wolfe_decl.h

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/* Copyright (C) 2000-2013 CEA
 *
 * This software and supporting documentation were developed by
 *     bioPICSEL
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 */

#ifndef PRIMATOLOGIST_OPTIMIZATION_WOLFE_DECL_H
#define PRIMATOLOGIST_OPTIMIZATION_WOLFE_DECL_H

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

namespace aims {

  //==========================================================================
  //   WOLFE LINE SEARCH
  //==========================================================================
  template <typename O>
  class WolfeLineSearch
  {
  public:
    //------------------------------------------------------------------------
    //   TYPEDEFS
    //------------------------------------------------------------------------
    typedef O              Objective;
    typedef math::Matrix   Matrix;
    typedef math::Vector   Vector;

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

    //------------------------------------------------------------------------
    //   SET PARAMETERS
    //------------------------------------------------------------------------
    // Intrinsic parameters
    void setC1( float c1 = 1E-4 );
    void setC2( float c2 = 0.9 );
    void setStrongWolfe( bool strong = false );
    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() );
    void setSearchDirection( const Vector & p = Vector() );

    //------------------------------------------------------------------------
    //   GET PARAMETERS
    //------------------------------------------------------------------------
    // Intrinsic parameters
    float c1() const;
    float c2() const;
    bool strongWolfe() const;
    bool maximize() const;
    int maxIterations() const;
    int verbose() const;
    // Search parameters
    const Objective & objectiveFunction() const;
    const Vector & position() const;
    const Vector & searchDirection() const;

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

  protected:
    //------------------------------------------------------------------------
    //   PARAMETERS
    //------------------------------------------------------------------------
    float _c1;            
    float _c2;            
    Vector _x;            
    Vector _p;            
    Objective _f;         
    bool _strong;         
    int _verbose;         
    bool _maximize;       
    int _max_it;          
    //------------------------------------------------------------------------
    //   LINE SEARCH
    //------------------------------------------------------------------------
    bool wolfe1( float a ) const;   
    bool wolfe2w( float a ) const;  
    bool wolfe2s( float a ) const;  
    bool wolfe2( float a ) const;   
    bool checkDirection();
    float _previous_value;          
    float _current_value;           
    float _previous_scalarprod;     
  };

} // namespace aims

#endif // PRIMATOLOGIST_OPTIMIZATION_WOLFE_DECL_H