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linesearch.h

// Emacs will be in -*- Mode: c++ -*-
//
// ************ DO NOT REMOVE THIS BANNER ****************
//
//  Nicolas Di Cesare <Nicolas.Dicesare@free.fr>
//  http://acm.emath.fr/~dicesare
//
//********************************************************
//
//  Line search abstract class
//
//********************************************************
#ifndef _line_search_h_
#define _line_search_h_

#include <iostream>

#include <optimizer.h>

template <class V>
class LineSearch {
public:
  typedef double value_type;
protected:
  double too_small_, too_big_;
  int maxLoop_;
  V xtd_, gradient_;
  double qt_, qpt_;
  bool succeed_;
public:
  LineSearch(double eps = 1e-8) 
    : too_small_(eps), too_big_(1./eps),
      maxLoop_(100), qt_(0.), qpt_(0.),
      succeed_(true) {}
  virtual ~LineSearch() {}

  double lastFunctionValue() { return qt_; }
  double lastGradientNorm2() { return qpt_; }

  V&  lastX() { return xtd_;}
  V&  lastGradient() { return gradient_;}

  void setMaxLoop(int maxLoop) { maxLoop_ = maxLoop;}

  void setTooSmall(double too_small) { too_small_ = too_small;}
  void setTooBig(double too_big) { too_big_ = too_big;}

  bool succeed() { return succeed_;}

  virtual value_type operator() (OptimizationProblem<V>& P, value_type t_ini, value_type q0, value_type qp0) = 0; 
};

#endif

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