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<h1>opt.h</h1><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001 <span class="comment">//</span>
<a name="l00002"></a>00002 <span class="comment">// opt.h</span>
<a name="l00003"></a>00003 <span class="comment">//</span>
<a name="l00004"></a>00004 <span class="comment">// Copyright (C) 1996 Limit Point Systems, Inc.</span>
<a name="l00005"></a>00005 <span class="comment">//</span>
<a name="l00006"></a>00006 <span class="comment">// Author: Curtis Janssen <cljanss@limitpt.com></span>
<a name="l00007"></a>00007 <span class="comment">// Maintainer: LPS</span>
<a name="l00008"></a>00008 <span class="comment">//</span>
<a name="l00009"></a>00009 <span class="comment">// This file is part of the SC Toolkit.</span>
<a name="l00010"></a>00010 <span class="comment">//</span>
<a name="l00011"></a>00011 <span class="comment">// The SC Toolkit is free software; you can redistribute it and/or modify</span>
<a name="l00012"></a>00012 <span class="comment">// it under the terms of the GNU Library General Public License as published by</span>
<a name="l00013"></a>00013 <span class="comment">// the Free Software Foundation; either version 2, or (at your option)</span>
<a name="l00014"></a>00014 <span class="comment">// any later version.</span>
<a name="l00015"></a>00015 <span class="comment">//</span>
<a name="l00016"></a>00016 <span class="comment">// The SC Toolkit is distributed in the hope that it will be useful,</span>
<a name="l00017"></a>00017 <span class="comment">// but WITHOUT ANY WARRANTY; without even the implied warranty of</span>
<a name="l00018"></a>00018 <span class="comment">// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the</span>
<a name="l00019"></a>00019 <span class="comment">// GNU Library General Public License for more details.</span>
<a name="l00020"></a>00020 <span class="comment">//</span>
<a name="l00021"></a>00021 <span class="comment">// You should have received a copy of the GNU Library General Public License</span>
<a name="l00022"></a>00022 <span class="comment">// along with the SC Toolkit; see the file COPYING.LIB. If not, write to</span>
<a name="l00023"></a>00023 <span class="comment">// the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.</span>
<a name="l00024"></a>00024 <span class="comment">//</span>
<a name="l00025"></a>00025 <span class="comment">// The U.S. Government is granted a limited license as per AL 91-7.</span>
<a name="l00026"></a>00026 <span class="comment">//</span>
<a name="l00027"></a>00027
<a name="l00028"></a>00028 <span class="preprocessor">#ifndef _math_optimize_opt_h</span>
<a name="l00029"></a>00029 <span class="preprocessor"></span><span class="preprocessor">#define _math_optimize_opt_h</span>
<a name="l00030"></a>00030 <span class="preprocessor"></span>
<a name="l00031"></a>00031 <span class="preprocessor">#ifdef __GNUC__</span>
<a name="l00032"></a>00032 <span class="preprocessor"></span><span class="preprocessor">#pragma interface</span>
<a name="l00033"></a>00033 <span class="preprocessor"></span><span class="preprocessor">#endif</span>
<a name="l00034"></a>00034 <span class="preprocessor"></span>
<a name="l00035"></a>00035 <span class="preprocessor">#include <util/state/state.h></span>
<a name="l00036"></a>00036 <span class="preprocessor">#include <util/class/class.h></span>
<a name="l00037"></a>00037 <span class="preprocessor">#include <math/scmat/matrix.h></span>
<a name="l00038"></a>00038 <span class="preprocessor">#include <math/optimize/function.h></span>
<a name="l00039"></a>00039 <span class="preprocessor">#include <math/optimize/conv.h></span>
<a name="l00040"></a>00040
<a name="l00041"></a>00041 <span class="keyword">namespace </span>sc {
<a name="l00042"></a>00042
<a name="l00043"></a>00043 <span class="comment">// //////////////////////////////////////////////////////////////////////</span>
<a name="l00044"></a>00044
