gsl_gradient.h

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#ifndef PAGMO_ALGORITHM_GSL_GRADIENT_H
#define PAGMO_ALGORITHM_GSL_GRADIENT_H

#include <cstddef>
#include <gsl/gsl_multimin.h>
#include <gsl/gsl_vector.h>
#include <string>

#include "../config.h"
#include "../population.h"
#include "../problem/base.h"
#include "../serialization.h"
#include "../types.h"
#include "base_gsl.h"

namespace pagmo { namespace algorithm {


class __PAGMO_VISIBLE gsl_gradient: public base_gsl
{
        public:
                void evolve(population &) const;
                std::string human_readable_extra() const;
        protected:
                gsl_gradient(int, const double &, const double &, const double &, const double &);

                virtual const gsl_multimin_fdfminimizer_type *get_gsl_minimiser_ptr() const = 0;
        private:
                // Structure to feed parameters to the numerical differentiation wrapper.
                struct objfun_numdiff_wrapper_params
                {
                        // Pointer to the problem.
                        problem::base const             *prob;
                        // Decision vector.
                        decision_vector                 x;
                        // Fitness vector.
                        fitness_vector                  f;
                        // Coordinate of the gradient being computed.
                        problem::base::size_type        coord;
                };
                static double objfun_numdiff_wrapper(double, void *);
                static void objfun_numdiff_central(gsl_vector *, const problem::base &, const decision_vector &, const double &);
                static void d_objfun_wrapper(const gsl_vector *, void *, gsl_vector *);
                static void fd_objfun_wrapper(const gsl_vector *, void *, double *, gsl_vector *);
                static void cleanup(gsl_vector *, gsl_multimin_fdfminimizer *);
                static void check_allocs(gsl_vector *, gsl_multimin_fdfminimizer *);
        private:
                friend class boost::serialization::access;
                template <class Archive>
                void serialize(Archive &ar, const unsigned int)
                {
                        ar & boost::serialization::base_object<base_gsl>(*this);
                        ar & const_cast<std::size_t &>(m_max_iter);
                        ar & const_cast<double &>(m_grad_tol);
                        ar & const_cast<double &>(m_numdiff_step_size);
                        ar & const_cast<double &>(m_step_size);
                        ar & const_cast<double &>(m_tol);
                }
                const std::size_t       m_max_iter;
                const double            m_grad_tol;
                const double            m_numdiff_step_size;
                const double            m_step_size;
                const double            m_tol;
};

}}

BOOST_SERIALIZATION_ASSUME_ABSTRACT(pagmo::algorithm::gsl_gradient)

#endif