optimize.h

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#ifndef LMMC_OPTIMIZE_H
#define LMMC_OPTIMIZE_H
 
#include <stddef.h>
#include "lmmc/status.h"
#include "lmmc/config.h"
#include "lmmc/dense.h"
#include "lmmc/diagnostic.h"
 
#ifdef __cplusplus
extern "C" {
#endif

typedef lmmc_status_t (*lmmc_opt_func_t)(const lmmc_vec_t* x, lmmc_vec_t* F, void* user_data);

typedef lmmc_status_t (*lmmc_opt_jac_t)(const lmmc_vec_t* x, lmmc_mat_t* J, void* user_data);

typedef lmmc_status_t (*lmmc_opt_grad_t)(const lmmc_vec_t* x, lmmc_vec_t* grad, void* user_data);

typedef lmmc_real_t (*lmmc_opt_obj_t)(const lmmc_vec_t* x, void* user_data);

typedef struct {
    lmmc_real_t abs_tol;       
    lmmc_real_t rel_tol;       
    size_t max_iter;           
    size_t lbfgs_memory;       
    lmmc_real_t lm_damping;    
    lmmc_diagnostic_sink_t diagnostics; 
} lmmc_optimize_config_t;

typedef enum {
    LMMC_OPT_FAILURE_NONE = 0,                
    LMMC_OPT_FAILURE_MAX_ITER,                
    LMMC_OPT_FAILURE_NUMERICAL_ISSUE,         
    LMMC_OPT_FAILURE_LINE_SEARCH_FAILED,      
    LMMC_OPT_FAILURE_SINGULAR_JACOBIAN        
} lmmc_optimize_failure_t;

typedef struct {
    int converged;                     
    size_t num_iter;                   
    lmmc_real_t final_residual;        
    lmmc_optimize_failure_t failure_reason; 
} lmmc_optimize_result_t;

lmmc_status_t lmmc_optimize_default_config(lmmc_optimize_config_t* cfg);

lmmc_status_t lmmc_nleq_newton(
    lmmc_opt_func_t F,
    lmmc_opt_jac_t J,
    void* user_data,
    lmmc_vec_t* x,
    const lmmc_optimize_config_t* cfg,
    lmmc_optimize_result_t* out);

lmmc_status_t lmmc_nleq_broyden(
    lmmc_opt_func_t F,
    void* user_data,
    lmmc_vec_t* x,
    const lmmc_optimize_config_t* cfg,
    lmmc_optimize_result_t* out);

lmmc_status_t lmmc_minimize_lbfgs(
    lmmc_opt_obj_t obj,
    lmmc_opt_grad_t grad,
    void* user_data,
    lmmc_vec_t* x,
    const lmmc_optimize_config_t* cfg,
    lmmc_optimize_result_t* out);

lmmc_status_t lmmc_minimize_levenberg_marquardt(
    lmmc_opt_func_t residual,
    lmmc_opt_jac_t J,
    void* user_data,
    lmmc_vec_t* x,
    const lmmc_optimize_config_t* cfg,
    lmmc_optimize_result_t* out);

lmmc_status_t lmmc_minimize_gradient_descent(
    lmmc_opt_obj_t obj,
    lmmc_opt_grad_t grad,
    void* user_data,
    lmmc_vec_t* x,
    const lmmc_optimize_config_t* cfg,
    lmmc_optimize_result_t* out);
 
#ifdef __cplusplus
}
#endif
 
#endif