SimplexOptimizer.h

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/********************************************************************
**                Image Component Library (ICL)                    **
**                                                                 **
** Copyright (C) 2006-2013 CITEC, University of Bielefeld          **
**                         Neuroinformatics Group                  **
** Website: www.iclcv.org and                                      **
**          http://opensource.cit-ec.de/projects/icl               **
**                                                                 **
** File   : ICLMath/src/ICLMath/SimplexOptimizer.h                 **
** Module : ICLMath                                                **
** Authors: Christof Elbrechter                                    **
**                                                                 **
**                                                                 **
** GNU LESSER GENERAL PUBLIC LICENSE                               **
** This file may be used under the terms of the GNU Lesser General **
** Public License version 3.0 as published by the                  **
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** Free Software Foundation and appearing in the file LICENSE.LGPL **
** included in the packaging of this file.  Please review the      **
** following information to ensure the license requirements will   **
** be met: http://www.gnu.org/licenses/lgpl-3.0.txt                **
**                                                                 **
** The development of this software was supported by the           **
** Excellence Cluster EXC 277 Cognitive Interaction Technology.    **
** The Excellence Cluster EXC 277 is a grant of the Deutsche       **
** Forschungsgemeinschaft (DFG) in the context of the German       **
** Excellence Initiative.                                          **
**                                                                 **
********************************************************************/

#pragma once

#include <ICLUtils/CompatMacros.h>
#include <ICLUtils/Function.h>
#include <ICLUtils/Uncopyable.h>
#include <ICLMath/DynVector.h>
#include <ICLMath/FixedVector.h>

namespace icl{
  namespace math{
    
    template<class T, class Vector=DynColVector<T> >
    struct SimplexOptimizationResult{
      const Vector &x;                      
      const T fx;                           
      const int iterations;                 
      const std::vector<Vector> &vertices;  
    };
    
    

    template<class T, class Vector=DynColVector<T> >
    class ICLMath_IMP SimplexOptimizer : public utils::Uncopyable{
      struct Data; 
      Data *m_data;  
  
      public:
      typedef utils::Function<T, const Vector&> error_function;
      typedef SimplexOptimizationResult<T,Vector> Result;
      typedef utils::Function<void,const Result &> iteration_callback;
      
  

      SimplexOptimizer(error_function f, int dim,
                       int iterations=1E5, T minError=1.0E-10, 
                       T minDelta=1.0E-10,
                       T a=1.0, T b=1.0, T g=0.5, T h=0.5);
  
      void setDim(int dim);
      
      void setA(T a);
  
      void setB(T b);
  
      void setG(T g);
      
      void setH(T h);
      
      void setIterations(int iterations);
      
      void setMinError(T minError);
      
      void setMinDelta(T minDelta);
      
      void setErrorFunction(error_function f);
      
      int getDim() const;
      
      T getA() const;
      
      T getB() const;
  
      T getG() const;
      
      T getH() const;
      
      int getIterations() const;
      
      T getMinError() const;
      
      T getMinDelta() const;
  
      error_function getErrorFunction() const;
  
      void setIterationCallback(const iteration_callback &cb);
      

      Result optimize(const Vector &init);
      

      Result optimize(const std::vector<Vector> &init);
      

      static std::vector<Vector> createDefaultSimplex(const Vector &init);
    };
  } // namespace math
}