| 1 | //
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| 2 | // update.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_update_h
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| 29 | #define _math_optimize_update_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 | #include <math/optimize/transform.h>
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| 40 | 
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| 41 | namespace sc {
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| 42 | 
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| 43 | // //////////////////////////////////////////////////////////////////////
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| 44 | //  hessian update classes.  based on the value of inverse_hessian_
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| 45 | //  x and g may be reversed (see Schlegel, ab initio Methods in Quantum
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| 46 | //  Chemistry I, 1987, p 10
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| 47 | 
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| 48 | 
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| 49 | /** The HessianUpdate abstract class is used to specify a hessian update
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| 50 | scheme.  It is used, for example, by QNewtonOpt objects.  Based on the
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| 51 | value of inverse_hessian_ x and g may be reversed (see Schlegel, Ab initio
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| 52 | Methods in Quantum Chemistry I, 1987, p 10).
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| 53 | */
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| 54 | class HessianUpdate: virtual public SavableState {
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| 55 |   protected:
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| 56 |     int inverse_hessian_;
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| 57 |   public:
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| 58 |     HessianUpdate();
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| 59 |     HessianUpdate(StateIn&);
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| 60 |     HessianUpdate(const Ref<KeyVal>&);
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| 61 |     void save_data_state(StateOut&);
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| 62 |     virtual ~HessianUpdate();
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| 63 |     virtual void update(const RefSymmSCMatrix&hessian,const Ref<Function>&,
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| 64 |                         const RefSCVector&xnew,const RefSCVector&gnew) = 0;
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| 65 |     virtual void set_inverse();
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| 66 |     virtual void apply_transform(const Ref<NonlinearTransform>&);
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| 67 | };
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| 68 | 
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| 69 | 
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| 70 | /** The DFPUpdate class is used to specify a Davidson, Fletcher, and Powell
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| 71 | hessian update scheme.  */
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| 72 | class DFPUpdate: public HessianUpdate {
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| 73 |   protected:
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| 74 |     RefSCVector xprev;
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| 75 |     RefSCVector gprev;
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| 76 |   public:
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| 77 |     DFPUpdate();
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| 78 |     DFPUpdate(StateIn&);
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| 79 |     /** The KeyVal constructor reads the following keywords:
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| 80 |     
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| 81 |     <dl>
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| 82 | 
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| 83 |     <dt><tt>xprev</tt><dd> The previous coordinates can be given (but is not
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| 84 |     recommended).  The default is none.
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| 85 | 
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| 86 |     <dt><tt>gprev</tt><dd> The previous gradient can be given (but is not
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| 87 |     recommended).  The default is none.
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| 88 | 
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| 89 |     </dl>
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| 90 | 
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| 91 |     */
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| 92 |     DFPUpdate(const Ref<KeyVal>&);
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| 93 |     void save_data_state(StateOut&);
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| 94 |     ~DFPUpdate();
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| 95 |     void update(const RefSymmSCMatrix&ihessian,const Ref<Function>&,
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| 96 |                 const RefSCVector&xnew,const RefSCVector&gnew);
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| 97 |     void apply_transform(const Ref<NonlinearTransform>&);
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| 98 |     void set_inverse();
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| 99 | };
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| 100 | 
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| 101 | /** The DFPUpdate class is used to specify a Broyden, Fletcher, Goldfarb,
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| 102 | and Shanno hessian update scheme.  This hessian update method is the
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| 103 | recommended method for use with QNewtonOpt objects.  */
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| 104 | class BFGSUpdate: public DFPUpdate {
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| 105 |   public:
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| 106 |     BFGSUpdate();
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| 107 |     BFGSUpdate(StateIn&);
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| 108 |     BFGSUpdate(const Ref<KeyVal>&);
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| 109 |     void save_data_state(StateOut&);
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| 110 |     ~BFGSUpdate();
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| 111 |     void update(const RefSymmSCMatrix&ihessian,const Ref<Function>&,
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| 112 |                 const RefSCVector&xnew,const RefSCVector&gnew);
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| 113 | };
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| 114 | 
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| 115 | /** The PowellUpdate class is used to specify a Powell hessian update.
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| 116 | This hessian update method is the recommended method for use with
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| 117 | transition state searches (the EFCOpt class can be used for transition
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| 118 | state searches).  */
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| 119 | class PowellUpdate: public HessianUpdate {
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| 120 |   protected:
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| 121 |     RefSCVector xprev;
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| 122 |     RefSCVector gprev;
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| 123 |   public:
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| 124 |     PowellUpdate();
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| 125 |     PowellUpdate(StateIn&);
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| 126 |     PowellUpdate(const Ref<KeyVal>&);
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| 127 |     void save_data_state(StateOut&);
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| 128 |     ~PowellUpdate();
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| 129 |     void update(const RefSymmSCMatrix&ihessian,const Ref<Function>&func,
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| 130 |                 const RefSCVector&xnew,const RefSCVector&gnew);
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| 131 |     void apply_transform(const Ref<NonlinearTransform>&);
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| 132 | };
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| 133 | 
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| 134 | }
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| 135 | 
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| 136 | #endif
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| 137 | 
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| 138 | // Local Variables:
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| 139 | // mode: c++
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| 140 | // c-file-style: "CLJ"
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| 141 | // End:
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