/*
Optimizer.h
Written by Matthew Fisher

Generic non-linear optimizer.  Uses conjugate gradient descent (or other inferior/sub-component algorithms like line search.)

To use the class, allocate the member data Variables to contain the number of non-linear variables present.
Then set each variable's Target paramater to point to the non-linear values that the function will change
in an attempt to minimize the Error function which must also be set.  The best fit will automatically be
stored in the variable targets.  I don't thoroughly describe all the types of learning because that would take
a very long time.  The best is conjugate gradient descent, and to use it you need to call ConjugateReset first
(a repeat rate of 20 is a good number.)
*/

struct WeightElement {
	double *Target;		//pointer to variable to optimize
	double Partial,		//partial derivative
		OldPartial,		//previous partial derivative
		LineSearchStart,		//start for line search
		LineSearchDirection;	//direction for line search
};

class Optimizer {
public:
	//Inferior Optimization schemes
	void GradientDescent(double LearningRate);								//gradient descent learning
	void MomentumGradientDescent(double LearningRate, double MomentumRate);	//gradient descent learning with momentum
	void SteepestDescent();													//steepest descent learning
	void AdaptiveLearning(double &LearningRate, double Alpha, double Beta);	//adaptive learning
	
	//Conjugate Gradient
	void ConjugateReset(int _RepeatRate);	//resets the conjugate gradient algorithm and sets it up to reset
											//again every RepeatRate steps.
	void ConjugateGradient();				//conjugate gradient descent step

	int RepeatRate, RepeatsLeft;		//conjugate gradient paramaters
	Vector<WeightElement> Variables;	//the array of variables to optimize
	double (*Error)();					//the function to minimize

private:
	//the following are internal functions used by the learning algorithms above
	void LineSearch();			//line search learning
	void ComputeGradient();		//computes the gradient of the error (no learning)
};