qnewton.h Source File

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   protected:
00051     double maxabs_gradient;
00052     double accuracy_;
00053 
00054     RefSymmSCMatrix ihessian_;
00055     Ref<HessianUpdate> update_;
00056     Ref<LineOpt> lineopt_;
00057 
00058     int take_newton_step_;
00059 
00060     int print_hessian_;
00061     int print_x_;
00062     int print_gradient_;
00063   public:
00097     QNewtonOpt(const Ref<KeyVal>&);
00098     QNewtonOpt(StateIn&);
00099     ~QNewtonOpt();
00100     void save_data_state(StateOut&);
00101 
00102     void apply_transform(const Ref<NonlinearTransform>&);
00103 
00104     void init();
00105     int update();
00106 };
00107 
00108 }
00109 
00110 #endif
00111 
00112 // Local Variables:
00113 // mode: c++
00114 // c-file-style: "ETS"
00115 // End: