optimizer.h

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#ifndef GEOGRAM_NUMERICS_OPTIMIZER
#define GEOGRAM_NUMERICS_OPTIMIZER
 
#include <geogram/basic/common.h>
#include <geogram/basic/numeric.h>
#include <geogram/basic/smart_pointer.h>
#include <geogram/basic/counted.h>
#include <geogram/basic/assert.h>
#include <geogram/basic/factory.h>
 
class HESSIAN_MATRIX;
 
namespace GEO {
 
    class GEOGRAM_API Optimizer : public Counted {
    public:
        typedef void (* funcgrad_callback)(
            index_t N, double* x, double& f, double* g
        );
 
        typedef void (* newiteration_callback)(
            index_t N, const double* x, double f, const double* g, double gnorm
        );
 
        typedef void (* evalhessian_callback)(
            index_t N, double* x, double& f, double* g, HESSIAN_MATRIX& hessian
        );
 
        static Optimizer* create(const std::string& name = "default");
 
        virtual void optimize(double* x) = 0;
 
        void set_N(index_t N) {
            n_ = N;
        }
 
        index_t get_N() const {
            return n_;
        }
 
        void set_M(index_t M) {
            m_ = M;
        }
 
        index_t get_M() const {
            return m_;
        }
 
        void set_max_iter(index_t maxiter) {
            max_iter_ = maxiter;
        }
 
        index_t get_max_iter() const {
            return max_iter_;
        }
 
        void set_funcgrad_callback(funcgrad_callback fp) {
            funcgrad_callback_ = fp;
        }
 
        void set_newiteration_callback(newiteration_callback fp) {
            newiteration_callback_ = fp;
        }
 
        void set_evalhessian_callback(evalhessian_callback fp) {
            evalhessian_callback_ = fp;
        }
 
        void set_epsg(double eg) {
            epsg_ = eg;
        }
 
        void set_epsf(double ef) {
            epsf_ = ef;
        }
 
        void set_epsx(double ex) {
            epsx_ = ex;
        }
 
        void set_verbose(bool verb) {
            verbose_ = verb;
        }
 
    protected:
        Optimizer();
 
        ~Optimizer() override;
 
    protected:
        index_t n_;
        index_t m_;
        index_t max_iter_;
 
        funcgrad_callback funcgrad_callback_;
        newiteration_callback newiteration_callback_;
        evalhessian_callback evalhessian_callback_;
 
        double epsg_, epsf_, epsx_;
 
        bool verbose_;
    };
 
    typedef SmartPointer<Optimizer> Optimizer_var;
 
    typedef Factory0<Optimizer> OptimizerFactory;
 
#define geo_register_Optimizer_creator(type, name)              \
    geo_register_creator(GEO::OptimizerFactory, type, name)
}
 
#endif