Minimization.h

#ifndef OPTIMIZATION_MINIMIZATION_H
#define OPTIMIZATION_MINIMIZATION_H

#include <KrisLibrary/math/matrix.h>
#include <KrisLibrary/math/function.h>
#include <KrisLibrary/math/root.h>
//#include "Manifold.h"
#include "Newton.h"

namespace Optimization {
using namespace Math;

struct MinimizationProblem
{
  MinimizationProblem(ScalarFieldFunction* f);

  ConvergenceResult SolveGD(Real alpha,int& maxIters);
  void StepGD(Real alpha);

  ConvergenceResult SolveSD(int& maxIters);

  ConvergenceResult SolveCG(int& maxIters);

  ConvergenceResult SolveNewton(int& maxIters);

  ConvergenceResult SolveQuasiNewton_Ident(int& maxIters);
  ConvergenceResult SolveQuasiNewton_Diff(Real dx,int& maxIters);
  ConvergenceResult SolveQuasiNewton(int& maxIters);

  ConvergenceResult SolveLM(int& maxIters,Real lambda0=1,Real lambdaScale=10);

  ConvergenceResult LineMinimizationStep(const Vector& dx,Real& alpha0);
  //TODO: different types of line minimization
  //ConvergenceResult LineMinimization_Bisection(const Vector& dx,Real& alpha0);
  //ConvergenceResult LineMinimization_Parabolic(const Vector& dx,Real& alpha0);

  ScalarFieldFunction* f;
  Vector x;
  Real tolx,tolf,tolgrad;

  //output options
  int verbose;
  std::vector<Vector>* S;

  //temporary
  Real fx;
  Vector grad,dx;
  Matrix H;
};

struct BCMinimizationProblem 
{
  BCMinimizationProblem(ScalarFieldFunction* f);

  ConvergenceResult SolveSD(int& maxIters);

  ConvergenceResult SolveNewton(int& maxIters);

  ConvergenceResult SolveQuasiNewton_Ident(int& maxIters);
  ConvergenceResult SolveQuasiNewton_Diff(Real dx,int& maxIters);
  ConvergenceResult SolveQuasiNewton(int& maxIters);

  ConvergenceResult LineMinimizationStep(Vector& dx,Real& alpha0);

  ScalarFieldFunction* f;
  Vector bmin,bmax;
  Vector x;
  Real tolx,tolf,tolgrad;

  //output options
  int verbose;
  std::vector<Vector>* S;

  //temporary
  Real fx;
  Vector grad;
  Matrix H;
  std::vector<bool> activeSet; 
};

struct ConstrainedMinimizationProblem
{
  //ConstrainedMinimizationProblem(ScalarFieldFunction* f,ImplicitManifold*M);
  ConstrainedMinimizationProblem(ScalarFieldFunction* f,VectorFieldFunction*C,VectorFieldFunction*D);

  ConvergenceResult SolveGD(int& maxIters);
  ConvergenceResult StepGD();

  ConvergenceResult SolveNewton(int& maxIters);
  ConvergenceResult StepNewton();

  ConvergenceResult StepTR(Real R);

  void NullspaceProjection(const Vector& x,Vector& dx);
  ConvergenceResult LineMinimizationStep(const Vector& dx,Real& alpha0);
  bool CheckPoint(const Vector& x) const;
  bool SolveFeasiblePoint(Vector& x,int maxIters,ConvergenceResult* res=NULL);

  ScalarFieldFunction* f;
  VectorFieldFunction* C,*D;
  Vector bmin,bmax;
  Vector x;
  Real tolx,tolf,tolgrad,tolc;
  bool sparse;

  //output options
  int verbose;
  std::vector<Vector>* S;

  //temporary
  Real fx;
  Vector grad;
  Matrix H;
  ConstrainedNewtonRoot rootSolver;
};

} //namespace Optimization

#endif