steep.h

//
// steep.h --- definition of steepest descent optimizer
//
// Copyright (C) 1997 Limit Point Systems, Inc.
//
// Author: Edward Seidl <seidl@janed.com>
// Maintainer: LPS
//
// This file is part of the SC Toolkit.
//
// The SC Toolkit is free software; you can redistribute it and/or modify
// it under the terms of the GNU Library General Public License as published by
// the Free Software Foundation; either version 2, or (at your option)
// any later version.
//
// The SC Toolkit is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU Library General Public License for more details.
//
// You should have received a copy of the GNU Library General Public License
// along with the SC Toolkit; see the file COPYING.LIB.  If not, write to
// the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
//
// The U.S. Government is granted a limited license as per AL 91-7.
//
 
#ifndef _math_optimize_steep_h
#define _math_optimize_steep_h
 
#include <util/state/state.h>
#include <util/class/class.h>
#include <math/scmat/matrix.h>
#include <math/optimize/function.h>
#include <math/optimize/opt.h>
 
namespace sc {
 
class SteepestDescentOpt: public Optimize {
  protected:
    double maxabs_gradient;
    double accuracy_;
 
    Ref<LineOpt> lineopt_;
 
    int take_newton_step_;
 
    int print_x_;
    int print_gradient_;
 
  public:
    SteepestDescentOpt(const Ref<KeyVal>&);
    SteepestDescentOpt(StateIn&);
    ~SteepestDescentOpt();
    void save_data_state(StateOut&);
 
    void init();
    int update();
 
    void print(std::ostream& = ExEnv::out0()) const;
};
 
}
 
#endif
 
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