step_function.h

// Pallas Solver
// Copyright 2015. All rights reserved.
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are met:
//
// * Redistributions of source code must retain the above copyright notice,
//   this list of conditions and the following disclaimer.
// * Redistributions in binary form must reproduce the above copyright notice,
//   this list of conditions and the following disclaimer in the documentation
//   and/or other materials provided with the distribution.
//
// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// Author: ryan.latture@gmail.com (Ryan Latture)

#ifndef PALLAS_STEP_FUNCTOR_H
#define PALLAS_STEP_FUNCTOR_H

#include "pallas/types.h"
#include "pallas/internal/random_number_generator.h"
#include "pallas/scoped_ptr.h"

namespace pallas {

    class StepFunction {
    public:
        virtual ~StepFunction() {}

        virtual void Step(double* x, unsigned int num_parameters) = 0;
    };

    
    class DefaultStepFunction : public StepFunction {
    public:
        DefaultStepFunction(double step_size);

        void Step(double* x, unsigned int num_parameters);

    private:
        scoped_ptr<internal::RandomNumberGenerator<double>> random_number_;
    };

    class BoundedStepFunction : public StepFunction {

    public:
        BoundedStepFunction(double step_size,
                            const double* upper_bounds,
                            const double* lower_bounds,
                            unsigned int num_parameters);

        void Step(double* x, unsigned int num_parameters);

    private:
        scoped_ptr<internal::RandomNumberGenerator<double>> random_number_;

        Vector upper_bounds_;
        Vector lower_bounds_;
    };
} // namespace pallas

#endif //PALLAS_STEP_FUNCTOR_H