gradient.h

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/******************************************************************************
 * Copyright 2014 Micah C Chambers (micahc.vt@gmail.com)
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *  http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 *
 * @file gradient.h Definition for the GradientOpt class which implements 
 * a gradient descent energy minimization (optimization) algorithm.
 * 
 *****************************************************************************/

#ifndef GRADIENT_H
#define GRADIENT_H

#include <iostream>
#include <cmath>
#include <Eigen/Dense>

#include "opt.h"

namespace npl {  

class GradientOpt : virtual public Optimizer
{
public:
    double opt_maxstep;
    
    double opt_init_scale;

    double opt_rdec_scale; 


    GradientOpt(size_t dim, const ValFunc& valfunc, 
                const GradFunc& gradfunc, 
                const ValGradFunc& valgradfunc, 
                const CallBackFunc& callback = noopCallback);
    
    GradientOpt(size_t dim, const ValFunc& valfunc, 
                const GradFunc& gradfunc, 
                const CallBackFunc& callback = noopCallback);
public:
    StopReason optimize();
};

}

#endif // GRADIENT_H