Algopt/backtrackinglinesearch.h at master · AhmedMagdyHendawy/Algopt · GitHub

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#ifndef BACKTRACKINGLINESEARCH_H
#define BACKTRACKINGLINESEARCH_H

#include <limits>
#include <vector>

#include "optimizer.h"

using namespace std;

typedef enum {NO_WOLFE_CONDITION,WOLFE_CONDITION} Condition_Type;

class backtrackingLineSearch: public optimizer
{
// Algorithm Parameters
    double alpha;                                           // step size
    double alpha_dec;                                       // decrease factor of the step size
    double alpha_inc;                                       // increase factor of the step size
    double beta_max=numeric_limits<double>::max();          // the inf value for the max stepsize
    double wolfe_para;                                      // the wolfe parameter for the wolfe condition(s)
    double tol;                                             // the tolerance for the value stepsize change

// The optimization variable
    vector<double> x;                                       // the optimization variable(s) in a vector form
    Condition_Type type;                                    // include wolfe condition or not
    public:
        // Constructors
        backtrackingLineSearch(vector<double> x);
        backtrackingLineSearch(vector<double> x,\
                            double alpha,\
                            double alpha_dec,\
                            double alpha_inc,\
                            double wolfe_para,\
                            double tol,\
                            Condition_Type type,
                            double (&f)(vector<double>),
                            vector<double> (&df)(vector<double>),
                            int verbose,
                            string logFileName);

        vector<double> optimize();
        double (*f)(vector<double>);
        vector<double> (*df)(vector<double>);
        // setters functions
        void set_x0(vector<double> x0);


};


#endif // BACKTRACKINGLINESEARCH_H