OOPSE/libmdtools/Minimizer1D.hpp

#ifndef _MINIMIZER1D_H_
#define _MINIMIZER1D_H_

#include "MinimizerBase.hpp"

//abstract class of one dimension minimizer for line searching 
// optimize f(x+val*direction)
//some potential problem, such as which class is responsible for deleting NLModel,
//can be resolved by using smart pointer
class Minimizer1D : public MinimizerBase{

  public:
    Minimizer1D(NLModel* nlp) {model = nlp;}
    virtual ~Minimizer1D() {}

    virtual void init() {}
    virtual bool isSolvable();
    
    virtual void Minimize() = 0;
    virtual void Minimize(vector<double>& direction, double left, double right); 

    virtual int checkConvergence();

    void setRange(double left, double right) {leftFVal = left, rightVal = right;}
    void setDirection(vector<double>& direction) {this->direction = direction;}
    double getMinVar() {return minVar;}
    double getPrevMinVar() {return prevMinVar;}

    void setMaxIteration(int iter) {maxIteration = iter;}

    int getMaxIteration() {return maxIteration;}
    int getCurrentIteration() {return currentIter;}

    void setStepTol(double tol) {stepTol =tol;}
    double getStepTol() {return stepTol;}
  protected:

    NLModel* model;
    double leftVar; 
    double rightVar; 
    double fLeft; 
    double fRight; 
    double minVar; 
    double fMinVar;
    double prevMinVar;
    double fPrevMinVar; 
    
    vector<double> direction;

    int maxIteration;
    int currentIter;
    int stepTol;
};

class GoldenSectionMinimizer : public Minimizer1D{

  public:

    GoldenSectionMinimizer(NLModel* nlp) : Minimizer1D(nlp) {}
    void Minimize();

  protected:
    
    double fAlpha;
    double fBeta;
    double alpha;
    double beta;
    
};

class BrentMinimizer : public Minimizer1D{
  public:
    BrentMinimizer(NLModel* nlp);
    void minimize();
  protected:
    
};
#endif
Revision:	1002
Committed:	Mon Feb 2 20:29:41 2004 UTC (21 years, 9 months ago) by tim
File size:	1910 byte(s)
Log Message:	Adding GoldenSection and Brent LineSearch Method
#	Content
1	#ifndef _MINIMIZER1D_H_
2	#define _MINIMIZER1D_H_
3
4	#include "MinimizerBase.hpp"
5
6	//abstract class of one dimension minimizer for line searching
7	// optimize f(x+val*direction)
8	//some potential problem, such as which class is responsible for deleting NLModel,
9	//can be resolved by using smart pointer
10	class Minimizer1D : public MinimizerBase{
11
12	public:
13	Minimizer1D(NLModel* nlp) {model = nlp;}
14	virtual ~Minimizer1D() {}
15
16	virtual void init() {}
17	virtual bool isSolvable();
18
19	virtual void Minimize() = 0;
20	virtual void Minimize(vector<double>& direction, double left, double right);
21
22	virtual int checkConvergence();
23
24	void setRange(double left, double right) {leftFVal = left, rightVal = right;}
25	void setDirection(vector<double>& direction) {this->direction = direction;}
26	double getMinVar() {return minVar;}
27	double getPrevMinVar() {return prevMinVar;}
28
29	void setMaxIteration(int iter) {maxIteration = iter;}
30
31	int getMaxIteration() {return maxIteration;}
32	int getCurrentIteration() {return currentIter;}
33
34	void setStepTol(double tol) {stepTol =tol;}
35	double getStepTol() {return stepTol;}
36	protected:
37
38	NLModel* model;
39	double leftVar;
40	double rightVar;
41	double fLeft;
42	double fRight;
43	double minVar;
44	double fMinVar;
45	double prevMinVar;
46	double fPrevMinVar;
47
48	vector<double> direction;
49
50	int maxIteration;
51	int currentIter;
52	int stepTol;
53	};
54
55	class GoldenSectionMinimizer : public Minimizer1D{
56
57	public:
58
59	GoldenSectionMinimizer(NLModel* nlp) : Minimizer1D(nlp) {}
60	void Minimize();
61
62	protected:
63
64	double fAlpha;
65	double fBeta;
66	double alpha;
67	double beta;
68
69	};
70
71	class BrentMinimizer : public Minimizer1D{
72	public:
73	BrentMinimizer(NLModel* nlp);
74	void minimize();
75	protected:
76
77	};
78	#endif