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// CppNumericalSolver
#ifndef CONJUGATEDGRADIENTDESCENTSOLVER_H_
#define CONJUGATEDGRADIENTDESCENTSOLVER_H_
#include <Eigen/Core>
#include "isolver.h"
#include "../linesearch/armijo.h"
namespace cppoptlib {
template<typename ProblemType>
class ConjugatedGradientDescentSolver : public ISolver<ProblemType, 1> {
public:
using Superclass = ISolver<ProblemType, 1>;
using typename Superclass::Scalar;
using typename Superclass::TVector;
/**
* @brief minimize
* @details [long description]
*
* @param objFunc [description]
*/
void minimize(ProblemType &objFunc, TVector &x0) {
TVector grad(x0.rows());
TVector grad_old(x0.rows());
TVector Si(x0.rows());
TVector Si_old(x0.rows());
this->m_current.reset();
do {
objFunc.gradient(x0, grad);
if (this->m_current.iterations == 0) {
Si = -grad;
} else {
const double beta = grad.dot(grad) / (grad_old.dot(grad_old));
Si = -grad + beta * Si_old;
}
const double rate = Armijo<ProblemType, 1>::linesearch(x0, Si, objFunc) ;
x0 = x0 + rate * Si;
grad_old = grad;
Si_old = Si;
this->m_current.gradNorm = grad.template lpNorm<Eigen::Infinity>();
// std::cout << "iter: "<<iter<< " f = " << objFunc.value(x0) << " ||g||_inf "<<gradNorm << std::endl;
++this->m_current.iterations;
this->m_status = checkConvergence(this->m_stop, this->m_current);
} while (objFunc.callback(this->m_current, x0) && (this->m_status == Status::Continue) );
}
};
} /* namespace cppoptlib */
#endif /* CONJUGATEDGRADIENTDESCENTSOLVER_H_ */
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