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SOptimizer.h

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00001 #ifndef _SOPTIMIZER_H_
00002 #define _SOPTIMIZER_H_
00003 
00004 #include "vuSimpleTypes.h"
00005 
00006 #include "SMatrix.h"
00007 
00015 using namespace coool;
00016 
00017 class SOptimizer 
00018 {
00019  public:
00021     SOptimizer();
00023     ~SOptimizer();
00024 
00033     SVector minimize(const SMatrix& M, const SVector& y,
00034                      const SVector& lb, const SVector& ub);
00035     SVector minimize(const SMatrix& M, const SVector& y,
00036                      const SVector& lb, const SVector& ub, 
00037                      const SVector& gradstep);
00038     
00044     SVector minimize(const SMatrix& M, const SVector& y);
00045 
00047     void setVerbose(bool verbose=true) { m_Verbose = verbose;}
00049     void setItMax(int itmax) { m_ItMax=itmax;}
00051     void setItMaxLine(int itmaxline) { m_ItMaxLine = itmaxline;}
00053     void setTol(double tol) { m_Tol = tol;}
00055     void setGradStep(float gradstep) {m_GradStep = gradstep;};
00056     
00058     double getNIterations() const {return m_NIter;};
00060     double getResidue() const {return m_Residue;};
00061 
00062  protected:
00063     
00064     bool m_Verbose;
00065     int m_ItMax;
00066     int m_ItMaxLine;
00067     double m_Tol;
00068     float m_GradStep;
00069         
00070     double m_Residue;
00071     int m_NIter;
00072 };
00073  
00074 #endif
00075 

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