1 | //
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2 | // mcsearch.h
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3 | //
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4 | // Based on line search routines found in lbfgs.f on the WWW.
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5 | //
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6 |
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7 | #ifndef _math_optimize_mcsearch_h
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8 | #define _math_optimize_mcsearch_h
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9 |
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10 | #ifdef __GNUC__
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11 | #pragma interface
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12 | #endif
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13 |
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14 | #include <math/optimize/opt.h>
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15 | #include <util/misc/autovec.h>
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16 |
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17 | namespace sc {
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18 |
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19 | /** This performs line searches with cubic steps. It is based on the
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20 | Fortran MCSRCH and MCSTEP routines produced by: Argonne National
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21 | Laboratory. MINPACK Project. June 1983 Jorge J. More', David
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22 | J. Thuente.
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23 | */
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24 | class MCSearch: public LineOpt {
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25 | protected:
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26 |
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27 | // These are originally from the lb3 common block.
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28 | double gtol_, stpmin_, stpmax_;
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29 |
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30 | // Local variables in mcsrch
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31 | double dg, fm, fx, fy, dgm, dgx, dgy, fxm, fym, stx, sty, dgxm,
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32 | dgym;
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33 | int infoc;
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34 | double finit, width, stmin, stmax;
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35 | bool stage1;
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36 | double width1, ftest1;
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37 | bool brackt;
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38 | double dginit, dgtest;
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39 |
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40 | // Local variables in mcstep
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41 | double p, q, r__, s, sgnd, stpc, stpf, stpq, gamma, theta;
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42 | bool bound;
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43 |
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44 | // these are saved from call to call
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45 | int info_;
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46 | auto_vec<double> wa_;
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47 |
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48 | void
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49 | mcstep(double *stx, double *fx, double *dx,
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50 | double *sty, double *fy, double *dy, double *stp,
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51 | double *fp, double *dp, bool *brackt, double *stpmin,
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52 | double *stpmax, int *info);
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53 |
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54 | void
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55 | mcsrch(int *n, double *x, double *f,
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56 | double *g, double *s, double *stp, double *ftol,
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57 | double *xtol, int *maxfev, int *info, int *nfev,
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58 | double *wa);
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59 |
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60 |
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61 | void mcinit();
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62 | public:
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63 |
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64 | /** The MCSearch KeyVal CTOR does not read any input. See
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65 | the LineOpt KeyVal CTOR for parameters that it takes.
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66 | */
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67 | MCSearch(const Ref<KeyVal>&);
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68 | ~MCSearch();
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69 | int update();
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70 |
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71 | void init(RefSCVector& direction);
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72 | void init(RefSCVector& direction, Ref<Function> function);
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73 |
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74 | };
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75 |
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76 | }
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77 |
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78 | #endif
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79 |
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80 | // Local Variables:
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81 | // mode: c++
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82 | // c-file-style: "CLJ"
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83 | // End:
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