MPQC
2.3.1
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00001 // 00002 // qnewton.h 00003 // 00004 // Copyright (C) 1996 Limit Point Systems, Inc. 00005 // 00006 // Author: Curtis Janssen <cljanss@limitpt.com> 00007 // Maintainer: LPS 00008 // 00009 // This file is part of the SC Toolkit. 00010 // 00011 // The SC Toolkit is free software; you can redistribute it and/or modify 00012 // it under the terms of the GNU Library General Public License as published by 00013 // the Free Software Foundation; either version 2, or (at your option) 00014 // any later version. 00015 // 00016 // The SC Toolkit is distributed in the hope that it will be useful, 00017 // but WITHOUT ANY WARRANTY; without even the implied warranty of 00018 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 00019 // GNU Library General Public License for more details. 00020 // 00021 // You should have received a copy of the GNU Library General Public License 00022 // along with the SC Toolkit; see the file COPYING.LIB. If not, write to 00023 // the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. 00024 // 00025 // The U.S. Government is granted a limited license as per AL 91-7. 00026 // 00027 00028 #ifndef _math_optimize_qnewton_h 00029 #define _math_optimize_qnewton_h 00030 00031 #ifdef __GNUC__ 00032 #pragma interface 00033 #endif 00034 00035 #include <util/state/state.h> 00036 #include <util/class/class.h> 00037 #include <math/scmat/matrix.h> 00038 #include <math/optimize/function.h> 00039 #include <math/optimize/opt.h> 00040 #include <math/optimize/update.h> 00041 00042 namespace sc { 00043 00044 // ////////////////////////////////////////////////////////////////////// 00045 // newton and related methods 00046 00047 00049 class QNewtonOpt: public Optimize { 00050 00051 protected: 00052 double maxabs_gradient; 00053 double accuracy_; 00054 00055 RefSymmSCMatrix ihessian_; 00056 Ref<HessianUpdate> update_; 00057 Ref<LineOpt> lineopt_; 00058 00059 int take_newton_step_; 00060 00061 int print_hessian_; 00062 int print_x_; 00063 int print_gradient_; 00064 int linear_; 00065 int restrict_; 00066 int dynamic_grad_acc_; 00067 int force_search_; 00068 int restart_; 00069 00070 public: 00107 QNewtonOpt(const Ref<KeyVal>&); 00108 QNewtonOpt(StateIn&); 00109 ~QNewtonOpt(); 00110 void save_data_state(StateOut&); 00111 00112 void apply_transform(const Ref<NonlinearTransform>&); 00113 00114 void init(); 00115 int update(); 00116 }; 00117 00118 } 00119 00120 #endif 00121 00122 // Local Variables: 00123 // mode: c++ 00124 // c-file-style: "ETS" 00125 // End: