COptMethodTruncatedNewton.h

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// Begin CVS Header
//   $Source: /Volumes/Home/Users/shoops/cvs/copasi_dev/copasi/optimization/COptMethodTruncatedNewton.h,v $
//   $Revision: 1.2 $
//   $Name:  $
//   $Author: shoops $
//   $Date: 2008/03/11 23:32:54 $
// End CVS Header

// Copyright (C) 2008 by Pedro Mendes, Virginia Tech Intellectual
// Properties, Inc., EML Research, gGmbH, University of Heidelberg,
// and The University of Manchester.
// All rights reserved.

// Copyright (C) 2001 - 2007 by Pedro Mendes, Virginia Tech Intellectual
// Properties, Inc. and EML Research, gGmbH.
// All rights reserved.

/**
  * COptMethodTruncatedNewton class
  */

#ifndef COPASI_COptMethodTruncatedNewton
#define COPASI_COptMethodTruncatedNewton

#include <vector>
#include "utilities/CMatrix.h"
#include "optimization/COptMethod.h"

#include "CTruncatedNewton.h"

class FTruncatedNewton;
class CTruncatedNewton;

class COptMethodTruncatedNewton: public COptMethod
  {
    friend COptMethod * COptMethod::createMethod(CCopasiMethod::SubType subType);

    // Operations
  public:
    /**
     * Copy Constructor
     * @param const COptMethodTruncatedNewton & src
     * @param const CCopasiContainer * pParent (default: NULL)
     */
    COptMethodTruncatedNewton(const COptMethodTruncatedNewton & src,
                              const CCopasiContainer * pParent = NULL);

    /**
     * Destructor
     */
    virtual ~COptMethodTruncatedNewton();

    /**
     * Execute the optimization algorithm calling simulation routine
     * when needed. It is noted that this procedure can give feedback
     * of its progress by the callback function set with SetCallback.
     * @ return success;
     */
    virtual bool optimise();

  private:
    /**
     * Default Constructor
     * @param const CCopasiContainer * pParent (default: NULL)
     */
    COptMethodTruncatedNewton(const CCopasiContainer * pParent = NULL);

    /**
     * Initialize contained objects.
     */
    void initObjects();

    /**
     * Initialize arrays and pointer.
     * @return bool success
     */
    virtual bool initialize();

    /**
     * Cleanup arrays and pointers.
     * @return bool success
     */
    virtual bool cleanup();

    /**
     * The tolerance
     */
    //   C_FLOAT64 mTolerance;

    /**
     * The number of iterations
     */
    unsigned C_INT32 mIteration;

    /**
     * Handle to the process report item "Current Iteration"
     */
    unsigned C_INT32 mhIteration;

    /**
     * number of parameters
     */
    C_INT mVariableSize;

    /**
     * The current solution guess
     */
    CVector< C_FLOAT64 > mCurrent;

    /**
     * The gradient
     */
    CVector< C_FLOAT64 > mGradient;

    /**
     * The last individual
     */
    CVector< C_FLOAT64 > mBest;

    /**
     * The best value found so far
     */
    C_FLOAT64 mBestValue;

    /**
     * The result of a function evaluation
     */
    C_FLOAT64 mEvaluationValue;

    /**
     * Flag indicating whether the computation shall continue
     */
    bool mContinue;

    /**
     * Functor pointing to the Truncated Newton method.
     */
    FTruncatedNewton * mpTruncatedNewton;

    /**
     * CTruncatedNewton function.
     */
    CTruncatedNewton * mpCTruncatedNewton;

    /**
     * callback function for evaluation of objective function and its gradient
     */
    C_INT sFun(C_INT *, C_FLOAT64 *, C_FLOAT64 *, C_FLOAT64 *);

    /**
     * objective function evaluation for specified parameters
     */
    bool evaluateFunction(C_INT *n, C_FLOAT64 *x, C_FLOAT64 *f);

    /**
     * Evaluate the objective function
     * @return bool continue
     */
    const C_FLOAT64 & evaluate();
  };

#endif  // COPASI_COptMethodTruncatedNewton