SMDMinimizer.h

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/*
 * Copyright (c) The Shogun Machine Learning Toolbox
 * Written (w) 2015 Wu Lin
 * All rights reserved.
 *
 * Redistribution and use in source and binary forms, with or without
 * modification, are permitted provided that the following conditions are met:
 *
 * 1. Redistributions of source code must retain the above copyright notice, this
 *    list of conditions and the following disclaimer.
 * 2. Redistributions in binary form must reproduce the above copyright notice,
 *    this list of conditions and the following disclaimer in the documentation
 *    and/or other materials provided with the distribution.
 *
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
 * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
 * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
 * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
 * ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
 * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
 * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
 * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
 * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
 *
 * The views and conclusions contained in the software and documentation are those
 * of the authors and should not be interpreted as representing official policies,
 * either expressed or implied, of the Shogun Development Team.
 *
 */

#ifndef SMDMINIMIZER_H
#define SMDMINIMIZER_H
#include <shogun/optimization/FirstOrderStochasticMinimizer.h>
#include <shogun/optimization/MappingFunction.h>
#include <shogun/lib/config.h>
namespace shogun
{

class SMDMinimizer: public FirstOrderStochasticMinimizer
{
public:
    SMDMinimizer();

    SMDMinimizer(FirstOrderStochasticCostFunction *fun);

    virtual ~SMDMinimizer();

    virtual float64_t minimize();

    virtual void set_mapping_function(MappingFunction* mapping_fun)
    {
        REQUIRE(mapping_fun, "mapping/projection function must be set\n");
        m_mapping_fun=mapping_fun;
    }

    virtual void load_from_context(CMinimizerContext* context)
    {
        FirstOrderStochasticMinimizer::load_from_context(context);
        REQUIRE(m_mapping_fun,"MappingFunction must set\n");
        m_mapping_fun->load_from_context(context);
    }

protected:
    virtual void update_context(CMinimizerContext* context)
    {
        FirstOrderStochasticMinimizer::update_context(context);
        REQUIRE(m_mapping_fun,"MappingFunction must set\n");
        m_mapping_fun->update_context(context);
    }
    virtual void init_minimization();

    MappingFunction* m_mapping_fun;
private:
      /* Init */
    void init();
};

}
#endif /* SMDMINIMIZER_H */