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opt.h

//
// opt.h
//
// Copyright (C) 1996 Limit Point Systems, Inc.
//
// Author: Curtis Janssen <cljanss@limitpt.com>
// Maintainer: LPS
//
// This file is part of the SC Toolkit.
//
// The SC Toolkit is free software; you can redistribute it and/or modify
// it under the terms of the GNU Library General Public License as published by
// the Free Software Foundation; either version 2, or (at your option)
// any later version.
//
// The SC Toolkit is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU Library General Public License for more details.
//
// You should have received a copy of the GNU Library General Public License
// along with the SC Toolkit; see the file COPYING.LIB.  If not, write to
// the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
//
// The U.S. Government is granted a limited license as per AL 91-7.
//

#ifndef _math_optimize_opt_h
#define _math_optimize_opt_h

#ifdef __GNUC__
#pragma interface
#endif

#include <util/state/state.h>
#include <util/class/class.h>
#include <math/scmat/matrix.h>
#include <math/optimize/function.h>
#include <math/optimize/conv.h>

// //////////////////////////////////////////////////////////////////////

class Optimize: virtual public SavableState {
  protected:
    int max_iterations_;
    int n_iterations_;
    int ckpt_;
    int print_timings_;
    double max_stepsize_;
    char *ckpt_file;
    Ref<Function> function_;
    Ref<Convergence> conv_;
  public:
    Optimize();
    Optimize(StateIn&);

    Optimize(const Ref<KeyVal>&);
    virtual ~Optimize();

    void save_data_state(StateOut&);

    virtual int optimize();

    void set_checkpoint();
    void set_checkpoint_file(const char*);

    void set_function(const Ref<Function>&);
    
    void set_max_iterations(int);
  
    virtual void init();
    virtual int update() = 0;

    virtual void apply_transform(const Ref<NonlinearTransform>&);

    Ref<Function> function() const { return function_; }
    Ref<SCMatrixKit> matrixkit() const { return function_->matrixkit(); }
    RefSCDimension dimension() const { return function_->dimension(); }
};


class LineOpt: public Optimize {
  protected:
    RefSCVector search_direction_;
  public:
    LineOpt();
    LineOpt(StateIn&);
    LineOpt(const Ref<KeyVal>&);
    ~LineOpt();
    void save_data_state(StateOut&);

    void apply_tranform(const Ref<NonlinearTransform>&);

    void set_search_direction(RefSCVector&);
};


#endif

// Local Variables:
// mode: c++
// c-file-style: "CLJ"
// End:

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