/*
 Copyright (C) 2007 Richard Gomes

 This file is part of JQuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://jquantlib.org/

 JQuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 . The license is also available online at
 .

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

 JQuantLib is based on QuantLib. http://quantlib.org/
 When applicable, the original copyright notice follows this notice.
 */

/*
 Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 . The license is also available online at
 .

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
 */

package org.jquantlib.math.optimization;

import org.jquantlib.lang.annotation.QualityAssurance;
import org.jquantlib.lang.annotation.QualityAssurance.Quality;
import org.jquantlib.lang.annotation.QualityAssurance.Version;
import org.jquantlib.lang.exceptions.LibraryException;
import org.jquantlib.math.matrixutilities.Array;

/**
 * Base constraint class
 *
 * @author Richard Gomes
 */
@QualityAssurance(quality=Quality.Q3_DOCUMENTATION, version=Version.V097, reviewers="Richard Gomes")
public abstract class Constraint {


    //
    // protected fields
    //

    protected Impl impl;


    //
    // public constructors
    //

    public Constraint() {
        this.impl = null;
    }

    public Constraint(final Impl impl) {
        this.impl = impl;
    }


    //
    // public methods
    //

    public boolean empty() /* @ReadOnly */ {
        return impl == null;
    }

    public boolean test(final Array  p) /* @ReadOnly */ {
        return impl.test(p);
    }

    public double update(final Array  params, final Array  direction, final double beta) {
        double diff = beta;
        Array newParams = params.add(direction.mul(diff));
        boolean valid = test(newParams);

        int icount = 0;
        while (!valid) {
            if (icount > 200) {
                throw new LibraryException("can't update parameter vector"); // TODO: message
            }
            diff *= 0.5;
            icount ++;
            newParams = params.add(direction.mul(diff));
            valid = test(newParams);
        }
        params.fill(newParams);
        return diff;
    }


    //
    // protected inner classes
    //

    /**
     * Base class for constraint implementations.
     */
    abstract protected class Impl {

        //
        // public abstract methods
        //

        /**
         * 
Tests if params satisfy the constraint. 
         */
        public abstract boolean test(final Array  params) /* @ReadOnly */;

    }

}