmSCMatrix ihessian_;
00056     Ref<HessianUpdate> update_;
00057     Ref<LineOpt> lineopt_;
00058 
00059     int take_newton_step_;
00060 
00061     int print_hessian_;
00062     int print_x_;
00063     int print_gradient_;
00064     int linear_;
00065     int restrict_;
00066     int dynamic_grad_acc_;
00067     int force_search_;
00068     int restart_;
00069 
00070   public:
00107     QNewtonOpt(const Ref<KeyVal>&);
00108     QNewtonOpt(StateIn&);
00109     ~QNewtonOpt();
00110     void save_data_state(StateOut&);
00111 
00112     void apply_transform(const Ref<NonlinearTransform>&);
00113 
00114     void init();
00115     int update();
00116 };
00117 
00118 }
00119 
00120 #endif
00121 
00122 // Local Variables:
00123 // mode: c++
00124 // c-file-style: "ETS"
00125 // End:

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