/*
* Copyright (c) 2012-2015, Peter Abeles. All Rights Reserved.
*
* This file is part of DDogleg (http://ddogleg.org).
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.ddogleg.optimization.wrap;
import org.ddogleg.optimization.OptimizationException;
import org.ddogleg.optimization.UnconstrainedMinimization;
import org.ddogleg.optimization.functions.FunctionNtoN;
import org.ddogleg.optimization.functions.FunctionNtoS;
import org.ddogleg.optimization.functions.GradientLineFunction;
import org.ddogleg.optimization.impl.LineSearchMore94;
import org.ddogleg.optimization.impl.QuasiNewtonBFGS;
/**
* Wrapper around {@link QuasiNewtonBFGS} for {@link UnconstrainedMinimization}. For a description of what
* the line parameters mean see {@link LineSearchMore94}.
*
* @author Peter Abeles
*/
public class QuasiNewtonBFGS_to_UnconstrainedMinimization implements UnconstrainedMinimization {
// line search parameters
private double line_gtol = 0.9;
private double line_ftol = 1e-3;
private double line_xtol = 0.1;
QuasiNewtonBFGS alg;
LineSearchMore94 lineSearch = new LineSearchMore94();
@Override
public void setFunction(FunctionNtoS function, FunctionNtoN gradient, double minFunctionValue) {
lineSearch = new LineSearchMore94();
GradientLineFunction gradLine;
if( gradient == null ) {
gradLine = new CachedNumericalGradientLineFunction(function);
} else {
gradLine = new CachedGradientLineFunction(function,gradient);
}
alg = new QuasiNewtonBFGS(gradLine,lineSearch,minFunctionValue);
}
@Override
public void initialize(double[] initial, double ftol, double gtol) {
lineSearch.setConvergence(line_ftol, line_gtol, line_xtol);
alg.setConvergence(ftol,gtol,line_gtol);
alg.initialize(initial);
}
@Override
public double[] getParameters() {
return alg.getParameters();
}
@Override
public boolean iterate() throws OptimizationException {
return alg.iterate();
}
@Override
public boolean isConverged() {
return alg.isConverged();
}
@Override
public String getWarning() {
return alg.getWarning();
}
@Override
public double getFunctionValue() {
return alg.getFx();
}
@Override
public boolean isUpdated() {
return alg.isUpdatedParameters();
}
public double getLine_gtol() {
return line_gtol;
}
public void setLine_gtol(double line_gtol) {
this.line_gtol = line_gtol;
}
public double getLine_ftol() {
return line_ftol;
}
public void setLine_ftol(double line_ftol) {
this.line_ftol = line_ftol;
}
public double getLine_xtol() {
return line_xtol;
}
public void setLine_xtol(double line_xtol) {
this.line_xtol = line_xtol;
}
}
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