| 1 | //
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| 2 | // conv.h
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| 3 | //
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| 4 | // Copyright (C) 1996 Limit Point Systems, Inc.
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| 5 | //
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| 6 | // Author: Curtis Janssen <cljanss@limitpt.com>
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| 7 | // Maintainer: LPS
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| 8 | //
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| 9 | // This file is part of the SC Toolkit.
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| 10 | //
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| 11 | // The SC Toolkit is free software; you can redistribute it and/or modify
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| 12 | // it under the terms of the GNU Library General Public License as published by
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| 13 | // the Free Software Foundation; either version 2, or (at your option)
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| 14 | // any later version.
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| 15 | //
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| 16 | // The SC Toolkit is distributed in the hope that it will be useful,
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| 17 | // but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 18 | // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
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| 19 | // GNU Library General Public License for more details.
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| 20 | //
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| 21 | // You should have received a copy of the GNU Library General Public License
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| 22 | // along with the SC Toolkit; see the file COPYING.LIB.  If not, write to
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| 23 | // the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
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| 24 | //
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| 25 | // The U.S. Government is granted a limited license as per AL 91-7.
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| 26 | //
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| 27 | 
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| 28 | #ifndef _math_optimize_conv_h
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| 29 | #define _math_optimize_conv_h
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| 30 | 
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| 31 | #ifdef __GNUC__
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| 32 | #pragma interface
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| 33 | #endif
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| 34 | 
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| 35 | #include <util/state/state.h>
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| 36 | #include <util/class/class.h>
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| 37 | #include <math/scmat/matrix.h>
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| 38 | #include <math/optimize/function.h>
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| 39 | 
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| 40 | namespace sc {
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| 41 | 
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| 42 | // //////////////////////////////////////////////////////////////////////
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| 43 | 
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| 44 | /** The Convergence class is used by the optimizer to determine when an
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| 45 | optimization is converged.  The KeyVal input for Convergence is given
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| 46 | below.  Giving none of these keywords is the same as giving the following
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| 47 | input:
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| 48 | <pre>
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| 49 |   conv<Convergence>: (
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| 50 |     max_disp = 1.0e-6
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| 51 |     max_grad = 1.0e-6
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| 52 |     graddisp = 1.0e-6
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| 53 |   )
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| 54 | </pre>
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| 55 | */
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| 56 | class Convergence: virtual public SavableState {
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| 57 |   protected:
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| 58 |     RefSCVector grad_;
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| 59 |     RefSCVector x_;
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| 60 |     RefSCVector nextx_;
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| 61 |     int use_max_disp_;
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| 62 |     double max_disp_;
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| 63 |     int use_max_grad_;
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| 64 |     double max_grad_;
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| 65 |     int use_rms_disp_;
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| 66 |     double rms_disp_;
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| 67 |     int use_rms_grad_;
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| 68 |     double rms_grad_;
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| 69 |     int use_graddisp_;
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| 70 |     double graddisp_;
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| 71 | 
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| 72 |     void check_conv(const char *heading,
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| 73 |                     double val, double bound,
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| 74 |                     int &pass, int &fail);
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| 75 | 
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| 76 |     void set_defaults();
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| 77 |   public:
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| 78 |     Convergence();
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| 79 |     Convergence(double tolerance);
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| 80 |     Convergence(StateIn&);
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| 81 | 
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| 82 |     /** The KeyVal constructor reads the following keywords:
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| 83 | 
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| 84 |         <dl>
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| 85 | 
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| 86 |         <dt><tt>max_disp</tt><dd> The value of the maximum displacement
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| 87 |         must be less then the value of this keyword for the calculation to
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| 88 |         be converged.  The default is to not check this parameter.
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| 89 |         However, if no other keyword are given, default convergence
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| 90 |         parameters are chosen as described above.
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| 91 | 
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| 92 |         <dt><tt>max_grad</tt><dd> The value of the maximum gradient must be
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| 93 |         less then the value of this keyword for the calculation to be
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| 94 |         converged.  The default is to not check this parameter.  However,
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| 95 |         if no other keyword are given, default convergence parameters are
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| 96 |         chosen as described above.
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| 97 | 
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| 98 |         <dt><tt>rms_disp</tt><dd> The value of the RMS of the displacements
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| 99 |         must be less then the value of this keyword for the calculation to
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| 100 |         be converged.  The default is to not check this parameter.
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| 101 |         However, if no other keyword are given, default convergence
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| 102 |         parameters are chosen as described above.
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| 103 | 
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| 104 |         <dt><tt>rms_grad</tt><dd> The value of the RMS of the gradients
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| 105 |         must be less then the value of this keyword for the calculation to
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| 106 |         be converged.  The default is to not check this parameter.
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| 107 |         However, if no other keyword are given, default convergence
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| 108 |         parameters are chosen as described above.
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| 109 | 
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| 110 |         <dt><tt>graddisp</tt><dd> The value of the scalar product of the
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| 111 |         gradient vector with the displacement vector must be less then the
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| 112 |         value of this keyword for the calculation to be converged.  The
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| 113 |         default is to not check this parameter.  However, if no other
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| 114 |         keyword are given, default convergence parameters are chosen as
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| 115 |         described above.
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| 116 | 
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| 117 |         </dl> */
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| 118 |     Convergence(const Ref<KeyVal>&);
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| 119 |     virtual ~Convergence();
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| 120 | 
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| 121 |     void save_data_state(StateOut&);
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| 122 | 
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| 123 |     /// Set the current gradient and displacement.
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| 124 |     virtual void get_grad(const Ref<Function> &);
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| 125 |     virtual void get_x(const Ref<Function> &);
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| 126 |     virtual void set_nextx(const RefSCVector &);
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| 127 | 
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| 128 |     /// Set the current gradient and displacement to null.
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| 129 |     virtual void reset();
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| 130 | 
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| 131 |     /// Return nonzero if the optimization has converged.
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| 132 |     virtual int converged();
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| 133 | };
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| 134 | 
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| 135 | }
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| 136 | 
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| 137 | #endif
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| 138 | 
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| 139 | // Local Variables:
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| 140 | // mode: c++
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| 141 | // c-file-style: "CLJ"
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| 142 | // End:
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