#pragma once

#include <memory>

#include <vector>

#include <armadillo>

#include <deque>

#include "Globals.h"

namespace Optimization{

struct ObjectFunc{

ObjectFunc(int dim0 = 0):dim(dim0){}

~ObjectFunc(){}

int dim;

std::shared_ptr<arma::vec> x_init;

virtual double operator()(arma::vec &x, arma::vec &grad) = 0;

};

class LBFGS{

// typedef double (* evaluateFunc)(const arma::vec x, arma::vec grad, const int n);

public:

enum LineSearch {Wolfe, Armijo, MoreThuente};

struct LBFGS_param{

int maxIter;

int memoryLimit;

int maxLineSearch;

double maxStepSize;

double minStepSize;

int saveFrequency;

std::string saveFileName;

LBFGS_param(int, int, int, std::string);};

struct PointValueDeriv {

double step, value, deriv;

PointValueDeriv(double step0 = NaN, double value0 = NaN, double deriv0 = NaN) :

step(step0), value(value0), deriv(deriv0) { }

};

LBFGS(ObjectFunc &func, LBFGS_param param0, LineSearch method);

void calDirection();

void updateParam();

void calStepLength_Armijo();

void calStepLength_Wolfe();

void calStepLength_MoreThuente();

bool converge();

void minimize();

void saveWeight(std::string str);

double cubicInterp(const LBFGS::PointValueDeriv& p0, const LBFGS::PointValueDeriv& p1);

ObjectFunc &calValGrad;

LBFGS_param param;

double maxIter;

double step;

double currValue;

int memoryLimit;

LineSearch lineSearchMethod;

// s_{k-1} = x_k - x_{k-1}

// y_{k-1} = (grad_k - grad_{k-1})

std::deque<arma::vec> s_list, y_list;

// rho_k =1.0 /(y_k^T * s_k)

std::deque<double> rho_list;

std::vector<double> alpha_list;

arma::vec direction;

arma::vec grad, x, x_init, x_new, grad_new;

};

class SteepDescent{

public:

struct SteepDescent_param{

SteepDescent_param(double eps0, double step0, int maxIter0):

eps(eps0), step(step0), maxIter(maxIter0){}

double eps;

double step;

int maxIter;};

SteepDescent(ObjectFunc &func, SteepDescent_param param0);

void minimize();

private:

// bool converged();

double eps;

double step;

int maxIter;

arma::vec grad, grad_new, x, x_new;

double currValue;

SteepDescent_param param;

ObjectFunc &calValGrad;

};

}