<a name="l00047"></a><a class="code" href="classsc_1_1Optimize.html">00047</a> <span class="keyword">class </span><a class="code" href="classsc_1_1Optimize.html" title="The Optimize class is an abstract base class for classes that find the extreme points...">Optimize</a>: <span class="keyword">virtual</span> <span class="keyword">public</span> <a class="code" href="classsc_1_1SavableState.html" title="Base class for objects that can save/restore state.">SavableState</a> {
<a name="l00048"></a>00048 <span class="keyword">protected</span>:
<a name="l00049"></a>00049 <span class="keywordtype">int</span> max_iterations_;
<a name="l00050"></a>00050 <span class="keywordtype">int</span> n_iterations_;
<a name="l00051"></a>00051 <span class="keywordtype">int</span> ckpt_;
<a name="l00052"></a>00052 <span class="keywordtype">int</span> print_timings_;
<a name="l00053"></a>00053 <span class="keywordtype">double</span> max_stepsize_;
<a name="l00054"></a>00054 <span class="keywordtype">char</span> *ckpt_file;
<a name="l00055"></a>00055 <a class="code" href="classsc_1_1Ref.html">Ref<Function></a> function_;
<a name="l00056"></a>00056 <a class="code" href="classsc_1_1Ref.html">Ref<Convergence></a> conv_;
<a name="l00057"></a>00057 <span class="keyword">public</span>:
<a name="l00058"></a>00058 <a class="code" href="classsc_1_1Optimize.html" title="The Optimize class is an abstract base class for classes that find the extreme points...">Optimize</a>();
<a name="l00060"></a>00060 <a class="code" href="classsc_1_1Optimize.html" title="The Optimize class is an abstract base class for classes that find the extreme points...">Optimize</a>(<a class="code" href="classsc_1_1StateIn.html" title="Restores objects that derive from SavableState.">StateIn</a>&);
<a name="l00061"></a>00061
<a name="l00086"></a>00086 <a class="code" href="classsc_1_1Optimize.html" title="The Optimize class is an abstract base class for classes that find the extreme points...">Optimize</a>(<span class="keyword">const</span> <a class="code" href="classsc_1_1Ref.html">Ref<KeyVal></a>&);
<a name="l00087"></a>00087 <span class="keyword">virtual</span> ~<a class="code" href="classsc_1_1Optimize.html" title="The Optimize class is an abstract base class for classes that find the extreme points...">Optimize</a>();
<a name="l00088"></a>00088
<a name="l00089"></a>00089 <span class="keywordtype">void</span> <a class="code" href="classsc_1_1Optimize.html#c2cca944acd79f33e6666232a2b518e2" title="Save the base classes (with save_data_state) and the members in the same order that...">save_data_state</a>(<a class="code" href="classsc_1_1StateOut.html" title="Serializes objects that derive from SavableState.">StateOut</a>&);
<a name="l00090"></a>00090
<a name="l00093"></a>00093 <span class="keyword">virtual</span> <span class="keywordtype">int</span> <a class="code" href="classsc_1_1Optimize.html#7ba11f8ad7fcf3800cfac5886a55cb85" title="Do the optimization.">optimize</a>();
<a name="l00094"></a>00094
<a name="l00096"></a>00096 <span class="keywordtype">void</span> <a class="code" href="classsc_1_1Optimize.html#0ea285ad0b66ceb621f02920c6778fb3" title="Set up for checkpointing.">set_checkpoint</a>();
<a name="l00097"></a>00097 <span class="keywordtype">void</span> set_checkpoint_file(<span class="keyword">const</span> <span class="keywordtype">char</span>*);
<a name="l00098"></a>00098
<a name="l00100"></a>00100 <span class="keywordtype">void</span> <a class="code" href="classsc_1_1Optimize.html#73dd2242b739c39edebcda8d7a5c81d3" title="Set the function to be optimized.">set_function</a>(<span class="keyword">const</span> <a class="code" href="classsc_1_1Ref.html">Ref<Function></a>&);
<a name="l00101"></a>00101
<a name="l00103"></a>00103 <span class="keywordtype">void</span> <a class="code" href="classsc_1_1Optimize.html#00ff273331579d12fccffda6d49b9961" title="Set the iteration limit.">set_max_iterations</a>(<span class="keywordtype">int</span>);
<a name="l00104"></a>00104
<a name="l00106"></a>00106 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsc_1_1Optimize.html#a2a4632a3a0374c6d9b12cf6002ff923" title="Initialize the optimizer.">init</a>();
<a name="l00109"></a>00109 <span class="keyword">virtual</span> <span class="keywordtype">int</span> <a class="code" href="classsc_1_1Optimize.html#babb509c2f871391cec0a6cd4c487f27" title="Take a step.">update</a>() = 0;
