VTK-5.0.0/Common/vtkAmoebaMinimizer.h

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

  Program:   Visualization Toolkit
  Module:    $RCSfile: vtkAmoebaMinimizer.h,v $

  Copyright (c) Ken Martin, Will Schroeder, Bill Lorensen
  All rights reserved.
  See Copyright.txt or http://www.kitware.com/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 notice for more information.

=========================================================================*/
// .NAME vtkAmoebaMinimizer - nonlinear optimization with a simplex
// .SECTION Description
// vtkAmoebaMinimizer will modify a set of parameters in order to find
// the minimum of a specified function.  The method used is commonly
// known as the amoeba method, it constructs an n-dimensional simplex
// in parameter space (i.e. a tetrahedron if the number or parameters
// is 3) and moves the vertices around parameter space until a local
// minimum is found.  The amoeba method is robust, reasonably efficient,
// but is not guaranteed to find the global minimum if several local
// minima exist.

#ifndef __vtkAmoebaMinimizer_h
#define __vtkAmoebaMinimizer_h

#include "vtkObject.h"

class VTK_COMMON_EXPORT vtkAmoebaMinimizer : public vtkObject
{
public:
  static vtkAmoebaMinimizer *New();
  vtkTypeRevisionMacro(vtkAmoebaMinimizer,vtkObject);
  void PrintSelf(ostream& os, vtkIndent indent);

  // Description:
  // Specify the function to be minimized.  When this function
  // is called, it must get the parameter values by calling
  // GetParameterValue() for each parameter, and then must
  // call SetFunctionValue() to tell the minimizer what the result
  // of the function evaluation was.  The number of function
  // evaluations used for the minimization can be retrieved
  // using GetFunctionEvaluations().
  void SetFunction(void (*f)(void *), void *arg);

  // Description:
  // Set a function to call when a void* argument is being discarded.
  void SetFunctionArgDelete(void (*f)(void *));

  // Description:
  // Set the initial value for the specified parameter.  Calling
  // this function for any parameter will reset the Iterations
  // and the FunctionEvaluations counts to zero.  You must also
  // use SetParameterScale() to specify the step size by which the
  // parameter will be modified during the minimization.  It is
  // preferable to specify parameters by name, rather than by
  // number.
  void SetParameterValue(const char *name, double value);
  void SetParameterValue(int i, double value);

  // Description:
  // Set the scale to use when modifying a parameter, i.e. the
  // initial amount by which the parameter will be modified
  // during the search for the minimum.  It is preferable to
  // identify scalars by name rather than by number.
  void SetParameterScale(const char *name, double scale);
  double GetParameterScale(const char *name);
  void SetParameterScale(int i, double scale);
  double GetParameterScale(int i) { return this->ParameterScales[i]; };

  // Description:
  // Get the value of a parameter at the current stage of the minimization.
  // Call this method within the function that you are minimizing in order
  // to get the current parameter values.  It is preferable to specify
  // parameters by name rather than by index. 
  double GetParameterValue(const char *name);
  double GetParameterValue(int i) { return this->ParameterValues[i]; };

  // Description:
  // For completeness, an unchecked method to get the name for particular
  // parameter (the result will be NULL if no name was set).  
  const char *GetParameterName(int i) { return this->ParameterNames[i]; };

  // Description:
  // Get the number of parameters that have been set.
  int GetNumberOfParameters() { return this->NumberOfParameters; };

  // Description:
  // Initialize the minimizer.  This will reset the number of parameters to
  // zero so that the minimizer can be reused.
  void Initialize();

  // Description:
  // Iterate until the minimum is found to within the specified tolerance,
  // or until the MaxIterations has been reached. 
  virtual void Minimize();

  // Description:
  // Perform one iteration of minimization.  Returns zero if the tolerance
  // stopping criterion has been met.  
  virtual int Iterate();

  // Description:
  // Get the function value resulting from the minimization.
  vtkSetMacro(FunctionValue,double); 
  double GetFunctionValue() { return this->FunctionValue; };

  // Description:
  // Specify the fractional tolerance to aim for during the minimization.
  vtkSetMacro(Tolerance,double);
  vtkGetMacro(Tolerance,double);

  // Description:
  // Specify the maximum number of iterations to try before giving up.
  vtkSetMacro(MaxIterations,int);
  vtkGetMacro(MaxIterations,int);

  // Description:
  // Return the number of interations that have been performed.  This
  // is not necessarily the same as the number of function evaluations.
  vtkGetMacro(Iterations,int);

  // Description:
  // Return the number of times that the function has been evaluated.
  vtkGetMacro(FunctionEvaluations,int);

  // Description:
  // Evaluate the function.  This is usually called internally by the
  // minimization code, but it is provided here as a public method.
  void EvaluateFunction();

protected:
  vtkAmoebaMinimizer();
  ~vtkAmoebaMinimizer();

//BTX  
  void (*Function)(void *);
  void (*FunctionArgDelete)(void *);
  void *FunctionArg;
//ETX

  int NumberOfParameters;
  char **ParameterNames;
  double *ParameterValues;
  double *ParameterScales;
  double FunctionValue;

  double Tolerance;
  int MaxIterations;
  int Iterations;
  int FunctionEvaluations;

private:
// specific to amoeba simplex minimization 
//BTX
  double **AmoebaVertices;
  double *AmoebaValues;
  double *AmoebaSum;
  int AmoebaNStepsNoImprovement;
  
  void InitializeAmoeba();
  void GetAmoebaParameterValues();
  void TerminateAmoeba();
  double TryAmoeba(double sum[], int high, double fac);
  int PerformAmoeba();
//ETX

  vtkAmoebaMinimizer(const vtkAmoebaMinimizer&);  // Not implemented.
  void operator=(const vtkAmoebaMinimizer&);  // Not implemented.
};

#endif