New free function "optimize" added, which can accept function pointer or lambda expression as an objective function.

git-svn-id: file:///home/svn/opt_utilities@243 ed2142bd-67ad-457f-ba7c-d818d4011675

1 files changed, 55 insertions, 0 deletions

diff --git a/interface/optimize.hpp b/interface/optimize.hpp
new file mode 100644
index 0000000..f56642f
--- /dev/null
+++ b/interface/optimize.hpp
@@ -0,0 +1,55 @@
+#ifndef OPTIMIZE_FUNC_HPP
+#define OPTIMIZE_FUNC_HPP
+
+#if __cplusplus<201103L
+#error This header must be used with C++ 11(0x) or newer
+#endif
+
+#include <vector>
+#include <functional>
+#include <cmath>
+#include <utility>
+#include "../core/optimizer.hpp"
+#include "../methods/powell/powell_method.hpp"
+
+namespace opt_utilities
+{
+
+  template <typename Ty,typename Tx>
+  Tx optimize(const std::function<Ty(Tx)>& func,const Tx& start_point,const opt_utilities::opt_method<Ty,Tx>& opm=opt_utilities::powell_method<double,std::vector<double> >())
+  {
+    class func_wrapper
+      :public opt_utilities::func_obj<Ty,Tx>
+    {
+      std::function<Ty(Tx)> f;
+    public:
+      func_wrapper(const std::function<Ty(Tx)>& f1)
+	:f(f1)
+      {};
+      
+      func_wrapper* do_clone()const
+      {
+	return const_cast<func_wrapper*>(this);
+      }
+      
+    void do_destroy()
+      {
+	//do nothing
+      }
+      
+      Ty do_eval(const Tx& x)
+      {
+	return f(x);
+      }
+    }foo(func);
+    opt_utilities::optimizer<Ty,Tx> opt;
+    opt.set_opt_method(opm);
+    opt.set_func_obj(foo);
+    opt.set_start_point(start_point);
+    return opt.optimize();
+  }
+  
+}
+
+#endif
+//EOF