Optimizer.h

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//-----------------------------------------------------------------------bl-
//--------------------------------------------------------------------------
//
// QUESO - a library to support the Quantification of Uncertainty
// for Estimation, Simulation and Optimization
//
// Copyright (C) 2008-2017 The PECOS Development Team
//
// This library is free software; you can redistribute it and/or
// modify it under the terms of the Version 2.1 GNU Lesser General
// Public License as published by the Free Software Foundation.
//
// This library 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 GNU
// Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc. 51 Franklin Street, Fifth Floor,
// Boston, MA  02110-1301  USA
//
//-----------------------------------------------------------------------el-

#ifndef UQ_BASE_OPTIMIZER_H
#define UQ_BASE_OPTIMIZER_H

#include <queso/ScopedPtr.h>
#include <queso/OptimizerOptions.h>

namespace QUESO {

class Vector;
class OptimizerMonitor;

class BaseOptimizer {
public:
  BaseOptimizer();

  BaseOptimizer(OptimizerOptions options);

  virtual ~BaseOptimizer();


  virtual void minimize(OptimizerMonitor* monitor) = 0;


  unsigned int getMaxIterations() const;


  double getTolerance() const;


  double getFiniteDifferenceStepSize() const;

  virtual std::string getSolverType() const;

  virtual double getFstepSize() const;

  virtual double getFdfstepSize() const;

  virtual double getLineTolerance() const;

  void setMaxIterations(unsigned int maxIterations);

  void setTolerance(double tolerance);

  void setFiniteDifferenceStepSize(double h);

  virtual void setSolverType(std::string solverType);

  virtual void setFstepSize(double fstepSize);

  virtual void setFdfstepSize(double fdfstepSize);

  virtual void setLineTolerance(double lineTolerance);

protected:

  unsigned int m_maxIterations;
  double m_tolerance;
  double m_finiteDifferenceStepSize;
  std::string m_solverType;
  double m_fstepSize;
  double m_fdfstepSize;
  double m_lineTolerance;

  // This is protected so that derived classes (optimizers) can access options
  ScopedPtr<OptimizerOptions>::Type m_optionsObj;
};

}  // End namespace QUESO

#endif // UQ_BASE_OPTIMIZER_H