minimizer.h

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// Copyright (c) 2021, Aalto University, developed by Erik Schultheis
// All rights reserved.
//
// SPDX-License-Identifier: MIT
 
#ifndef DISMEC_MINIMIZER_H
#define DISMEC_MINIMIZER_H
 
#include "objective/objective.h"
#include "utils/hyperparams.h"
#include "spdlog/spdlog.h"
#include "stats/tracked.h"
#include <chrono>
 
namespace dismec::solvers
{
    enum class MinimizerStatus {
        SUCCESS,            
        DIVERGED,           
        TIMED_OUT,          
        FAILED              
    };
 
    struct MinimizationResult {
        MinimizerStatus Outcome;
        long NumIters;
        double FinalValue;
        double FinalGrad;
        double InitialValue;
        double InitialGrad;
        std::chrono::milliseconds Duration = {};
    };
 
    class Minimizer : public HyperParameterBase, public stats::Tracked {
    public:
        explicit Minimizer(std::shared_ptr<spdlog::logger> logger = {});
        ~Minimizer() override;
 
        MinimizationResult minimize(objective::Objective& objective, Eigen::Ref<DenseRealVector> init);
 
        void set_logger(std::shared_ptr<spdlog::logger> logger);
 
    protected:
        std::shared_ptr<spdlog::logger> m_Logger;
 
        virtual MinimizationResult run(objective::Objective& objective, Eigen::Ref<DenseRealVector> init) = 0;
    };
}
 
#endif //DISMEC_MINIMIZER_H