Optimizer.h

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#ifndef OPTIMIZER_H_
#define OPTIMIZER_H_
 
#include <boost/property_tree/ptree.hpp>
 
#include "MUQ/Modeling/ModPiece.h"
#include "MUQ/Optimization/ModPieceCostFunction.h"
 
#include "MUQ/Utilities/RegisterClassName.h"
 
namespace muq {
namespace Optimization {
 
  class Optimizer : public muq::Modeling::WorkPiece {
  public:
 
    Optimizer(std::shared_ptr<muq::Modeling::ModPiece> const& cost,
              boost::property_tree::ptree              const& pt);
 
 
 
    virtual ~Optimizer() = default;
 
    static std::shared_ptr<Optimizer> Construct(std::shared_ptr<muq::Modeling::ModPiece>   const& cost,
                                                boost::property_tree::ptree                const& options);
 
 
    typedef std::function<std::shared_ptr<Optimizer>(std::shared_ptr<muq::Modeling::ModPiece> const&, boost::property_tree::ptree)> OptimizerConstructor;
    typedef std::map<std::string, OptimizerConstructor> OptimizerMap;
    static std::shared_ptr<OptimizerMap> GetOptimizerMap();
 
    static void ListMethods(std::string prefix="");
 
 
    virtual void AddInequalityConstraint(std::vector<std::shared_ptr<muq::Modeling::ModPiece>> const& ineq);
 
 
    virtual void AddInequalityConstraint(std::shared_ptr<muq::Modeling::ModPiece> const& ineq);
 
 
    void ClearInequalityConstraint();
 
 
    virtual void AddEqualityConstraint(std::vector<std::shared_ptr<muq::Modeling::ModPiece>> const& eq);
 
 
    virtual void AddEqualityConstraint(std::shared_ptr<muq::Modeling::ModPiece> const& eq);
 
    void ClearEqualityConstraint();
 
 
    virtual std::pair<Eigen::VectorXd, double> Solve(std::vector<Eigen::VectorXd> const& inputs) = 0;
 
  protected:
 
    virtual void EvaluateImpl(muq::Modeling::ref_vector<boost::any> const& inputs) override;
 
    static std::shared_ptr<CostFunction> ConvertModPiece(std::shared_ptr<muq::Modeling::ModPiece> const& modCost);
 
    std::shared_ptr<CostFunction> opt;
 
    std::vector<std::shared_ptr<muq::Modeling::ModPiece>> ineqConstraints;
 
 
    std::vector<std::shared_ptr<muq::Modeling::ModPiece>> eqConstraints;
 
    const double ftol_rel, ftol_abs, xtol_rel, xtol_abs;
 
    const double constraint_tol;
 
    const unsigned int maxEvals;
  };
 
} // namespace Optimization
} // namespace muq
 
#define REGISTER_OPTIMIZER(OPTNAME, CLASSNAME) static auto optReg ##OPTNAME = muq::Optimization::Optimizer::GetOptimizerMap()->insert(std::make_pair(#OPTNAME, muq::Utilities::shared_factory<CLASSNAME>()));
 
 
 
#endif