| 1 | // | 
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| 2 | // update.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_update_h | 
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| 29 | #define _math_optimize_update_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/transform.h> | 
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| 40 |  | 
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| 41 | namespace sc { | 
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| 42 |  | 
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| 43 | // ////////////////////////////////////////////////////////////////////// | 
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| 44 | //  hessian update classes.  based on the value of inverse_hessian_ | 
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| 45 | //  x and g may be reversed (see Schlegel, ab initio Methods in Quantum | 
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| 46 | //  Chemistry I, 1987, p 10 | 
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| 47 |  | 
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| 48 |  | 
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| 49 | /** The HessianUpdate abstract class is used to specify a hessian update | 
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| 50 | scheme.  It is used, for example, by QNewtonOpt objects.  Based on the | 
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| 51 | value of inverse_hessian_ x and g may be reversed (see Schlegel, Ab initio | 
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| 52 | Methods in Quantum Chemistry I, 1987, p 10). | 
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| 53 | */ | 
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| 54 | class HessianUpdate: virtual public SavableState { | 
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| 55 | protected: | 
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| 56 | int inverse_hessian_; | 
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| 57 | public: | 
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| 58 | HessianUpdate(); | 
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| 59 | HessianUpdate(StateIn&); | 
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| 60 | HessianUpdate(const Ref<KeyVal>&); | 
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| 61 | void save_data_state(StateOut&); | 
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| 62 | virtual ~HessianUpdate(); | 
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| 63 | virtual void update(const RefSymmSCMatrix&hessian,const Ref<Function>&, | 
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| 64 | const RefSCVector&xnew,const RefSCVector&gnew) = 0; | 
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| 65 | virtual void set_inverse(); | 
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| 66 | virtual void apply_transform(const Ref<NonlinearTransform>&); | 
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| 67 | }; | 
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| 68 |  | 
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| 69 |  | 
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| 70 | /** The DFPUpdate class is used to specify a Davidson, Fletcher, and Powell | 
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| 71 | hessian update scheme.  */ | 
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| 72 | class DFPUpdate: public HessianUpdate { | 
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| 73 | protected: | 
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| 74 | RefSCVector xprev; | 
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| 75 | RefSCVector gprev; | 
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| 76 | public: | 
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| 77 | DFPUpdate(); | 
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| 78 | DFPUpdate(StateIn&); | 
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| 79 | /** The KeyVal constructor reads the following keywords: | 
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| 80 |  | 
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| 81 | <dl> | 
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| 82 |  | 
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| 83 | <dt><tt>xprev</tt><dd> The previous coordinates can be given (but is not | 
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| 84 | recommended).  The default is none. | 
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| 85 |  | 
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| 86 | <dt><tt>gprev</tt><dd> The previous gradient can be given (but is not | 
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| 87 | recommended).  The default is none. | 
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| 88 |  | 
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| 89 | </dl> | 
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| 90 |  | 
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| 91 | */ | 
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| 92 | DFPUpdate(const Ref<KeyVal>&); | 
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| 93 | void save_data_state(StateOut&); | 
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| 94 | ~DFPUpdate(); | 
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| 95 | void update(const RefSymmSCMatrix&ihessian,const Ref<Function>&, | 
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| 96 | const RefSCVector&xnew,const RefSCVector&gnew); | 
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| 97 | void apply_transform(const Ref<NonlinearTransform>&); | 
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| 98 | void set_inverse(); | 
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| 99 | }; | 
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| 100 |  | 
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| 101 | /** The DFPUpdate class is used to specify a Broyden, Fletcher, Goldfarb, | 
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| 102 | and Shanno hessian update scheme.  This hessian update method is the | 
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| 103 | recommended method for use with QNewtonOpt objects.  */ | 
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| 104 | class BFGSUpdate: public DFPUpdate { | 
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| 105 | public: | 
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| 106 | BFGSUpdate(); | 
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| 107 | BFGSUpdate(StateIn&); | 
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| 108 | BFGSUpdate(const Ref<KeyVal>&); | 
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| 109 | void save_data_state(StateOut&); | 
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| 110 | ~BFGSUpdate(); | 
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| 111 | void update(const RefSymmSCMatrix&ihessian,const Ref<Function>&, | 
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| 112 | const RefSCVector&xnew,const RefSCVector&gnew); | 
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| 113 | }; | 
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| 114 |  | 
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| 115 | /** The PowellUpdate class is used to specify a Powell hessian update. | 
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| 116 | This hessian update method is the recommended method for use with | 
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| 117 | transition state searches (the EFCOpt class can be used for transition | 
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| 118 | state searches).  */ | 
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| 119 | class PowellUpdate: public HessianUpdate { | 
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| 120 | protected: | 
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| 121 | RefSCVector xprev; | 
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| 122 | RefSCVector gprev; | 
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| 123 | public: | 
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| 124 | PowellUpdate(); | 
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| 125 | PowellUpdate(StateIn&); | 
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| 126 | PowellUpdate(const Ref<KeyVal>&); | 
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| 127 | void save_data_state(StateOut&); | 
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| 128 | ~PowellUpdate(); | 
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| 129 | void update(const RefSymmSCMatrix&ihessian,const Ref<Function>&func, | 
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| 130 | const RefSCVector&xnew,const RefSCVector&gnew); | 
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| 131 | void apply_transform(const Ref<NonlinearTransform>&); | 
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| 132 | }; | 
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| 133 |  | 
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| 134 | } | 
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| 135 |  | 
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| 136 | #endif | 
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| 137 |  | 
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| 138 | // Local Variables: | 
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| 139 | // mode: c++ | 
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| 140 | // c-file-style: "CLJ" | 
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| 141 | // End: | 
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