QMCWolfeStepLengthSelector.h

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//            QMcBeaver
//
//         Constructed by 
//
//     Michael Todd Feldmann 
//              and 
//   David Randall "Chip" Kent IV
//
// Copyright 2000-2.  All rights reserved.
//
// drkent@users.sourceforge.net mtfeldmann@users.sourceforge.net

#ifndef QMCWolfeStepLengthSelector_H
#define QMCWolfeStepLengthSelector_H

#include <iostream>

#include "QMCLineSearchStepLengthSelectionAlgorithm.h"

using namespace std;

class QMCWolfeStepLengthSelector : 
public QMCLineSearchStepLengthSelectionAlgorithm
{
public:
  double stepLength(QMCObjectiveFunction *function, 
                    Array1D<double> & position,
                    Array1D<double> & searchDirection,
                    Array1D<double> & gradient,
                    Array2D<double> & unused,
                    double functionValue);

private:
  QMCObjectiveFunction *OF;

    /*
    Calculates the value of the 1-D objective function from the line search.
    This function is 
    \f[
    \phi(\alpha) = r^2(p+\alpha d)
    \f]
    where \f$p\f$ is the current set of parameters, \f$d\f$ is the search
    direction, and \f$\alpha\f$ is the step length parameter.
 
    @param params set of parameters to evaluate the function with
    @param searchDirection direction the line search is being performed along.
    @param stepLength parameter determining how long of a step to take in the
    line search.

    @return value of the 1-D objective function for the given step length 
    parameter.
    */
  double calculateLineSearchObjectiveFunction(Array1D<double> & params,
                                  Array1D<double> & searchDirection,
                                                     double stepLength);

  /*
    Calculates the derivative of the 1-D objective function from the line 
    search.  This function is 
    \f[
    \phi(\alpha) = r^2(p+\alpha d)
    \f]
    where \f$p\f$ is the current set of parameters, \f$d\f$ is the search
    direction, and \f$\alpha\f$ is the step length parameter.
 
    @param params set of parameters to evaluate the function with
    @param searchDirection direction the line search is being performed along.
    @param stepLength parameter determining how long of a step to take in the
    line search.

    @return derivate of the 1-D objective function for the given step length 
    parameter.
    */
  double calculateLineSearchObjectiveFunctionDerivative(
                                  Array1D<double> & params,
                                  Array1D<double> & searchDirection,
                                  double stepLength);
  double cubicInterpolateStep(double alphaLo, double alphaHi, 
                                     double phi_0, 
                                     double phi_alphaLo, double phi_alphaHi, 
                                     double phiPrime_0);

  double zoom(double alphaLo, double alphaHi, double phi_0, 
                     double phi_alphaLo, double phi_alphaHi, 
                     double phiPrime_0, Array1D<double> & params,
                     Array1D<double> & searchDirection);

  double wolfeStepLength(double alphaGuess, Array1D<double> & params,
                                Array1D<double> & searchDirection,
                                Array1D<double> & gradient,
                                double functionValue);
 

};

#endif

---