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 (21 years, 3 months ago) by tim
File size:	2062 byte(s)
Log Message:	begin unit test of minimizer
#	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	setRange(left, right);
22	setDirection(direction);
23	minimize();
24	}
25
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	double prevMinVar;
45
46	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	GoldenSectionMinimizer(NLModel* nlp);
58	void Minimize();
59
60	virtual int checkConvergence();
61
62	protected:
63
64	double fMinVar;
65	double fPrevMinVar;
66
67	double fAlpha;
68	double fBeta;
69	double alpha;
70	double beta;
71
72	};
73
74	class BrentMinimizer : public Minimizer1D{
75	public:
76
77	BrentMinimizer(NLModel* nlp);
78
79	void minimize();
80
81	virtual int checkConvergence();
82	protected:
83
84	double fMinVar;
85	double fPrevMinVar;
86	double midVar;
87
88	};
89	#endif