Powell.h

// The Powell search method class for random model parameters trainig
// Written by Sergey G. Kosov in 2013, 2016 for Project X
#pragma once

#include "types.h"

namespace DirectGraphicalModels
{
    // ================================ Powell Class ===============================
    class CPowell
    {
    public:
        DllExport CPowell(size_t nParams);
        DllExport CPowell(const CPowell&) = delete;
        DllExport ~CPowell(void) = default;
        DllExport const CPowell& operator=(const CPowell&) = delete;

        DllExport void    reset(void);
        DllExport void    setInitParams(const vec_float_t& vParams);
        DllExport void    setDeltas(const vec_float_t& vDeltas);
        DllExport void    setMinParams(const vec_float_t& vMinParam);
        DllExport void    setMaxParams(const vec_float_t& vMaxParam);
        DllExport void    setAcceleration(float acceleration);
        DllExport vec_float_t getParams(float val);
        DllExport bool    isConverged(void) const;


    private:
        size_t      m_nParams;      // number of parameters (arguments of the objective function)
        size_t      m_paramID;      // index of a currently adjusting argument
        size_t      m_nSteps;       // number of adjustments for one argument
        float       m_midPoint;     // parameter value for kappa: 0
        float       m_koeff;        // koefficient for optimized Powell search method
        float       m_acceleration; // acceleration of search along one direction
        
        vec_float_t m_vParams;      // array of the parameters
        vec_float_t m_vDeltas;      // array of the delta values for each parameter
        vec_float_t m_vMin;         // array of minimal parameter values
        vec_float_t m_vMax;         // array of maximal parameter values
        vec_float_t m_vKappa;       // method's auxilary array 
        vec_bool_t  m_vConverged;   // array of flags, indicating converged variables


        // Simplified accessors for current argument
        #define curArg m_vParams[m_paramID]
        #define delta m_vDeltas[m_paramID] 
        #define minArg m_vMin[m_paramID]
        #define maxArg m_vMax[m_paramID]
        #define convArg m_vConverged[m_paramID]


    private:        
        enum {
            mD,     
            oD,     
            pD      
        };
    };

}