itkQuasiNewtonOptimizerv4.h

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 *  Copyright Insight Software Consortium
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 *  Licensed under the Apache License, Version 2.0 (the "License");
 *  you may not use this file except in compliance with the License.
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#ifndef __itkQuasiNewtonOptimizerv4_h
#define __itkQuasiNewtonOptimizerv4_h

#include "itkArray2D.h"
#include "itkGradientDescentOptimizerv4.h"

#include "vnl/algo/vnl_matrix_inverse.h"
#include "vnl/algo/vnl_determinant.h"

#include "itkQuasiNewtonOptimizerv4EstimateNewtonStepThreader.h"

namespace itk
{
class ITK_EXPORT QuasiNewtonOptimizerv4:
  public GradientDescentOptimizerv4
{
public:
  typedef QuasiNewtonOptimizerv4      Self;
  typedef GradientDescentOptimizerv4  Superclass;
  typedef SmartPointer< Self >        Pointer;
  typedef SmartPointer< const Self >  ConstPointer;

  itkNewMacro(Self);

  itkTypeMacro(QuasiNewtonOptimizerv4, GradientDescentObjectOptimizer);

  typedef Superclass::InternalComputationValueType    InternalComputationValueType;

  typedef itk::Array2D<InternalComputationValueType>  HessianType;

  typedef std::vector<HessianType>                    HessianArrayType;

  virtual void StartOptimization();

  itkSetMacro(MaximumIterationsWithoutProgress, SizeValueType);

  itkSetMacro(MaximumNewtonStepSizeInPhysicalUnits, InternalComputationValueType);

  itkGetConstReferenceMacro( NewtonStep, DerivativeType );

protected:

  SizeValueType   m_MaximumIterationsWithoutProgress;

  ParametersType  m_CurrentPosition;
  ParametersType  m_OptimalStep;

  MeasureType     m_PreviousValue;
  ParametersType  m_PreviousPosition;
  DerivativeType  m_PreviousGradient;

  MeasureType     m_BestValue;
  ParametersType  m_BestPosition;
  SizeValueType   m_BestIteration;

  DerivativeType  m_NewtonStep;

  std::string     m_NewtonStepWarning;

  InternalComputationValueType  m_MaximumNewtonStepSizeInPhysicalUnits;

  HessianArrayType  m_HessianArray;

  std::vector<bool> m_NewtonStepValidFlags;

  virtual void EstimateNewtonStep();

  virtual void EstimateNewtonStepOverSubRange( const IndexRangeType& subrange );

  virtual bool ComputeHessianAndStepWithBFGS(IndexValueType location);

  virtual void ResetNewtonStep(IndexValueType location);

  void CombineGradientNewtonStep(void);

  void ModifyCombinedNewtonStep();

  virtual void AdvanceOneStep(void);

  QuasiNewtonOptimizerv4();
  virtual ~QuasiNewtonOptimizerv4();

  virtual void PrintSelf(std::ostream & os, Indent indent) const;

  friend class QuasiNewtonOptimizerv4EstimateNewtonStepThreader;

private:
  QuasiNewtonOptimizerv4(const Self &);     //purposely not implemented
  void operator=(const Self &);           //purposely not implemented

  QuasiNewtonOptimizerv4EstimateNewtonStepThreader::Pointer m_EstimateNewtonStepThreader;
};
} // end namespace itk

#endif