CovarianceMatrixAdaptation.hpp

// This file is part of the imaging2 class library.
//
// University of Innsbruck, Infmath Imaging, 2009.
// http://infmath.uibk.ac.at
//
// All rights reserved.


#ifndef MINIMIZE_COVARIANCEMATRIXADAPTATION_H
#define MINIMIZE_COVARIANCEMATRIXADAPTATION_H

#include <minimize/EnergyInterface.hpp>
#include <minimize/MinimizerInterface.hpp>

namespace imaging
{
  class CovarianceMatrixAdaptation : public MinimizerInterface
  {
    std::size_t _lambda;
    float_t _sigma;
    std::size_t _mu;
    ublas::vector<float_t> _w;
    float_t _c_sigma;
    float_t _d_sigma;
    float_t _mu_eff;
    float_t _mu_cov;
    float_t _c_cov;
    float_t _c_c;
    std::size_t _n;
    ublas::matrix<float_t> _C;
    ublas::vector<float_t> _p_sigma;     
    ublas::vector<float_t> _p_c; 
    bool _terminated;
      
    EnergyInterface & _energy;
    
    float_t _min_update;
    
    void init(float_t sigma, float_t min_update, std::size_t lambda);
  
  public:
    CovarianceMatrixAdaptation(EnergyInterface & energy, float_t sigma, float_t min_update, std::size_t lambda);  
      
    CovarianceMatrixAdaptation(EnergyInterface & energy, float_t sigma, float_t min_update); 

    bool minimize(size_t n_max_steps, size_t & n_actual_steps);
  };

}

#endif

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