optinfo.h

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#ifndef optinfo_h
#define optinfo_h
 
#include "maininfo.h"
#include "doublematrix.h"
#include "doublevector.h"
#include "intvector.h"
 
enum OptType { OPTHOOKE = 1, OPTSIMANN, OPTBFGS };
 
class OptInfo {
public:
  OptInfo() { converge = 0; iters = 0; score = 0.0; };
  virtual ~OptInfo() {};
  virtual void read(CommentStream& infile, char* text) {};
  virtual void Print(ofstream& outfile, int prec) {};
  virtual void OptimiseLikelihood() {};
  OptType getType() const { return type; };
protected:
  int converge;
  int iters;
  double score;
  OptType type;
};
 
class OptInfoHooke : public OptInfo {
public:
  OptInfoHooke();
  virtual ~OptInfoHooke() {};
  virtual void read(CommentStream& infile, char* text);
  virtual void Print(ofstream& outfile, int prec);
  virtual void OptimiseLikelihood();
private:
  double bestNearby(DoubleVector& delta, DoubleVector& point, double prevbest, IntVector& param);
  int hookeiter;
  double rho;
  double lambda;
  double hookeeps;
  double bndcheck;
};
 
class OptInfoSimann : public OptInfo {
public:
  OptInfoSimann();
  virtual ~OptInfoSimann() {};
  virtual void read(CommentStream& infile, char* text);
  virtual void Print(ofstream& outfile, int prec);
  virtual void OptimiseLikelihood();
private:
  double rt;
  double simanneps;
  int ns;
  int nt;
  double t;
  double cs;
  double vminit;
  int simanniter;
  double uratio;
  double lratio;
  int tempcheck;
  int scale;
};
 
class OptInfoBFGS : public OptInfo  {
public:
  OptInfoBFGS();
  virtual ~OptInfoBFGS() {};
  virtual void read(CommentStream& infile, char* text);
  virtual void Print(ofstream& outfile, int prec);
  virtual void OptimiseLikelihood();
private:
  void gradient(DoubleVector& point, double pointvalue, DoubleVector& newgrad);
  double getSmallestEigenValue(DoubleMatrix M);
  int bfgsiter;
  double bfgseps;
  double beta;
  double sigma;
  double step;
  double gradacc;
  double gradstep;
  double gradeps;
};
 
#endif