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){
      setRange(left, right);
      setDirection(direction);
      minimize();
    }

    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 minVar; 
     double prevMinVar;
     
    vector<double> direction;

    int maxIteration;
    int currentIter;
    int stepTol;
};

class GoldenSectionMinimizer : public Minimizer1D{

  public:

    GoldenSectionMinimizer(NLModel* nlp);
    void Minimize();
    
    virtual int checkConvergence();
    
  protected:

    double fMinVar;
    double fPrevMinVar; 
    
    double fAlpha;
    double fBeta;
    double alpha;
    double beta;
    
};

class BrentMinimizer : public Minimizer1D{
  public:
    
    BrentMinimizer(NLModel* nlp);

    void minimize();

    virtual int checkConvergence();
  protected:

    double fMinVar;
    double fPrevMinVar;
    double midVar;
    
};
#endif
Revision:	1005
Committed:	Tue Feb 3 15:21:32 2004 UTC (20 years, 7 months ago) by tim
File size:	2062 byte(s)
Log Message:	begin unit test of minimizer
#	User	Rev	Content
1	tim	1002	#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	tim	1005	virtual void Minimize(vector<double>& direction, double left, double right){
21			setRange(left, right);
22			setDirection(direction);
23			minimize();
24			}
25	tim	1002
26			void setRange(double left, double right) {leftFVal = left, rightVal = right;}
27			void setDirection(vector<double>& direction) {this->direction = direction;}
28			double getMinVar() {return minVar;}
29			double getPrevMinVar() {return prevMinVar;}
30
31			void setMaxIteration(int iter) {maxIteration = iter;}
32
33			int getMaxIteration() {return maxIteration;}
34			int getCurrentIteration() {return currentIter;}
35
36			void setStepTol(double tol) {stepTol =tol;}
37			double getStepTol() {return stepTol;}
38			protected:
39
40			NLModel* model;
41			double leftVar;
42			double rightVar;
43			double minVar;
44	tim	1005	double prevMinVar;
45
46	tim	1002	vector<double> direction;
47
48			int maxIteration;
49			int currentIter;
50			int stepTol;
51			};
52
53			class GoldenSectionMinimizer : public Minimizer1D{
54
55			public:
56
57	tim	1005	GoldenSectionMinimizer(NLModel* nlp);
58	tim	1002	void Minimize();
59	tim	1005
60			virtual int checkConvergence();
61
62			protected:
63	tim	1002
64	tim	1005	double fMinVar;
65			double fPrevMinVar;
66	tim	1002
67			double fAlpha;
68			double fBeta;
69			double alpha;
70			double beta;
71
72			};
73
74			class BrentMinimizer : public Minimizer1D{
75			public:
76	tim	1005
77	tim	1002	BrentMinimizer(NLModel* nlp);
78	tim	1005
79	tim	1002	void minimize();
80	tim	1005
81			virtual int checkConvergence();
82	tim	1002	protected:
83	tim	1005
84			double fMinVar;
85			double fPrevMinVar;
86			double midVar;
87	tim	1002
88			};
89			#endif