meta.h

// CppNumericalSolver
#ifndef META_H
#define META_H

#include <string>
#include <iostream>
#include <Eigen/Core>

namespace cppoptlib {

/*template <typename T>
using Vector = Eigen::Matrix<T, Eigen::Dynamic, 1>;

template <typename T>
using Matrix = Eigen::Matrix<T, Eigen::Dynamic, Eigen::Dynamic>;
*/

enum class DebugLevel { None = 0, Low, High };
enum class Status {
    NotStarted = -1,
    Continue = 0,
    IterationLimit,
    XDeltaTolerance,
    FDeltaTolerance,
    GradNormTolerance,
    Condition,
    UserDefined
};

enum class SimplexOp {
  Place,
  Reflect,
  Expand,
  ContractIn,
  ContractOut,
  Shrink
};

inline std::ostream &operator<<(std::ostream &os, const SimplexOp &op) {
  switch (op) {
    case SimplexOp::Place: os << "place"; break;
    case SimplexOp::Reflect:   os << "reflect"; break;
    case SimplexOp::Expand:   os << "expand"; break;
    case SimplexOp::ContractIn:   os << "contract-in"; break;
    case SimplexOp::ContractOut:   os << "contract-out"; break;
    case SimplexOp::Shrink:   os << "shrink"; break;
  }
  return os;
}

inline std::string op_to_string(SimplexOp op) {
  switch (op) {
    case SimplexOp::Place:
      return "place";
    case SimplexOp::Expand:
      return "expand";
    case SimplexOp::Reflect:
      return "reflect";
    case SimplexOp::ContractIn:
      return "contract-in";
    case SimplexOp::ContractOut:
      return "contract-out";
    case SimplexOp::Shrink:
      return "shrink";
  }
  return "unknown";
}

template<typename T>
class Criteria {
public:
    size_t iterations; //!< Maximum number of iterations
    T xDelta;          //!< Minimum change in parameter vector
    T fDelta;          //!< Minimum change in cost function
    T gradNorm;        //!< Minimum norm of gradient vector
    T condition;       //!< Maximum condition number of Hessian

    Criteria() {
        reset();
    }

    static Criteria defaults() {
        Criteria d;
        d.iterations = 10000;
        d.xDelta = 0;
        d.fDelta = 0;
        d.gradNorm = 1e-4;
        d.condition = 0;
        return d;
    }

    void reset() {
        iterations = 0;
        xDelta = 0;
        fDelta = 0;
        gradNorm = 0;
        condition = 0;
    }

    void print(std::ostream &os) const {
        os << "Iterations: " << iterations << std::endl;
        os << "xDelta:     " << xDelta << std::endl;
        os << "fDelta:     " << fDelta << std::endl;
        os << "GradNorm:   " << gradNorm << std::endl;
        os << "Condition:  " << condition << std::endl;
    }
};

template<typename T>
Status checkConvergence(const Criteria<T> &stop, const Criteria<T> &current) {

    if ((stop.iterations > 0) && (current.iterations > stop.iterations)) {
        return Status::IterationLimit;
    }
    if ((stop.xDelta > 0) && (current.xDelta < stop.xDelta)) {
        return Status::XDeltaTolerance;
    }
    if ((stop.fDelta > 0) && (current.fDelta < stop.fDelta)) {
        return Status::FDeltaTolerance;
    }
    if ((stop.gradNorm > 0) && (current.gradNorm < stop.gradNorm)) {
        return Status::GradNormTolerance;
    }
    if ((stop.condition > 0) && (current.condition > stop.condition)) {
        return Status::Condition;
    }
    return Status::Continue;
}

inline std::ostream &operator<<(std::ostream &os, const Status &s) {
    switch (s) {
        case Status::NotStarted: os << "Solver not started."; break;
        case Status::Continue:   os << "Convergence criteria not reached."; break;
        case Status::IterationLimit: os << "Iteration limit reached."; break;
        case Status::XDeltaTolerance: os << "Change in parameter vector too small."; break;
        case Status::FDeltaTolerance: os << "Change in cost function value too small."; break;
        case Status::GradNormTolerance: os << "Gradient vector norm too small."; break;
        case Status::Condition: os << "Condition of Hessian/Covariance matrix too large."; break;
        case Status::UserDefined: os << "Stop condition defined in the callback."; break;
    }
    return os;
}

template<typename T>
std::ostream &operator<<(std::ostream &os, const Criteria<T> &c) {
    c.print(os);
    return os;
}

} // End namespace cppoptlib

#endif /* META_H */