<a name="l00110"></a>00110
<a name="l00111"></a>00111 <span class="keyword">virtual</span> <span class="keywordtype">void</span> apply_transform(<span class="keyword">const</span> <a class="code" href="classsc_1_1Ref.html" title="A template class that maintains references counts.">Ref<NonlinearTransform></a>&);
<a name="l00112"></a>00112
<a name="l00114"></a><a class="code" href="classsc_1_1Optimize.html#a122b2089613c0b1950f867f9897a3fe">00114</a> <a class="code" href="classsc_1_1Ref.html">Ref<Function></a> <a class="code" href="classsc_1_1Optimize.html#a122b2089613c0b1950f867f9897a3fe" title="Returns information about the Function being optimized.">function</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> function_; }
<a name="l00115"></a>00115 <a class="code" href="classsc_1_1Ref.html">Ref<SCMatrixKit></a> matrixkit()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> function_->matrixkit(); }
<a name="l00116"></a>00116 RefSCDimension dimension()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> function_->dimension(); }
<a name="l00117"></a>00117
<a name="l00118"></a>00118 };
<a name="l00119"></a>00119
<a name="l00120"></a>00120
<a name="l00123"></a><a class="code" href="classsc_1_1LineOpt.html">00123</a> <span class="keyword">class </span><a class="code" href="classsc_1_1LineOpt.html" title="The LineOpt abstract class is used to perform one dimensional optimizations.">LineOpt</a>: <span class="keyword">public</span> <a class="code" href="classsc_1_1Optimize.html" title="The Optimize class is an abstract base class for classes that find the extreme points...">Optimize</a> {
<a name="l00124"></a>00124
<a name="l00125"></a>00125 <span class="keyword">protected</span>:
<a name="l00126"></a>00126
<a name="l00127"></a>00127 <span class="keywordtype">double</span> decrease_factor_;
<a name="l00128"></a>00128 <a class="code" href="classsc_1_1RefSCVector.html" title="The RefSCVector class is a smart pointer to an SCVector specialization.">RefSCVector</a> initial_x_;
<a name="l00129"></a>00129 <span class="keywordtype">double</span> initial_value_;
<a name="l00130"></a>00130 <a class="code" href="classsc_1_1RefSCVector.html" title="The RefSCVector class is a smart pointer to an SCVector specialization.">RefSCVector</a> initial_grad_;
<a name="l00131"></a>00131 <a class="code" href="classsc_1_1RefSCVector.html" title="The RefSCVector class is a smart pointer to an SCVector specialization.">RefSCVector</a> search_direction_;
<a name="l00132"></a>00132 <a class="code" href="classsc_1_1Ref.html">Ref<Function></a> function_;
<a name="l00133"></a>00133
<a name="l00134"></a>00134 <span class="keywordtype">int</span> sufficient_decrease(<a class="code" href="classsc_1_1RefSCVector.html" title="The RefSCVector class is a smart pointer to an SCVector specialization.">RefSCVector</a>& step);
<a name="l00135"></a>00135
<a name="l00136"></a>00136 <span class="keyword">public</span>:
<a name="l00137"></a>00137
<a name="l00138"></a>00138 <a class="code" href="classsc_1_1LineOpt.html" title="The LineOpt abstract class is used to perform one dimensional optimizations.">LineOpt</a>();
<a name="l00139"></a>00139 <a class="code" href="classsc_1_1LineOpt.html" title="The LineOpt abstract class is used to perform one dimensional optimizations.">LineOpt</a>(<a class="code" href="classsc_1_1StateIn.html" title="Restores objects that derive from SavableState.">StateIn</a>&);
<a name="l00140"></a>00140 <a class="code" href="classsc_1_1LineOpt.html" title="The LineOpt abstract class is used to perform one dimensional optimizations.">LineOpt</a>(<span class="keyword">const</span> <a class="code" href="classsc_1_1Ref.html">Ref<KeyVal></a>&);
<a name="l00141"></a>00141 ~<a class="code" href="classsc_1_1LineOpt.html" title="The LineOpt abstract class is used to perform one dimensional optimizations.">LineOpt</a>();
<a name="l00142"></a>00142 <span class="keywordtype">void</span> <a class="code" href="classsc_1_1LineOpt.html#b8b1a601da7c67e7564e1c5903d93f66" title="Save the base classes (with save_data_state) and the members in the same order that...">save_data_state</a>(<a class="code" href="classsc_1_1StateOut.html" title="Serializes objects that derive from SavableState.">StateOut</a>&);
