update_linesearch.hpp

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#ifndef MLPACK_CORE_OPTIMIZERS_FW_UPDATE_LINESEARCH_HPP
#define MLPACK_CORE_OPTIMIZERS_FW_UPDATE_LINESEARCH_HPP

#include <mlpack/prereqs.hpp>
#include <mlpack/core/optimizers/line_search/line_search.hpp>

namespace mlpack {
namespace optimization {

class UpdateLineSearch
{
 public:
  UpdateLineSearch(const size_t maxIterations = 100000,
                   const double tolerance = 1e-5) :
      tolerance(tolerance), maxIterations(maxIterations)
  {/* Do nothing */}


  template<typename FunctionType>
  void Update(FunctionType& function,
              const arma::mat& oldCoords,
              const arma::mat& s,
              arma::mat& newCoords,
              const size_t /* numIter */)

  {
    LineSearch solver(maxIterations, tolerance);

    newCoords = s;
    solver.Optimize(function, oldCoords, newCoords);
  }

  double Tolerance() const {return tolerance;}
  double& Tolerance() {return tolerance;}

  size_t MaxIterations() const { return maxIterations; }
  size_t& MaxIterations() { return maxIterations; }

 private:
  double tolerance;

  size_t maxIterations;
};  // class UpdateLineSearch

} // namespace optimization
} // namespace mlpack

#endif