DownhillSimplexMethod.h

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//
// File: DownhillSimplexMethod.h
// Authors:
//   Julien Dutheil
// Created: 2003-11-04 17:10:05
//
 
/*
  Copyright or © or Copr. Bio++ Development Team, (November 17, 2004)
  
  This software is a computer program whose purpose is to provide classes
  for phylogenetic data analysis.
  
  This software is governed by the CeCILL license under French law and
  abiding by the rules of distribution of free software. You can use,
  modify and/ or redistribute the software under the terms of the CeCILL
  license as circulated by CEA, CNRS and INRIA at the following URL
  "http://www.cecill.info".
  
  As a counterpart to the access to the source code and rights to copy,
  modify and redistribute granted by the license, users are provided only
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  software by the user in light of its specific status of free software,
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*/
 
#ifndef BPP_NUMERIC_FUNCTION_DOWNHILLSIMPLEXMETHOD_H
#define BPP_NUMERIC_FUNCTION_DOWNHILLSIMPLEXMETHOD_H
 
 
#include "../VectorTools.h"
#include "AbstractOptimizer.h"
 
// From the STL:
#include <cmath>
 
namespace bpp
{
class DownhillSimplexMethod :
  public AbstractOptimizer
{
public:
  class DSMStopCondition :
    public AbstractOptimizationStopCondition
  {
public:
    DSMStopCondition(DownhillSimplexMethod* dsm) :
      AbstractOptimizationStopCondition(dsm) {}
    virtual ~DSMStopCondition() {}
 
    DSMStopCondition* clone() const { return new DSMStopCondition(*this); }
 
public:
    bool isToleranceReached() const { return getCurrentTolerance() < tolerance_; }
    double getCurrentTolerance() const;
  };
 
  friend class DSMStopCondition;
 
private:
  class Simplex
  {
private:
    std::vector<ParameterList> parameters_;
 
public:
    // Class constructor and destructor:
    Simplex() : parameters_() {}
    virtual ~Simplex() {}
 
public:
    // Methods:
    const ParameterList& operator[](size_t i) const { return parameters_[i]; }
    ParameterList& operator[](size_t i) { return parameters_[i]; }
    void resize(size_t size) { parameters_.resize(size); }
    size_t getDimension() const { return parameters_[0].size(); }
  };
 
protected:
  Simplex simplex_;
  Vdouble y_;
  ParameterList pSum_;
  unsigned int iHighest_, iNextHighest_, iLowest_;
 
public:
  DownhillSimplexMethod(Function* function);
 
  virtual ~DownhillSimplexMethod() {}
 
  DownhillSimplexMethod* clone() const { return new DownhillSimplexMethod(*this); }
 
public:
  double optimize();
  void doInit(const ParameterList& params);
 
  double doStep();
 
protected:
  ParameterList getPSum();
 
  double tryExtrapolation(double fac);
 
};
} // end of namespace bpp.
#endif // BPP_NUMERIC_FUNCTION_DOWNHILLSIMPLEXMETHOD_H