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# qnewton.h

    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
    00051   protected:
    00052     double maxabs_gradient;
    00053     double accuracy_;
    00054
    00055     RefSymmSCMatrix ihessian_;
    00056     Ref<HessianUpdate> update_;
    00057     Ref<LineOpt> lineopt_;
    00058
    00059     int take_newton_step_;
    00060
    00061     int print_hessian_;
    00062     int print_x_;
    00063     int print_gradient_;
    00064     int linear_;
    00065     int restrict_;
    00066     int dynamic_grad_acc_;
    00067     int force_search_;
    00068     int restart_;
    00069
    00070   public:
    00107     QNewtonOpt(const Ref<KeyVal>&);
    00108     QNewtonOpt(StateIn&);
    00109     ~QNewtonOpt();
    00110     void save_data_state(StateOut&);
    00111
    00112     void apply_transform(const Ref<NonlinearTransform>&);
    00113
    00114     void init();
    00115     int update();
    00116 };
    00117
    00118 }
    00119
    00120 #endif
    00121
    00122 // Local Variables:
    00123 // mode: c++
    00124 // c-file-style: "ETS"
    00125 // End: