NewtonSolver.h

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#ifndef _OCRABASE_NEWTON_SOLVER_H_
#define _OCRABASE_NEWTON_SOLVER_H_

// includes
#include "Solver.h"
#include "ocra/optim/Buffer.h"

namespace ocra
{
  class NewtonSolver: public Solver
  {
    // ------------------------ structures --------------------------------------
  public:
    typedef Eigen::Map<MatrixXd> MatrixMap;
    typedef Eigen::Map<VectorXd> VectorMap;

    struct eNewtonInfo
    {
      bool    success;
      bool    nonPositiveH;
      bool    usedDefaultGuess;
      bool    smallAlpha;
      int     iter;
      double  residual;
    };

    // ------------------------ constructors ------------------------------------
  private:
    NewtonSolver(const NewtonSolver&);
    NewtonSolver& operator=(const NewtonSolver&);

  public:
    NewtonSolver(bool fullNewton=true);

    // ------------------------ public interface --------------------------------
  public:
    void  addObjective(GenericObjective& obj);
    void  removeObjective(Function& obj);
    void  removeObjective(GenericObjective& obj);

    void    setAdaptativeAlpha(bool adapt);
    bool    getAdaptativeAlpha()            const;
    void    setEpsilon(double eps);
    double  getEpsilon()                    const;
    void    setMaxIter(int maxIter);
    int     getMaxIter()                    const;
    void    set_x0(const VectorXd& x0);
    const   VectorXd& get_x0()              const;

    void printValuesAtSolution();

    std::string toString();

    // ------------------------ protected methods -------------------------------
  protected:
    void doPrepare();
    void doSolve();
    void doConclude();

    // ------------------------ private methods ---------------------------------
  private:
    void    initInfo();
    void    newtonSolve();
    double  compute_alpha();
    void    compute_H();
    void    compute_g();
    void    translateReturnInfo(eReturnInfo& orcInfo);

    // ------------------------ private members ---------------------------------
  private:
    bool                            _completeMethod;
    bool                            _adaptativeAlpha;
    int                             _maxIter;
    double                          _alpha;
    double                          _epsilonSqr;
    //double                          _r;
    std::vector<GenericObjective*>  _objectives;          //< set of objectives

    eNewtonInfo                     _info;

    VectorXd                        _x0;
    VectorMap                       _x;
    MatrixMap                       _H;
    double*                         _tmpHbuf;
    VectorMap                       _g;
    double*                         _tmpgbuf;
    VectorMap                       _p;
    Buffer<double>                  _buffer;

    Eigen::LDLT<MatrixXd>           _ldlt;

  };

  void testNewtonSolver01();
  void testNewtonSolver02();
}

#endif  //_OCRABASE_NEWTON_SOLVER_H_

// cmake:sourcegroup=Solvers