| 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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