hj_optim.hpp

/* hj_optim.hpp */
/* $Id$ */
#ifndef __hj_optim_hpp
#define __hj_optim_hpp

#include <cstring>
#ifdef GE_BUILD
#include <optim.hpp>
#else
#include <mth/optim.hpp>
#endif

class HJOptim : public AbstractOptim
{
public:
  
  HJOptim(const AbstractOptim::Space &space, size_t iters_num): 
    AbstractOptim(space), m_iters_num(iters_num){};
    
  virtual ~HJOptim(){};
  
  void setItersNum(unsigned iters_num) {m_iters_num = iters_num;}
  
  unsigned getItersNum() {return m_iters_num;}
  
  virtual bool minimize(const AbstractResidual &res,  std::vector<double> &x) const;
      
protected: 
  
  unsigned m_iters_num;
    
  void step(double a,
        const std::vector<double> &start_value,
        const std::vector<double> &min_lim,
        const std::vector<double> &max_lim,
        std::vector<double> &y, 
        std::vector<double> &z) const;
  
  double conf(double F0, 
          const AbstractResidual &res, 
          const std::vector<double> &h,
          const std::vector<double> &min_lim,
          const std::vector<double> &max_lim,
          std::vector<double> &z, 
          std::vector<double> &y) const;  
};


#endif /* hj_optim.hpp */