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#ifndef _MINIMIZER1D_H_
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#define _MINIMIZER1D_H_
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#include "MinimizerBase.hpp"
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//abstract class of one dimension minimizer for line searching
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// optimize f(x+val*direction)
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//some potential problem, such as which class is responsible for deleting NLModel,
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//can be resolved by using smart pointer
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class Minimizer1D : public MinimizerBase{
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public:
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Minimizer1D(NLModel* nlp) {model = nlp;}
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virtual ~Minimizer1D() {}
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virtual void init() {}
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virtual bool isSolvable() {return true;}
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virtual void minimize() = 0;
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virtual void minimize(vector<double>& direction, double left, double right) = 0;
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void setRange(double left, double right) {leftVar = left, rightVar= right;}
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void setDirection(vector<double>& direction) {this->direction = direction;}
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double getMinVar() {return minVar;}
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double getPrevMinVar() {return prevMinVar;}
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void setMaxIteration(int iter) {maxIteration = iter;}
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int getMaxIteration() {return maxIteration;}
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int getCurrentIteration() {return currentIter;}
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void setStepTol(double tol) {stepTol =tol;}
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double getStepTol() {return stepTol;}
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protected:
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NLModel* model;
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double leftVar;
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double rightVar;
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double minVar;
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double prevMinVar;
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vector<double> direction;
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int maxIteration;
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int currentIter;
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double stepTol;
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};
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class GoldenSectionMinimizer : public Minimizer1D{
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public:
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GoldenSectionMinimizer(NLModel* nlp);
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void minimize();
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virtual void minimize(vector<double>& direction, double left, double right){
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setRange(left, right);
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setDirection(direction);
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minimize();
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}
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virtual int checkConvergence();
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protected:
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double fMinVar;
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double fPrevMinVar;
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double fAlpha;
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double fBeta;
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double alpha;
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double beta;
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};
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class BrentMinimizer : public Minimizer1D{
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public:
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BrentMinimizer(NLModel* nlp);
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void minimize();
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virtual void minimize(vector<double>& direction, double left, double right);
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virtual int checkConvergence();
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protected:
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void bracket(double& cx, double& fc, double& ax, double& fa, double& bx, double& fb);
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double fMinVar;
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double fPrevMinVar;
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double midVar;
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};
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/*
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class BackTrackMinimizer : public Minimizer1D {
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public:
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BackTrackMinimizer(NLModel* nlp);
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void minimize();
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};
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*/
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#endif
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