ossimGDoptimizer.cpp

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#include <ossim/base/ossimGDoptimizer.h>

#include <cmath>
#include <iostream>

ossimGDoptimizer::ossimGDoptimizer(){
    m_func = nullptr;
}


ossimGDoptimizer::ossimGDoptimizer(const ossimGDoptimizer& src){
    m_func = src.m_func;
}


ossimGDoptimizer::~ossimGDoptimizer(){
}


ossimGDoptimizer::ossimGDoptimizer(ossimTerm* function){
    m_func = function;
}


bool ossimGDoptimizer::setFunction(ossimTerm* function){
    bool retVal = false;

    if(m_func != nullptr) retVal = true;
    m_func = function;

return retVal;
}


std::vector<ossim_float64> ossimGDoptimizer::optimize(std::vector<ossim_float64> point, ossim_float64 gamma, ossim_float64 precision, ossim_uint32 maxEpoch) const {

    ossim_uint32 iter = 0;
    ossim_float64 step = 10000;

    std::vector<ossimTerm*> derivative;
    for(size_t i = 0; i < point.size(); ++i){
        derivative.push_back(m_func->derivative(i));
    }

    std::vector<ossim_float64> prevPoint;
    while(step > precision && iter < maxEpoch){
        step = 0;
        prevPoint = point;
        for(size_t i = 0; i < point.size(); ++i){
            point[i] += -gamma * derivative[i]->evaluate(point);
            step += pow(point[i]-prevPoint[i], 2);
        }
        step = sqrt(step);
    }

    for(size_t i = 0; i < derivative.size(); ++i){
        delete derivative[i];
    }

return point;
}