| 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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