PseudoNewtonOptimizer.h

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// SPDX-FileCopyrightText: The Bio++ Development Group
//
// SPDX-License-Identifier: CECILL-2.1
 
#ifndef BPP_PHYL_PSEUDONEWTONOPTIMIZER_H
#define BPP_PHYL_PSEUDONEWTONOPTIMIZER_H
 
#include <Bpp/Numeric/Function/AbstractOptimizer.h>
 
 
namespace bpp
{
class PseudoNewtonOptimizer :
  public AbstractOptimizer
{
public:
  class PNStopCondition :
    public AbstractOptimizationStopCondition
  {
public:
    PNStopCondition(PseudoNewtonOptimizer* pno) :
      AbstractOptimizationStopCondition(pno) {}
    virtual ~PNStopCondition() {}
 
    PNStopCondition* clone() const { return new PNStopCondition(*this); }
 
public:
    bool isToleranceReached() const;
    double getCurrentTolerance() const;
  };
 
  friend class PNStopCondition;
 
private:
  ParameterList previousPoint_; // Current point is in parameters_
 
  double previousValue_;
 
  size_t n_; // Number of parameters
 
  std::vector<std::string> params_; // All parameter names
 
  unsigned int maxCorrection_;
 
  bool useCG_;
 
public:
  PseudoNewtonOptimizer(std::shared_ptr<SecondOrderDerivable> function);
 
  virtual ~PseudoNewtonOptimizer() {}
 
  PseudoNewtonOptimizer* clone() const { return new PseudoNewtonOptimizer(*this); }
 
public:
  const SecondOrderDerivable& secondOrderDerivableFunction() const
  {
    return *dynamic_pointer_cast<const SecondOrderDerivable>(function_);
  }
 
  SecondOrderDerivable& secondOrderDerivableFunction()
  {
    return *dynamic_pointer_cast<SecondOrderDerivable>(function_);
  }
 
  std::shared_ptr<const SecondOrderDerivable> getSecondOrderDerivableFunction() const
  {
    return dynamic_pointer_cast<const SecondOrderDerivable>(function_);
  }
 
  std::shared_ptr<SecondOrderDerivable> getSecondOrderDerivableFunction()
  {
    return dynamic_pointer_cast<SecondOrderDerivable>(function_);
  }
 
  double getFunctionValue() const { return currentValue_; }
  void doInit(const ParameterList& params);
 
  double doStep();
 
  void setMaximumNumberOfCorrections(unsigned int mx) { maxCorrection_ = mx; }
 
  void disableCG() { useCG_ = false; }
};
} // end of namespace bpp.
#endif // BPP_PHYL_PSEUDONEWTONOPTIMIZER_H