/home/js850/projects/pele/source/pele/lbfgs.h

#ifndef _PELE_LBFGS_H__
#define _PELE_LBFGS_H__

#include <vector>
#include <memory>
#include "base_potential.h"
#include "array.h"
#include "optimizer.h"

namespace pele{

class LBFGS : public GradientOptimizer{
private:

    int M_; 
    double max_f_rise_; 
    bool use_relative_f_; 
    // places to store the lbfgs memory
    std::vector<Array<double> > s_;
    std::vector<Array<double> > y_;
    Array<double> rho_;
    double H0_;
    int k_; 
public:
    LBFGS( std::shared_ptr<pele::BasePotential> potential, const pele::Array<double> x0,
            double tol = 1e-4, int M = 4);

    virtual ~LBFGS() {}

    void one_iteration();

    // functions for setting the parameters
    inline void set_H0(double H0)
    {
        if (iter_number_ > 0){
            std::cout << "warning: setting H0 after the first iteration.\n";
        }
        H0_ = H0;
    }
    inline void set_max_f_rise(double max_f_rise) { max_f_rise_ = max_f_rise; }

    inline void set_use_relative_f(int use_relative_f)
    { 
        use_relative_f_ = (bool) use_relative_f;
    }

    // functions for accessing the results
    inline double get_H0() const { return H0_; }

    virtual void reset(pele::Array<double> &x0);

private:

    void update_memory( Array<double> xold, Array<double> gold, 
            Array<double> xnew, Array<double> gnew);

    void compute_lbfgs_step(Array<double> step);

    double backtracking_linesearch(Array<double> step);

};
}

#endif