00001 // 00002 // newton.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_newton_h 00029 #define _math_optimize_newton_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 // ////////////////////////////////////////////////////////////////////// 00043 // newton and related methods 00044 00045 class NewtonOpt: public Optimize { 00046 protected: 00047 double maxabs_gradient; 00048 double accuracy_; 00049 00050 int print_hessian_; 00051 int print_x_; 00052 int print_gradient_; 00053 public: 00054 NewtonOpt(const Ref<KeyVal>&); 00055 NewtonOpt(StateIn&); 00056 ~NewtonOpt(); 00057 void save_data_state(StateOut&); 00058 00059 void init(); 00060 int update(); 00061 }; 00062 00063 #endif 00064 00065 // Local Variables: 00066 // mode: c++ 00067 // c-file-style: "ETS" 00068 // End: