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BrentOneDimension.h
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1 //
2 // File: BrentOneDimension.h
3 // Created by: Julien Dutheil
4 // Created on: Mon Nov 17 11:45:58 2003
5 //
6 
7 /*
8 Copyright or © or Copr. CNRS, (November 17, 2004)
9 
10 This software is a computer program whose purpose is to provide classes
11 for numerical calculus.
12 
13 This software is governed by the CeCILL license under French law and
14 abiding by the rules of distribution of free software. You can use,
15 modify and/ or redistribute the software under the terms of the CeCILL
16 license as circulated by CEA, CNRS and INRIA at the following URL
17 "http://www.cecill.info".
18 
19 As a counterpart to the access to the source code and rights to copy,
20 modify and redistribute granted by the license, users are provided only
21 with a limited warranty and the software's author, the holder of the
22 economic rights, and the successive licensors have only limited
23 liability.
24 
25 In this respect, the user's attention is drawn to the risks associated
26 with loading, using, modifying and/or developing or reproducing the
27 software by the user in light of its specific status of free software,
28 that may mean that it is complicated to manipulate, and that also
29 therefore means that it is reserved for developers and experienced
30 professionals having in-depth computer knowledge. Users are therefore
31 encouraged to load and test the software's suitability as regards their
32 requirements in conditions enabling the security of their systems and/or
33 data to be ensured and, more generally, to use and operate it in the
34 same conditions as regards security.
35 
36 The fact that you are presently reading this means that you have had
37 knowledge of the CeCILL license and that you accept its terms.
38 */
39 
40 #ifndef _BRENTONEDIMENSION_H_
41 #define _BRENTONEDIMENSION_H_
42 
43 #include "AbstractOptimizer.h"
44 
45 namespace bpp
46 {
47 
58 class BrentOneDimension:
59  public AbstractOptimizer
60 {
61  public:
62  class BODStopCondition:
63  public AbstractOptimizationStopCondition
64  {
65  public:
66  BODStopCondition(BrentOneDimension* bod):
67  AbstractOptimizationStopCondition(bod) {
68  tolerance_ = bod->tol2;
69  burnin_ = 3;
70  }
71  virtual ~BODStopCondition() {}
72 
73  BODStopCondition* clone() const { return new BODStopCondition(*this); }
74 
75  public:
76  bool isToleranceReached() const;
77  double getCurrentTolerance() const;
78  };
79 
80  friend class BODStopCondition;
81 
82  protected:
83  double a, b, d, e, etemp, fu, fv, fw, fx, p, q, r, tol1, tol2, u, v, w, x, xm;
84  double _xinf, _xsup;
85  bool isInitialIntervalSet_;
86 
87  public:
88  BrentOneDimension(Function* function = 0);
89  virtual ~BrentOneDimension() {}
90 
91  BrentOneDimension* clone() const { return new BrentOneDimension(*this); }
92 
93  public:
94 
112  double optimize() throw (Exception); //redefinition
115  void doInit(const ParameterList& params) throw (Exception);
116 
117  double doStep() throw (Exception);
118 
119  public:
120 
133  void setInitialInterval(double inf, double sup);
139  bool isInitialIntervalSet() const { return isInitialIntervalSet_; }
140 
141  public:
142 
143  static double ZEPS;
144 
145 };
146 
147 } //end of namespace bpp.
148 
149 #endif //_BRENTONEDIMENSION_H_
150