Optimizer.h

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//
// File: Optimizer.h
// Authors:
//   Julien Dutheil
// Created: 2003-11-04 16:01:27
//
 
/*
  Copyright or © or Copr. Bio++ Development Team, (November 17, 2004)
  
  This software is a computer program whose purpose is to provide classes
  for numerical calculus.
  
  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
  with a limited warranty and the software's author, the holder of the
  economic rights, and the successive licensors have only limited
  liability.
  
  In this respect, the user's attention is drawn to the risks associated
  with loading, using, modifying and/or developing or reproducing the
  software by the user in light of its specific status of free software,
  that may mean that it is complicated to manipulate, and that also
  therefore means that it is reserved for developers and experienced
  professionals having in-depth computer knowledge. Users are therefore
  encouraged to load and test the software's suitability as regards their
  requirements in conditions enabling the security of their systems and/or
  data to be ensured and, more generally, to use and operate it in the
  same conditions as regards security.
  
  The fact that you are presently reading this means that you have had
  knowledge of the CeCILL license and that you accept its terms.
*/
 
#ifndef BPP_NUMERIC_FUNCTION_OPTIMIZER_H
#define BPP_NUMERIC_FUNCTION_OPTIMIZER_H
 
 
#include "../../Clonable.h"
#include "../../Io/OutputStream.h"
#include "../ParameterList.h"
#include "Functions.h"
#include "OptimizationStopCondition.h"
 
namespace bpp
{
class OptimizationEvent
{
private:
  Optimizer* optimizer_;
 
public:
  OptimizationEvent(Optimizer* optimizer) : optimizer_(optimizer) {}
  OptimizationEvent(const OptimizationEvent& oe) : optimizer_(oe.optimizer_) {}
  OptimizationEvent& operator=(const OptimizationEvent& oe)
  {
    optimizer_ = oe.optimizer_;
    return *this;
  }
  virtual ~OptimizationEvent() {}
 
public:
  Optimizer* getOptimizer() { return optimizer_; }
 
  const Optimizer* getOptimizer() const { return optimizer_; }
};
 
 
class OptimizationListener
{
public:
  OptimizationListener() {}
  virtual ~OptimizationListener() {}
 
public:
  virtual void optimizationInitializationPerformed(const OptimizationEvent& event) = 0;
  virtual void optimizationStepPerformed(const OptimizationEvent& event) = 0;
  virtual bool listenerModifiesParameters() const = 0;
};
 
 
class Optimizer :
  public virtual Clonable
{
public:
  Optimizer() {}
  virtual ~Optimizer() {}
 
  Optimizer* clone() const = 0;
 
public:
  virtual void init(const ParameterList& params) = 0;
 
  virtual bool isInitialized() const = 0;
 
  virtual double step() = 0;
 
  virtual const ParameterList& getParameters() const = 0;
 
  virtual double getParameterValue(const std::string& name) const = 0;
  virtual double getFunctionValue() const = 0;
 
  virtual double optimize() = 0;
 
  virtual void setFunction(Function* function) = 0;
 
  virtual const Function* getFunction() const = 0;
 
  virtual Function* getFunction() = 0;
 
  virtual bool hasFunction() const = 0;
 
  virtual void setMessageHandler(OutputStream* mh) = 0;
 
  virtual OutputStream* getMessageHandler() const = 0;
 
  virtual void setProfiler(OutputStream* profiler) = 0;
 
  virtual OutputStream* getProfiler() const = 0;
 
  virtual unsigned int getNumberOfEvaluations() const = 0;
 
  virtual void setStopCondition(const OptimizationStopCondition& stopCondition) = 0;
 
  virtual OptimizationStopCondition* getStopCondition() = 0;
 
  virtual const OptimizationStopCondition* getStopCondition() const = 0;
 
  virtual OptimizationStopCondition* getDefaultStopCondition() = 0;
 
  virtual const OptimizationStopCondition* getDefaultStopCondition() const = 0;
 
  virtual bool isToleranceReached() const = 0;
 
  virtual bool isMaximumNumberOfEvaluationsReached() const = 0;
 
  virtual void setMaximumNumberOfEvaluations(unsigned int max) = 0;
 
  virtual void setVerbose(unsigned int v) = 0;
 
  virtual unsigned int getVerbose() const = 0;
 
  virtual void setConstraintPolicy(const std::string& constraintPolicy) = 0;
 
  virtual std::string getConstraintPolicy() const = 0;
 
  virtual void addOptimizationListener(OptimizationListener* listener) = 0;
};
 
 
class BackupListener :
  public OptimizationListener
{
private:
  std::string backupFile_;
 
public:
  BackupListener(const string& backupFile) :
    backupFile_(backupFile) {}
 
  virtual ~BackupListener() {}
 
public:
  void optimizationInitializationPerformed(const OptimizationEvent& event) {}
 
  void optimizationStepPerformed(const OptimizationEvent& event)
  {
    std::ofstream bck(backupFile_.c_str(), std::ios::out);
    bck << "f(x)=" << setprecision(20) << event.getOptimizer()->getFunction()->getValue() << endl;
    ParameterList pl = event.getOptimizer()->getFunction()->getParameters();
    for (unsigned int i = 0; i < pl.size(); ++i)
    {
      bck << pl[i].getName() << "=" <<  setprecision(20) << pl[i].getValue() << std::endl;
    }
    bck.close();
  }
 
  bool listenerModifiesParameters() const { return false; }
};
} // end of namespace bpp.
#endif // BPP_NUMERIC_FUNCTION_OPTIMIZER_H