| 1 | //
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| 2 | // newton.h
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| 3 | //
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| 4 | // Copyright (C) 1996 Limit Point Systems, Inc.
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| 5 | //
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| 6 | // Author: Curtis Janssen <cljanss@limitpt.com>
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| 7 | // Maintainer: LPS
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| 8 | //
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| 9 | // This file is part of the SC Toolkit.
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| 10 | //
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| 11 | // The SC Toolkit is free software; you can redistribute it and/or modify
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| 12 | // it under the terms of the GNU Library General Public License as published by
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| 13 | // the Free Software Foundation; either version 2, or (at your option)
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| 14 | // any later version.
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| 15 | //
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| 16 | // The SC Toolkit is distributed in the hope that it will be useful,
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| 17 | // but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 18 | // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
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| 19 | // GNU Library General Public License for more details.
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| 20 | //
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| 21 | // You should have received a copy of the GNU Library General Public License
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| 22 | // along with the SC Toolkit; see the file COPYING.LIB.  If not, write to
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| 23 | // the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
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| 24 | //
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| 25 | // The U.S. Government is granted a limited license as per AL 91-7.
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| 26 | //
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| 27 | 
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| 28 | #ifndef _math_optimize_newton_h
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| 29 | #define _math_optimize_newton_h
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| 30 | 
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| 31 | #ifdef __GNUC__
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| 32 | #pragma interface
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| 33 | #endif
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| 34 | 
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| 35 | #include <util/state/state.h>
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| 36 | #include <util/class/class.h>
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| 37 | #include <math/scmat/matrix.h>
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| 38 | #include <math/optimize/function.h>
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| 39 | #include <math/optimize/opt.h>
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| 40 | #include <math/optimize/update.h>
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| 41 | 
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| 42 | namespace sc {
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| 43 | 
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| 44 | // //////////////////////////////////////////////////////////////////////
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| 45 | // newton and related methods
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| 46 | 
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| 47 | class NewtonOpt: public Optimize {
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| 48 |   protected:
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| 49 |     double maxabs_gradient;
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| 50 |     double accuracy_;
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| 51 | 
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| 52 |     int print_hessian_;
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| 53 |     int print_x_;
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| 54 |     int print_gradient_;
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| 55 |   public:
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| 56 |     NewtonOpt(const Ref<KeyVal>&);
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| 57 |     NewtonOpt(StateIn&);
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| 58 |     ~NewtonOpt();
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| 59 |     void save_data_state(StateOut&);
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| 60 | 
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| 61 |     void init();
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| 62 |     int update();
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| 63 | };
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| 64 | 
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| 65 | }
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| 66 | 
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| 67 | #endif
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| 68 | 
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| 69 | // Local Variables:
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| 70 | // mode: c++
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| 71 | // c-file-style: "ETS"
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| 72 | // End:
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