steep.h Source File

00001 //
00002 // steep.h --- definition of steepest descent optimizer
00003 //
00004 // Copyright (C) 1997 Limit Point Systems, Inc.
00005 //
00006 // Author: Edward Seidl <seidl@janed.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_steep_h
00029 #define _math_optimize_steep_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 
00041 namespace sc {
00042 
00043 class SteepestDescentOpt: public Optimize {
00044   protected:
00045     double maxabs_gradient;
00046     double accuracy_;
00047 
00048     Ref<LineOpt> lineopt_;
00049 
00050     int take_newton_step_;
00051 
00052     int print_x_;
00053     int print_gradient_;
00054 
00055   public:
00056     SteepestDescentOpt(const Ref<KeyVal>&);
00057     SteepestDescentOpt(StateIn&);
00058     ~SteepestDescentOpt();
00059     void save_data_state(StateOut&);
00060 
00061     void init();
00062     int update();
00063 };
00064 
00065 }
00066 
00067 #endif
00068 
00069 // Local Variables:
00070 // mode: c++
00071 // c-file-style: "ETS"
00072 // End: