libbpp-phyl-dev 2.0.3-1 / usr / include / Bpp / Phyl / Likelihood / PseudoNewtonOptimizer.h

//
// File: PseudoNewtonOptimizer.h
// Created by; Julien Dutheil
// Created on: Tue Nov 16 11:52 2004
//

/*
  Copyright or © or Copr. Bio++ Development Team, (November 16, 2004)

  This software is a computer program whose purpose is to provide classes
  for phylogenetic data analysis.

  This software is governed by the CeCILL  license under French law and
  abiding by the rules of distribution of free software.  You can  use, 
  modify and/ or redistribute the software under the terms of the CeCILL
  license as circulated by CEA, CNRS and INRIA at the following URL
  "http://www.cecill.info". 

  As a counterpart to the access to the source code and  rights to copy,
  modify and redistribute granted by the license, users are provided only
  with a limited warranty  and the software's author,  the holder of the
  economic rights,  and the successive licensors  have only  limited
  liability. 

  In this respect, the user's attention is drawn to the risks associated
  with loading,  using,  modifying and/or developing or reproducing the
  software by the user in light of its specific status of free software,
  that may mean  that it is complicated to manipulate,  and  that  also
  therefore means  that it is reserved for developers  and  experienced
  professionals having in-depth computer knowledge. Users are therefore
  encouraged to load and test the software's suitability as regards their
  requirements in conditions enabling the security of their systems and/or 
  data to be ensured and,  more generally, to use and operate it in the 
  same conditions as regards security. 

  The fact that you are presently reading this means that you have had
  knowledge of the CeCILL license and that you accept its terms.
*/

#ifndef _PSEUDONEWTONOPTIMIZER_H_
#define _PSEUDONEWTONOPTIMIZER_H_

#include <Bpp/Numeric/Function/AbstractOptimizer.h>

namespace bpp
{

  /**
   * @brief This Optimizer implements Newton's algorithm for finding a minimum of a function.
   * This is in fact a modified version of the algorithm, as suggested by Nicolas Galtier, for
   * the purpose of optimizing phylogenetic likelihoods.
   *
   * Only second simple order derivative are computed, no cross derivative, following Galtier's
   * algorithm.
   * Felsenstein and Churchill's (1996) correction is applied when new trial as a likelihood
   * lower than the starting point.
   */
  class PseudoNewtonOptimizer:
    public AbstractOptimizer
  {
  public:
    class PNStopCondition:
      public AbstractOptimizationStopCondition
    {
    public:
      PNStopCondition(PseudoNewtonOptimizer* pno) :
        AbstractOptimizationStopCondition(pno) {}
      virtual ~PNStopCondition() {}

      PNStopCondition* clone() const { return new PNStopCondition(*this); }
          
    public:
      bool isToleranceReached() const;
      double getCurrentTolerance() const;
    };
   
    friend class PNStopCondition;
         
  private:

    ParameterList previousPoint_; // Current point is in parameters_

    double previousValue_;

    unsigned int n_; // Number of parameters

    std::vector<std::string> params_; // All parameter names

    double maxCorrection_;

    bool useCJ_;

  public:

    PseudoNewtonOptimizer(DerivableSecondOrder* function);

    virtual ~PseudoNewtonOptimizer() {}

    PseudoNewtonOptimizer* clone() const { return new PseudoNewtonOptimizer(*this); }

  public:
    const DerivableSecondOrder* getFunction() const
    {
      return dynamic_cast<const DerivableSecondOrder*>(AbstractOptimizer::getFunction());
    }
    DerivableSecondOrder* getFunction()
    {
      return dynamic_cast<DerivableSecondOrder*>(AbstractOptimizer::getFunction());
    }

    /**
     * @name The Optimizer interface.
     *
     * @{
     */
    double getFunctionValue() const throw (NullPointerException) { return currentValue_; }
    /** @} */

    void doInit(const ParameterList& params) throw (Exception);

    double doStep() throw (Exception);

    void setMaximumNumberOfCorrections(unsigned int mx) { maxCorrection_ = mx; }

  protected:
    DerivableSecondOrder* getFunction_()
    {
      return dynamic_cast<DerivableSecondOrder*>(AbstractOptimizer::getFunction_());
    }
    

  };

} //end of namespace bpp.

#endif //_PSEUDONEWTONOPTIMIZER_H_