<a name="l00143"></a>00143
<a name="l00147"></a>00147 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsc_1_1Optimize.html#a2a4632a3a0374c6d9b12cf6002ff923" title="Initialize the optimizer.">init</a>(<a class="code" href="classsc_1_1RefSCVector.html" title="The RefSCVector class is a smart pointer to an SCVector specialization.">RefSCVector</a>& direction);
<a name="l00152"></a>00152 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classsc_1_1Optimize.html#a2a4632a3a0374c6d9b12cf6002ff923" title="Initialize the optimizer.">init</a>(<a class="code" href="classsc_1_1RefSCVector.html" title="The RefSCVector class is a smart pointer to an SCVector specialization.">RefSCVector</a>& direction, <a class="code" href="classsc_1_1Ref.html">Ref<Function></a> <a class="code" href="classsc_1_1Optimize.html#a122b2089613c0b1950f867f9897a3fe" title="Returns information about the Function being optimized.">function</a>);
<a name="l00154"></a>00154 <span class="keywordtype">void</span> <a class="code" href="classsc_1_1LineOpt.html#b2f7dc70b17f4d17c28f2e441021edda" title="Applies a nonlinear transform.">apply_transform</a>(<span class="keyword">const</span> <a class="code" href="classsc_1_1Ref.html" title="A template class that maintains references counts.">Ref<NonlinearTransform></a>&);
<a name="l00155"></a>00155
<a name="l00157"></a><a class="code" href="classsc_1_1LineOpt.html#879a2e56c1cad64fdfb68843ead1db23">00157</a> <span class="keywordtype">double</span> <a class="code" href="classsc_1_1LineOpt.html#879a2e56c1cad64fdfb68843ead1db23" title="Returns factor for sufficient decrease test.">decrease_factor</a>() { <span class="keywordflow">return</span> decrease_factor_; }
<a name="l00159"></a><a class="code" href="classsc_1_1LineOpt.html#032a59a41aefea7c84c65dd1ae23bf17">00159</a> <span class="keywordtype">double</span> <a class="code" href="classsc_1_1LineOpt.html#032a59a41aefea7c84c65dd1ae23bf17" title="Sets factor for sufficient decrease test.">set_decrease_factor</a>( <span class="keywordtype">double</span> factor )
<a name="l00160"></a>00160 { <span class="keywordtype">double</span> temp = decrease_factor_; decrease_factor_ = factor; <span class="keywordflow">return</span> temp; }
<a name="l00161"></a>00161 };
<a name="l00162"></a>00162
<a name="l00163"></a>00163 <span class="keyword">class </span>Backtrack: <span class="keyword">public</span> LineOpt {
<a name="l00164"></a>00164
<a name="l00165"></a>00165 <span class="keyword">protected</span>:
<a name="l00166"></a>00166 <span class="keywordtype">double</span> backtrack_factor_;
<a name="l00167"></a>00167
<a name="l00168"></a>00168 <span class="keyword">public</span>:
<a name="l00169"></a>00169 Backtrack(<span class="keyword">const</span> Ref<KeyVal>&);
<a name="l00170"></a>00170 ~Backtrack(){}
<a name="l00171"></a>00171 <span class="keywordtype">int</span> update();
<a name="l00172"></a>00172
<a name="l00173"></a>00173 };
<a name="l00174"></a>00174
<a name="l00175"></a>00175 }
<a name="l00176"></a>00176
<a name="l00177"></a>00177 <span class="preprocessor">#endif</span>
<a name="l00178"></a>00178 <span class="preprocessor"></span>
<a name="l00179"></a>00179 <span class="comment">// Local Variables:</span>
<a name="l00180"></a>00180 <span class="comment">// mode: c++</span>
<a name="l00181"></a>00181 <span class="comment">// c-file-style: "CLJ"</span>
<a name="l00182"></a>00182 <span class="comment">// End:</span>
</pre></div></div>
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distrib
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Mandriva
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2010.0
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i586
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media
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contrib-release
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by-pkgid
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247b28499c443e092731ffba814075f2
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files
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1258
