lnsrch.hh

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// lnsrch.H
// created by ADP
// last modified 06/17/04
// considerable modification 2007-2011 WWS

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#ifndef __RVL_ALG_LINE_SEARCH_
#define __RVL_ALG_LINE_SEARCH_

#include "alg.hh"
#include "functional.hh"
#include "terminator.hh"
#include "table.hh"

namespace RVLUmin {

  using namespace RVL;
  using namespace RVLAlg;

  // forward declaration;
  template<typename Scalar>
  class LineSearchAlg;

  template <class Scalar>
  class LineSearchAlgBase: public Algorithm, public Terminator {

  private:

    Scalar f0;
    Vector<Scalar> x0;
    Vector<Scalar> g0;
    LineSearchAlg<Scalar> const & lsalg;

    LineSearchAlgBase();

  protected:

    FunctionalEvaluation<Scalar> & fx;
    Vector<Scalar> const & dx;

    // virtual copy constructor, in order that LSAlg can have real one
    virtual LineSearchAlgBase<Scalar> * clone() const = 0;

  public:

    LineSearchAlgBase(LineSearchAlg<Scalar> const & _lsalg,
              FunctionalEvaluation<Scalar> & _fx,
              Vector<Scalar> const & _dx)
    : 
    f0(_fx.getValue()),
    x0(_fx.getPoint()),
    g0(_fx.getGradient()),
    lsalg(_lsalg),
    fx(_fx), 
    dx(_dx) {} //cerr<<"from LineSearchAlgBase constructor\n";}
    LineSearchAlgBase(const LineSearchAlgBase<Scalar> & ls)
    : f0(ls.f0), x0(ls.x0), g0(ls.g0), lsalg(ls.lsalg), fx(ls.fx), dx(ls.dx) {}
    virtual ~LineSearchAlgBase() {}

    virtual ostream & write(ostream & str) const {
      str<<"lnsrch base class"<<endl;
      return str;
    }

    // note that Terminator::query and Algorithm::run are abstract

    virtual Scalar getStep() const = 0;
    Scalar getBaseValue() const { return f0; }
    Vector<Scalar> const & getBasePoint() const { 
      return x0; }
    Vector<Scalar> const & getBaseGradient() const { 
      return g0; }
    Vector<Scalar> & getTrialPoint() const { 
      return fx.getPoint(); }
    Vector<Scalar> const & getSearchDirection() const { 
      return dx; }
    FunctionalEvaluation<Scalar> & getFunctionalEvaluation() const { 
      return fx; }
    //    bool checkMinStep() const { return lsalg.checkMinStep(); }
    Scalar getMinStep() const { return lsalg.getMinStep(); }
  };

  template<typename Scalar>
  class LineSearchAlg: public Algorithm, public Terminator {
  private:
    // the actual algorithm
    mutable LineSearchAlgBase<Scalar> * ls;
    // step used in last successful line search, initialized somehow
    mutable Scalar firststep;
    // minimum permitted step
    Scalar minsteptol;

  protected:
    virtual LineSearchAlgBase<Scalar> * 
    build(FunctionalEvaluation<Scalar> & fx,
      Vector<Scalar> const & dx,
      Scalar firststep) = 0;

  public:
    LineSearchAlg(Scalar _firststep = numeric_limits<Scalar>::max(),
          Scalar _minsteptol = numeric_limits<Scalar>::epsilon())
      : ls(NULL), firststep(_firststep), minsteptol(_minsteptol) {}
    LineSearchAlg(LineSearchAlg<Scalar> const & lsh)
      : ls(NULL), firststep(lsh.firststep), minsteptol(lsh.minsteptol) {
      if (lsh.ls) ls=(lsh.ls)->clone();
    }
    ~LineSearchAlg() {
      if (ls) delete ls;
    }

    void initialize(FunctionalEvaluation<Scalar> & fx,
            Vector<Scalar> const & dx) {
      if (ls) delete ls;
      ls = build(fx,dx,firststep);
    }

    void run() {
      if (ls) { 
    ls->run();
    firststep=ls->getStep();
    return;
      }
      RVLException e;
      e<<"Error: LineSearchAlg::run\n";
      e<<"this alg not initialized\n";
      throw e;
    }

    bool query() { 
      if (ls) {
    return ls->query();
      }
      return false;
    }

    Scalar getStep() const { return ls->getStep(); }

    Scalar getBaseValue() const { 
      if (ls) return ls->getBaseValue();
      RVLException e;
      e<<"Error: LineSearchAlg::getBaseValue()\n";
      e<<"this alg not initialized\n";
      throw e;
    }

    Vector<Scalar> const & getBasePoint() const { 
      if (ls) return ls->getBasePoint(); 
      RVLException e;
      e<<"Error: LineSearchAlg::getBasePoint()\n";
      e<<"this alg not initialized\n";
      throw e;
    }

    Vector<Scalar> const & getBaseGradient() const { 
      if (ls) return ls->getBaseGradient(); 
      RVLException e;
      e<<"Error: LineSearchAlg::getBaseGradient()\n";
      e<<"this alg not initialized\n";
      throw e;
    }

    Vector<Scalar> & getTrialPoint() const { 
      if (ls) return ls->getTrialPoint(); 
      RVLException e;
      e<<"Error: LineSearchAlg::getTrialPoint()\n";
      e<<"this alg not initialized\n";
      throw e;
    }

    Vector<Scalar> const & getSearchDirection() const { 
      if (ls) return ls->getSearchDirection(); 
      RVLException e;
      e<<"Error: LineSearchAlg::getSearchDirection()\n";
      e<<"this alg not initialized\n";
      throw e;
    }

    FunctionalEvaluation<Scalar> & getFunctionalEvaluation() const {
      if (ls) return ls->getFunctionalEvaluation(); 
      RVLException e;
      e<<"Error: LineSearchAlg::getFunctionalEvaluation()\n";
      e<<"this alg not initialized\n";
      throw e;
    }

    /*
    bool checkMinStep() const {
      try {
    Scalar foo = this->getStep();
    return (foo > minsteptol);
      }
      catch (RVLException & e) {
    e<<"\ncalled from LineSearchAlg::checkMinStep\n";
    throw e;
      }
    }
    */
    Scalar getMinStep() const { return minsteptol; }

  };

}

#endif

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