itkLBFGSBOptimizer.h

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/*=========================================================================

  Program:   Insight Segmentation & Registration Toolkit
  Module:    $RCSfile: itkLBFGSBOptimizer.h,v $
  Language:  C++
  Date:      $Date: 2010-05-12 19:38:30 $
  Version:   $Revision: 1.11 $

  Copyright (c) Insight Software Consortium. All rights reserved.
  See ITKCopyright.txt or http://www.itk.org/HTML/Copyright.htm for details.

     This software is distributed WITHOUT ANY WARRANTY; without even
     the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
     PURPOSE.  See the above copyright notices for more information.

=========================================================================*/
#ifndef __itkLBFGSBOptimizer_h
#define __itkLBFGSBOptimizer_h

#include "itkSingleValuedNonLinearVnlOptimizer.h"

namespace itk
{

class ITK_EXPORT LBFGSBOptimizerHelper;


class ITK_EXPORT LBFGSBOptimizer : 
    public SingleValuedNonLinearVnlOptimizer
{
public:
  typedef LBFGSBOptimizer                     Self;
  typedef SingleValuedNonLinearVnlOptimizer   Superclass;
  typedef SmartPointer<Self>                  Pointer;
  typedef SmartPointer<const Self>            ConstPointer;
  
  itkNewMacro(Self);

  itkTypeMacro( LBFGSBOptimizer, SingleValuedNonLinearVnlOptimizer );

  typedef Array<double>             BoundValueType;

  typedef Array<long>                BoundSelectionType;

  typedef vnl_vector<double>    InternalBoundValueType;

  typedef vnl_vector<long>      InternalBoundSelectionType;

  typedef LBFGSBOptimizerHelper InternalOptimizerType;


  void StartOptimization( void );

  virtual void SetCostFunction( SingleValuedCostFunction * costFunction );

  virtual void SetTrace( bool flag );
  itkGetMacro( Trace, bool );
  itkBooleanMacro( Trace );

  virtual void SetLowerBound( const BoundValueType & value );
  virtual const BoundValueType & GetLowerBound();

  virtual void SetUpperBound( const BoundValueType & value );
  virtual const BoundValueType & GetUpperBound();

  virtual void SetBoundSelection( const BoundSelectionType & select );
  virtual const BoundSelectionType & GetBoundSelection();

  virtual void SetCostFunctionConvergenceFactor( double );
  itkGetMacro( CostFunctionConvergenceFactor, double );

  virtual void SetProjectedGradientTolerance( double );
  itkGetMacro( ProjectedGradientTolerance, double );

  virtual void SetMaximumNumberOfIterations( unsigned int );
  itkGetMacro( MaximumNumberOfIterations, unsigned int );

  virtual void SetMaximumNumberOfEvaluations( unsigned int );
  itkGetMacro( MaximumNumberOfEvaluations, unsigned int );

  virtual void SetMaximumNumberOfCorrections( unsigned int );
  itkGetMacro( MaximumNumberOfCorrections, unsigned int );

  void SetScales( const ScalesType & )
    {
    itkExceptionMacro( << "This optimizer does not support scales." );
    }

  itkGetConstReferenceMacro( CurrentIteration, unsigned int );

  MeasureType GetValue() const;

  itkGetConstReferenceMacro( InfinityNormOfProjectedGradient, double );

  const std::string GetStopConditionDescription() const;

protected:
  LBFGSBOptimizer();
  virtual ~LBFGSBOptimizer();
  void PrintSelf(std::ostream& os, Indent indent) const;

  typedef Superclass::CostFunctionAdaptorType   CostFunctionAdaptorType;

private:
  LBFGSBOptimizer(const Self&); //purposely not implemented
  void operator=(const Self&); //purposely not implemented

  // give the helper access to member variables, to update iteration
  // counts, etc.
  friend class LBFGSBOptimizerHelper;

  bool                     m_Trace;
  bool                     m_OptimizerInitialized;
  InternalOptimizerType  * m_VnlOptimizer;
  mutable OStringStream    m_StopConditionDescription;
  BoundValueType           m_LowerBound;
  BoundValueType           m_UpperBound;
  BoundSelectionType       m_BoundSelection;

  double                   m_CostFunctionConvergenceFactor;
  double                   m_ProjectedGradientTolerance;
  unsigned int             m_MaximumNumberOfIterations;
  unsigned int             m_MaximumNumberOfEvaluations;
  unsigned int             m_MaximumNumberOfCorrections;

  unsigned int             m_CurrentIteration;
  double                   m_InfinityNormOfProjectedGradient;

};

} // end namespace itk

#endif