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// CppNumericalSolver
#ifndef GRADIENTDESCENTSOLVER_H_
#define GRADIENTDESCENTSOLVER_H_
#include <Eigen/Core>
#include "isolver.h"
#include "../linesearch/morethuente.h"
namespace cppoptlib {
template<typename ProblemType>
class GradientDescentSolver : 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 direction(x0.rows());
this->m_current.reset();
do {
;
objFunc.gradient(x0, direction);
const Scalar rate = MoreThuente<ProblemType, 1>::linesearch(x0, -direction, objFunc) ;
x0 = x0 - rate * direction;
this->m_current.gradNorm = direction.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));
if (this->m_debug > DebugLevel::None) {
std::cout << "Stop status was: " << this->m_status << std::endl;
std::cout << "Stop criteria were: " << std::endl << this->m_stop << std::endl;
std::cout << "Current values are: " << std::endl << this->m_current << std::endl;
}
}
};
} /* namespace cppoptlib */
#endif /* GRADIENTDESCENTSOLVER_H_ */
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