File: itkFRPROptimizer.h

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/*=========================================================================
 *
 *  Copyright Insight Software Consortium
 *
 *  Licensed under the Apache License, Version 2.0 (the "License");
 *  you may not use this file except in compliance with the License.
 *  You may obtain a copy of the License at
 *
 *         http://www.apache.org/licenses/LICENSE-2.0.txt
 *
 *  Unless required by applicable law or agreed to in writing, software
 *  distributed under the License is distributed on an "AS IS" BASIS,
 *  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 *  See the License for the specific language governing permissions and
 *  limitations under the License.
 *
 *=========================================================================*/
#ifndef itkFRPROptimizer_h
#define itkFRPROptimizer_h

#include "itkPowellOptimizer.h"
#include "ITKOptimizersExport.h"

namespace itk
{
/** \class FRPROptimizer
 * \brief Implements Fletch-Reeves & Polak-Ribiere optimization using dBrent
 * line search.
 *
 * This optimizer needs a cost function.
 * This optimizer needs to be able to compute partial derivatives of the
 *    cost function with respect to each parameter.
 *
 * The SetStepLength determines the initial distance to step in a line
 * direction when bounding the minimum (using bracketing triple spaced
 * using a derivative-based search strategy).
 *
 * The StepTolerance terminates optimization when the parameter values are
 * known to be within this (scaled) distance of the local extreme.
 *
 * The ValueTolerance terminates optimization when the cost function values at
 * the current parameters and at the local extreme are likely (within a second
 * order approximation) to be within this is tolerance.
 *
 * \ingroup Numerics Optimizers
 *
 * \ingroup ITKOptimizers
 */

class ITKOptimizers_EXPORT FRPROptimizer:
  public PowellOptimizer
{
public:
  /** Standard "Self" typedef. */
  typedef FRPROptimizer              Self;
  typedef PowellOptimizer            Superclass;
  typedef SmartPointer< Self >       Pointer;
  typedef SmartPointer< const Self > ConstPointer;

  typedef SingleValuedNonLinearOptimizer::ParametersType ParametersType;

  /** Method for creation through the object factory. */
  itkNewMacro(Self);

  /** Run-time type information (and related methods). */
  itkTypeMacro(FRPROptimizer, PowellOptimizer);

  /** Type of the Cost Function   */
  typedef  SingleValuedCostFunction  CostFunctionType;
  typedef  CostFunctionType::Pointer CostFunctionPointer;

  /** Convert gradient to a unit length vector */
  itkSetMacro(UseUnitLengthGradient, bool);
  itkGetConstMacro(UseUnitLengthGradient, bool);

  /** Start optimization. */
  virtual void StartOptimization() ITK_OVERRIDE;

  /** Set it to the Fletch-Reeves optimizer */
  void SetToFletchReeves();

  /** Set it to the Fletch-Reeves optimizer */
  void SetToPolakRibiere();

protected:
  FRPROptimizer();
  virtual ~FRPROptimizer() ITK_OVERRIDE;

  virtual void PrintSelf(std::ostream & os, Indent indent) const ITK_OVERRIDE;

  /** Get the value of the n-dimensional cost function at this scalar step
   * distance along the current line direction from the current line origin.
   * Line origin and distances are set via SetLine */
  virtual void GetValueAndDerivative(ParametersType & p, double *val,
                                     ParametersType *xi);

  virtual void   LineOptimize(ParametersType *p, ParametersType & xi,
                              double *val);

  virtual void   LineOptimize(ParametersType *p, ParametersType & xi,
                              double *val,
                              ParametersType & tempCoord);

private:
  FRPROptimizer(const FRPROptimizer &); // not implemented

  typedef enum {
    FletchReeves,
    PolakRibiere
    }               OptimizationType;

  OptimizationType m_OptimizationType;

  bool m_UseUnitLengthGradient;
}; // end of class
} // end of namespace itk

#endif