# include <cstdlib>
# include <iostream>
# include <iomanip>
# include <ctime>

using namespace std;

# include "compass_search.hpp"

//****************************************************************************80

double *compass_search ( double function_handle ( int m, double x[] ), int m, 
  double x0[], double delta_tol, double delta_init, int k_max, double &fx, 
  int &k )

//****************************************************************************80
//
//  Purpose:
//
//    COMPASS_SEARCH carries out a direct search minimization algorithm.
//
//  Licensing:
//
//    This code is distributed under the GNU LGPL license.
//
//  Modified:
//
//    05 January 2012
//
//  Author:
//
//    John Burkardt
//
//  Reference:
//
//    Tamara Kolda, Robert Michael Lewis, Virginia Torczon,
//    Optimization by Direct Search: New Perspectives on Some Classical 
//    and Modern Methods,
//    SIAM Review,
//    Volume 45, Number 3, 2003, pages 385-482. 
//
//  Parameters:
//
//    Input, double FUNCTION_HANDLE ( int m, double x[] ), the name of
//    a function which evaluates the function to be minimized.
//
//    Input, int M, the number of variables.
//
//    Input, double X0[M], a starting estimate for the minimizer.
//
//    Input, double DELTA_TOL, the smallest step size that is allowed.
//
//    Input, double DELTA_INIT, the starting stepsize.  
//
//    Input, int K_MAX, the maximum number of steps allowed.
//
//    Output, double COMPASS_SEARCH[M], the estimated minimizer.
//
//    Output, double &FX, the function value at X.
//
//    Output, int &K, the number of steps taken.
//
{
  bool decrease;
  double delta;
  double fxd;
  int i;
  int ii;
  double s;
  double *x;
  double *xd;

  k = 0;
  x = new double[m];
  xd = new double[m];
  r8vec_copy ( m, x0, x );
  fx = function_handle ( m, x );

  if ( delta_tol <= 0 )
  {
    cerr << "\n";
    cerr << "COMPASS_SEARCH - Fatal error!\n";
    cerr << "  DELTA_TOL <= 0.0.\n";
    cerr << "  DELTA_TOL = " << delta_tol << "\n";
    exit ( 1 );
  }

  if ( delta_init <= delta_tol )
  {
    cerr << "\n";
    cerr << "COMPASS_SEARCH - Fatal error!\n";
    cerr << "  DELTA_INIT < DELTA_TOL.\n";
    cerr << "  DELTA_INIT = " << delta_init << "\n";
    cerr << "  DELTA_TOL = " << delta_tol << "\n";
    exit ( 1 );
  }

  delta = delta_init;

  while ( k < k_max )
  {
    k = k + 1;
//
//  For each coordinate direction I, seek a lower function value
//  by increasing or decreasing X(I) by DELTA.
//
    decrease = false;
    s = + 1.0;
    i = 0;

    for ( ii = 1; ii <= 2 * m; ii++ )
    {
      r8vec_copy ( m, x, xd );
      xd[i] = xd[i] + s * delta;
      fxd = function_handle ( m, xd );
//
//  As soon as a decrease is noticed, accept the new point.
//
      if ( fxd < fx )
      {
        r8vec_copy ( m, xd, x );
        fx = fxd;
        decrease = true;
        break;
      }

      s = - s;
      if ( s == + 1.0 )
      {
        i = i + 1;
      }
    }
//
//  If no decrease occurred, reduce DELTA.
//
    if ( !decrease )
    {
      delta = delta / 2.0;
      if ( delta < delta_tol )
      {
        break;
      }
    }
  }

  delete [] xd;

  return x;
}
//****************************************************************************80

double r8_abs ( double x )

//****************************************************************************80
//
//  Purpose:
//
//    R8_ABS returns the absolute value of an R8.
//
//  Licensing:
//
//    This code is distributed under the GNU LGPL license.
//
//  Modified:
//
//    14 November 2006
//
//  Author:
//
//    John Burkardt
//
//  Parameters:
//
//    Input, double X, the quantity whose absolute value is desired.
//
//    Output, double R8_ABS, the absolute value of X.
//
{
  double value;

  if ( 0.0 <= x )
  {
    value = + x;
  }
  else
  {
    value = - x;
  }
  return value;
}
//****************************************************************************80

void r8vec_copy ( int n, double a1[], double a2[] )

//****************************************************************************80
//
//  Purpose:
//
//    R8VEC_COPY copies an R8VEC.
//
//  Discussion:
//
//    An R8VEC is a vector of R8's.
//
//  Licensing:
//
//    This code is distributed under the GNU LGPL license.
//
//  Modified:
//
//    03 July 2005
//
//  Author:
//
//    John Burkardt
//
//  Parameters:
//
//    Input, int N, the number of entries in the vectors.
//
//    Input, double A1[N], the vector to be copied.
//
//    Output, double A2[N], the copy of A1.
//
{
  int i;

  for ( i = 0; i < n; i++ )
  {
    a2[i] = a1[i];
  }
  return;
}
//****************************************************************************80

void r8vec_print ( int n, double a[], string title )

//****************************************************************************80
//
//  Purpose:
//
//    R8VEC_PRINT prints an R8VEC.
//
//  Discussion:
//
//    An R8VEC is a vector of R8's.
//
//  Licensing:
//
//    This code is distributed under the GNU LGPL license.
//
//  Modified:
//
//    16 August 2004
//
//  Author:
//
//    John Burkardt
//
//  Parameters:
//
//    Input, int N, the number of components of the vector.
//
//    Input, double A[N], the vector to be printed.
//
//    Input, string TITLE, a title.
//
{
  int i;

  cout << "\n";
  cout << title << "\n";
  cout << "\n";
  for ( i = 0; i < n; i++ )
  {
    cout << "  " << setw(8)  << i
         << ": " << setw(14) << a[i]  << "\n";
  }

  return;
}
//****************************************************************************80

void timestamp ( )

//****************************************************************************80
//
//  Purpose:
//
//    TIMESTAMP prints the current YMDHMS date as a time stamp.
//
//  Example:
//
//    31 May 2001 09:45:54 AM
//
//  Licensing:
//
//    This code is distributed under the GNU LGPL license.
//
//  Modified:
//
//    08 July 2009
//
//  Author:
//
//    John Burkardt
//
//  Parameters:
//
//    None
//
{
# define TIME_SIZE 40

  static char time_buffer[TIME_SIZE];
  const struct std::tm *tm_ptr;
  std::time_t now;

  now = std::time ( NULL );
  tm_ptr = std::localtime ( &now );

  std::strftime ( time_buffer, TIME_SIZE, "%d %B %Y %I:%M:%S %p", tm_ptr );

  std::cout << time_buffer << "\n";

  return;
# undef TIME_SIZE
}