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87 lines
2.7 KiB
C++
87 lines
2.7 KiB
C++
/*
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* GslMinimizer.hpp, part of LatAnalyze
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*
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* Copyright (C) 2013 - 2016 Antonin Portelli
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*
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* LatAnalyze is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* LatAnalyze is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with LatAnalyze. If not, see <http://www.gnu.org/licenses/>.
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*/
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#ifndef Latan_GslMinimizer_hpp_
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#define Latan_GslMinimizer_hpp_
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#include <LatAnalyze/Global.hpp>
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#include <LatAnalyze/Derivative.hpp>
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#include <LatAnalyze/Function.hpp>
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#include <LatAnalyze/Minimizer.hpp>
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#include <gsl/gsl_vector.h>
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BEGIN_LATAN_NAMESPACE
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/******************************************************************************
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* interface to the GSL minimizers *
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******************************************************************************/
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class GslMinimizer: public Minimizer
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{
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public:
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enum class Algorithm
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{
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cgFR = 1,
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cgPR = 2,
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bfgs = 3,
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bfgs2 = 4,
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steepDesc = 5,
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lastDerAlg = 5,
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simplex = 6,
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simplex2 = 7,
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simplex2R = 8
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};
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private:
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struct GslFuncData
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{
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const DoubleFunction *f{nullptr};
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Derivative *d{nullptr};
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unsigned int evalCount{0};
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};
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public:
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// constructor
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explicit GslMinimizer(const Algorithm algorithm = defaultAlg_);
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// destructor
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virtual ~GslMinimizer(void) = default;
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// access
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Algorithm getAlgorithm(void) const;
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void setAlgorithm(const Algorithm algorithm);
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virtual bool supportLimits(void) const;
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// minimization
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virtual const DVec & operator()(const DoubleFunction &f);
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private:
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// test
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static bool isDerAlgorithm(const Algorithm algorithm);
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// function wrappers
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static double fWrapper(const gsl_vector *x, void * params);
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static void dfWrapper(const gsl_vector *x, void * params,
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gsl_vector * df);
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static void fdfWrapper(const gsl_vector *x, void *params, double *f,
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gsl_vector * df);
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// algorithm names
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std::string getAlgorithmName(const Algorithm algorithm);
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private:
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Algorithm algorithm_;
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static constexpr Algorithm defaultAlg_ = Algorithm::simplex2;
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CentralDerivative der_;
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};
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END_LATAN_NAMESPACE
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#endif // Latan_GslMinimizer_hpp_
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