/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 Copyright (C) 2006 Ferdinando Ametrano

 Copyright (C) 2009 Frédéric Degraeve

 This file is part of QuantLib, a free-software/open-source library

 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it

 under the terms of the QuantLib license.  You should have received a

 copy of the license along with this program; if not, please email

 <quantlib-dev@lists.sf.net>. The license is also available online at

 <https://www.quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT

 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

 FOR A PARTICULAR PURPOSE.  See the license for more details.

*/

/*! \file linesearchbasedmethod.hpp

    \brief Abstract optimization method class

*/

#ifndef quantlib_line_search_based_optimization_method_h

#define quantlib_line_search_based_optimization_method_h

#include <ql/math/optimization/method.hpp>

#include <ql/math/array.hpp>

#include <ql/shared_ptr.hpp>

namespace QuantLib {

    class LineSearch;

    //! Line search based method

    class LineSearchBasedMethod : public OptimizationMethod {

      public:

        explicit LineSearchBasedMethod(

            ext::shared_ptr<LineSearch> lSearch = ext::shared_ptr<LineSearch>());

        ~LineSearchBasedMethod() override = default;

        EndCriteria::Type minimize(Problem& P, const EndCriteria& endCriteria) override;

      protected:

        //! computes the new search direction

        virtual Array getUpdatedDirection(const Problem &P,

                                          Real gold2,

                                          const Array& gradient) = 0;

        //! line search

        ext::shared_ptr<LineSearch> lineSearch_;

    };

}

#endif