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newton.h
1 //
2 // newton.h
3 //
4 // Copyright (C) 1996 Limit Point Systems, Inc.
5 //
6 // Author: Curtis Janssen <cljanss@limitpt.com>
7 // Maintainer: LPS
8 //
9 // This file is part of the SC Toolkit.
10 //
11 // The SC Toolkit is free software; you can redistribute it and/or modify
12 // it under the terms of the GNU Library General Public License as published by
13 // the Free Software Foundation; either version 2, or (at your option)
14 // any later version.
15 //
16 // The SC Toolkit is distributed in the hope that it will be useful,
17 // but WITHOUT ANY WARRANTY; without even the implied warranty of
18 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
19 // GNU Library General Public License for more details.
20 //
21 // You should have received a copy of the GNU Library General Public License
22 // along with the SC Toolkit; see the file COPYING.LIB. If not, write to
23 // the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
24 //
25 // The U.S. Government is granted a limited license as per AL 91-7.
26 //
27
28 #ifndef _math_optimize_newton_h
29 #define _math_optimize_newton_h
30
31 #ifdef __GNUC__
32 #pragma interface
33 #endif
34
35 #include <util/state/state.h>
36 #include <util/class/class.h>
37 #include <math/scmat/matrix.h>
38 #include <math/optimize/function.h>
39 #include <math/optimize/opt.h>
40 #include <math/optimize/update.h>
41
42 namespace sc {
43
44 // //////////////////////////////////////////////////////////////////////
45 // newton and related methods
46
47 class NewtonOpt: public Optimize {
48 protected:
49 double maxabs_gradient;
50 double accuracy_;
51
52 int print_hessian_;
53 int print_x_;
54 int print_gradient_;
55 public:
56 NewtonOpt(const Ref<KeyVal>&);
57 NewtonOpt(StateIn&);
58 ~NewtonOpt();
59 void save_data_state(StateOut&);
60
61 void init();
62 int update();
63 };
64
65 }
66
67 #endif
68
69 // Local Variables:
70 // mode: c++
71 // c-file-style: "ETS"
72 // End: