gsl_multimin.hh

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/* -*- mia-c++  -*-
 *
 * This file is part of MIA - a toolbox for medical image analysis 
 * Copyright (c) Leipzig, Madrid 1999-2017 Gert Wollny
 *
 * MIA is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 3 of the License, or
 * (at your option) any later version.
 *
 * This program is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with MIA; if not, see <http://www.gnu.org/licenses/>.
 *
 */

#ifndef GSLPP_MULTIMIN_HH
#define GSLPP_MULTIMIN_HH

#include <memory>
#include <mia/core/gsl_vector.hh>
#include <gsl/gsl_multimin.h>
#include <mia/core/gsl_defines.hh>

namespace gsl {

class EXPORT_GSL  CFDFMinimizer {
public: 
        class Problem {
        public:
                Problem(size_t n_params); 

                static double f(const gsl_vector * x, void * params); 
                
                static void df(const gsl_vector * x, void * params, gsl_vector * g); 

                static void fdf(const gsl_vector * x, void * params, double * f, gsl_vector * g); 

                operator gsl_multimin_function_fdf*(); 

                size_t size() const; 
        private: 
                virtual double  do_f(const Vector& x) = 0; 
                virtual void    do_df(const Vector& x, Vector&  g) = 0; 
                virtual double  do_fdf(const Vector& x, Vector&  g) = 0; 
                gsl_multimin_function_fdf m_func; 
        }; 
        typedef std::shared_ptr<Problem> PProblem; 

        CFDFMinimizer(PProblem p, const gsl_multimin_fdfminimizer_type *ot); 
        
        
        ~CFDFMinimizer(); 

        void set_g_tol(double tol); 

        void set_stop_eps(double tol); 
        
        int run(Vector& x); 
        
private: 
        struct CFDFMinimizerImpl *impl; 
}; 


class EXPORT_GSL CFMinimizer {
public: 
        class Problem {
        public:
                Problem(size_t n_params); 
                
                static double f(const gsl_vector * x, void * params); 

                operator gsl_multimin_function*(); 

                size_t size() const; 
        private: 
                virtual double  do_f(const Vector& x) = 0; 
                gsl_multimin_function m_func; 
        }; 
        typedef std::shared_ptr<Problem> PProblem; 

        CFMinimizer(PProblem p, const gsl_multimin_fminimizer_type *ot); 
        
        ~CFMinimizer(); 
        
        int run(Vector& x); 
private: 
        struct CFMinimizerImpl *impl; 
}; 
        
}

#endif