/* * GslMinimizer.hpp, part of LatAnalyze * * Copyright (C) 2013 - 2020 Antonin Portelli * * LatAnalyze is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * LatAnalyze is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with LatAnalyze. If not, see . */ #ifndef Latan_GslMinimizer_hpp_ #define Latan_GslMinimizer_hpp_ #include #include #include #include #include BEGIN_LATAN_NAMESPACE /****************************************************************************** * interface to the GSL minimizers * ******************************************************************************/ class GslMinimizer: public Minimizer { public: enum class Algorithm { cgFR = 1, cgPR = 2, bfgs = 3, bfgs2 = 4, steepDesc = 5, lastDerAlg = 5, simplex = 6, simplex2 = 7, simplex2R = 8 }; private: struct GslFuncData { const DoubleFunction *f{nullptr}; Derivative *d{nullptr}; unsigned int evalCount{0}; }; public: // constructor explicit GslMinimizer(const Algorithm algorithm = defaultAlg_); // destructor virtual ~GslMinimizer(void) = default; // access Algorithm getAlgorithm(void) const; void setAlgorithm(const Algorithm algorithm); virtual bool supportLimits(void) const; // minimization virtual const DVec & operator()(const DoubleFunction &f); private: // test static bool isDerAlgorithm(const Algorithm algorithm); // function wrappers static double fWrapper(const gsl_vector *x, void * params); static void dfWrapper(const gsl_vector *x, void * params, gsl_vector * df); static void fdfWrapper(const gsl_vector *x, void *params, double *f, gsl_vector * df); // algorithm names std::string getAlgorithmName(const Algorithm algorithm); private: Algorithm algorithm_; static constexpr Algorithm defaultAlg_ = Algorithm::simplex2; CentralDerivative der_; }; END_LATAN_NAMESPACE #endif // Latan_GslMinimizer_hpp_