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# newton.h

    00001 //
    00002 // newton.h
    00003 //
    00004 // Copyright (C) 1996 Limit Point Systems, Inc.
    00005 //
    00006 // Author: Curtis Janssen <cljanss@limitpt.com>
    00007 // Maintainer: LPS
    00008 //
    00009 // This file is part of the SC Toolkit.
    00010 //
    00011 // The SC Toolkit is free software; you can redistribute it and/or modify
    00012 // it under the terms of the GNU Library General Public License as published by
    00013 // the Free Software Foundation; either version 2, or (at your option)
    00014 // any later version.
    00015 //
    00016 // The SC Toolkit is distributed in the hope that it will be useful,
    00017 // but WITHOUT ANY WARRANTY; without even the implied warranty of
    00018 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
    00019 // GNU Library General Public License for more details.
    00020 //
    00021 // You should have received a copy of the GNU Library General Public License
    00022 // along with the SC Toolkit; see the file COPYING.LIB.  If not, write to
    00023 // the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
    00024 //
    00025 // The U.S. Government is granted a limited license as per AL 91-7.
    00026 //
    00027
    00028 #ifndef _math_optimize_newton_h
    00029 #define _math_optimize_newton_h
    00030
    00031 #ifdef __GNUC__
    00032 #pragma interface
    00033 #endif
    00034
    00035 #include <util/state/state.h>
    00036 #include <util/class/class.h>
    00037 #include <math/scmat/matrix.h>
    00038 #include <math/optimize/function.h>
    00039 #include <math/optimize/opt.h>
    00040 #include <math/optimize/update.h>
    00041
    00042 namespace sc {
    00043
    00044 // //////////////////////////////////////////////////////////////////////
    00045 // newton and related methods
    00046
    00047 class NewtonOpt: public Optimize {
    00048   protected:
    00049     double maxabs_gradient;
    00050     double accuracy_;
    00051
    00052     int print_hessian_;
    00053     int print_x_;
    00054     int print_gradient_;
    00055   public:
    00056     NewtonOpt(const Ref<KeyVal>&);
    00057     NewtonOpt(StateIn&);
    00058     ~NewtonOpt();
    00059     void save_data_state(StateOut&);
    00060
    00061     void init();
    00062     int update();
    00063 };
    00064
    00065 }
    00066
    00067 #endif
    00068
    00069 // Local Variables:
    00070 // mode: c++
    00071 // c-file-style: "ETS"
    00072 // End: