newton_decl.h

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 *
 * This software and supporting documentation were developed by
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#ifndef PRIMATOLOGIST_OPTIMIZATION_NEWTON_DECL_H
#define PRIMATOLOGIST_OPTIMIZATION_NEWTON_DECL_H

#include <primatologist/math/matrix.h>               // aims::math::Matrix
#include <primatologist/optimization/nolinesearch.h> // aims::NoLineSearch
#include <cartobase/config/verbose.h>                // carto::verbose

namespace aims {

  //==========================================================================
  //    NEWTON's METHOD
  //==========================================================================
  template <typename O, template <typename> class L = NoLineSearch >
  class Newton
  {
  public:
    //------------------------------------------------------------------------
    //   TYPEDEFS
    //------------------------------------------------------------------------
    typedef O              Objective;
    typedef L<O>           LineSearch;
    typedef math::Matrix   Matrix;
    typedef math::Vector   Vector;

    //------------------------------------------------------------------------
    //   CONSTRUCTOR / DESTRUCTOR / COPY
    //------------------------------------------------------------------------
    Newton( const Objective & f = Objective(),
            const Vector & x = Vector() );
    Newton( const Newton<O,L> & other );
    ~Newton();
    Newton<O,L> & operator=( const Newton<O,L> & other );

    //------------------------------------------------------------------------
    //   SET PARAMETERS
    //------------------------------------------------------------------------
    // Intrinsic parameters
    void setGamma( float gamma = 0.1 );
    void setStopCriterion( const std::string & crit = "absdiff" );
    void setStopValue( float epsilon = 1E-5 );
    void setLineSearch( const LineSearch & l = LineSearch() );
    void setMaximize( bool maximize = false );
    void setMaxIterations( int n = - 1 );
    void setVerbose( int v = carto::verbose );
    // Search parameters
    void setObjectiveFunction( const Objective & f );
    void setPosition( const Vector & x = Vector() );

    //------------------------------------------------------------------------
    //   GET PARAMETERS
    //------------------------------------------------------------------------
    // Intrinsic parameters
    float gamma() const;
    const std::string & stopCriterion() const;
    float stopValue() const;
    LineSearch & lineSearch();
    bool maximize() const;
    int maxIterations() const;
    int verbose() const;
    // Search parameters
    const Vector & position() const;
    const Objective & objectiveFunction() const;

    //------------------------------------------------------------------------
    //   EXECUTE
    //------------------------------------------------------------------------
    Vector execute();

  protected:
    //------------------------------------------------------------------------
    //   PARAMETERS
    //------------------------------------------------------------------------
    float _gamma;         
    Vector _x;            
    Objective _f;         
    LineSearch _ls;       
    int _verbose;         
    bool _maximize;       
    int _max_it;          
    std::string _crit;    
    float _epsilon;       
  };

} // namespace aims

#endif // PRIMATOLOGIST_OPTIMIZATION_NEWTON_DECL_H