    // Copyright (C) 2008  Davis E. King (davis@dlib.net)
    // License: Boost Software License   See LICENSE.txt for the full license.
    #ifndef DLIB_OPTIMIZATIOn_LINE_SEARCH_H_
    #define DLIB_OPTIMIZATIOn_LINE_SEARCH_H_

    #include <cmath>
    #include <limits>
    #include "../matrix.h"
    #include "../algs.h"
    #include "optimization_line_search_abstract.h"
    #include <utility>

    namespace dlib
    {

    // ----------------------------------------------------------------------------------------

        template <typename funct, typename T>
        class line_search_funct
        {
        public:
            // You get an error on this line when you pass in a global function to this function.
            // You have to either use a function object or pass a pointer to your global function
            // by taking its address using the & operator.  (This check is here because gcc 4.0
            // has a bug that causes it to silently corrupt return values from functions that
            // invoked through a reference)
            COMPILE_TIME_ASSERT(is_function<funct>::value == false);

            line_search_funct(const funct& f_, const T& start_, const T& direction_)
                : f(f_),start(start_), direction(direction_), matrix_r(0), scalar_r(0)
            {}

            line_search_funct(const funct& f_, const T& start_, const T& direction_, T& r)
                : f(f_),start(start_), direction(direction_), matrix_r(&r), scalar_r(0)
            {}

            line_search_funct(const funct& f_, const T& start_, const T& direction_, double& r)
                : f(f_),start(start_), direction(direction_), matrix_r(0), scalar_r(&r)
            {}

            double operator()(const double& x) const
            {
                return get_value(f(start + x*direction));
            }

        private:

            double get_value (const double& r) const
            {
                // save a copy of this value for later
                if (scalar_r)
                    *scalar_r = r;

                return r;
            }

            template <typename U>
            double get_value (const U& r) const
            {
                // U should be a matrix type
                COMPILE_TIME_ASSERT(is_matrix<U>::value);

                // save a copy of this value for later
                if (matrix_r)
                    *matrix_r = r;

                return dot(r,direction);
            }

            const funct& f;
            const T& start;
            const T& direction;
            T* matrix_r;
            double* scalar_r;
        };

        template <typename funct, typename T>
        const line_search_funct<funct,T> make_line_search_function(const funct& f, const T& start, const T& direction)
        {
            // You get an error on this line when you pass in a global function to this function.
            // You have to either use a function object or pass a pointer to your global function
            // by taking its address using the & operator.  (This check is here because gcc 4.0
            // has a bug that causes it to silently corrupt return values from functions that
            // invoked through a reference)
            COMPILE_TIME_ASSERT(is_function<funct>::value == false);

            COMPILE_TIME_ASSERT(is_matrix<T>::value);
            DLIB_ASSERT (
                is_col_vector(start) && is_col_vector(direction) && start.size() == direction.size(),
                "\tline_search_funct make_line_search_function(f,start,direction)"
                << "\n\tYou have to supply column vectors to this function"
                << "\n\tstart.nc():     " << start.nc()
                << "\n\tdirection.nc(): " << direction.nc()
                << "\n\tstart.nr():     " << start.nr()
                << "\n\tdirection.nr(): " << direction.nr()
            );
            return line_search_funct<funct,T>(f,start,direction);
        }

    // ----------------------------------------------------------------------------------------

        template <typename funct, typename T>
        const line_search_funct<funct,T> make_line_search_function(const funct& f, const T& start, const T& direction, double& f_out)
        {
            // You get an error on this line when you pass in a global function to this function.
            // You have to either use a function object or pass a pointer to your global function
            // by taking its address using the & operator.  (This check is here because gcc 4.0
            // has a bug that causes it to silently corrupt return values from functions that
            // invoked through a reference)
            COMPILE_TIME_ASSERT(is_function<funct>::value == false);

            COMPILE_TIME_ASSERT(is_matrix<T>::value);
            DLIB_ASSERT (
                is_col_vector(start) && is_col_vector(direction) && start.size() == direction.size(),
                "\tline_search_funct make_line_search_function(f,start,direction)"
                << "\n\tYou have to supply column vectors to this function"
                << "\n\tstart.nc():     " << start.nc()
                << "\n\tdirection.nc(): " << direction.nc()
                << "\n\tstart.nr():     " << start.nr()
                << "\n\tdirection.nr(): " << direction.nr()
            );
            return line_search_funct<funct,T>(f,start,direction, f_out);
        }

    // ----------------------------------------------------------------------------------------

        template <typename funct, typename T>
        const line_search_funct<funct,T> make_line_search_function(const funct& f, const T& start, const T& direction, T& grad_out)
        {
            // You get an error on this line when you pass in a global function to this function.
            // You have to either use a function object or pass a pointer to your global function
            // by taking its address using the & operator.  (This check is here because gcc 4.0
            // has a bug that causes it to silently corrupt return values from functions that
            // invoked through a reference)
            COMPILE_TIME_ASSERT(is_function<funct>::value == false);

            COMPILE_TIME_ASSERT(is_matrix<T>::value);
            DLIB_ASSERT (
                is_col_vector(start) && is_col_vector(direction) && start.size() == direction.size(),
                "\tline_search_funct make_line_search_function(f,start,direction)"
                << "\n\tYou have to supply column vectors to this function"
                << "\n\tstart.nc():     " << start.nc()
                << "\n\tdirection.nc(): " << direction.nc()
                << "\n\tstart.nr():     " << start.nr()
                << "\n\tdirection.nr(): " << direction.nr()
            );
            return line_search_funct<funct,T>(f,start,direction,grad_out);
        }

    // ----------------------------------------------------------------------------------------
    // ----------------------------------------------------------------------------------------
    // ----------------------------------------------------------------------------------------

        inline double poly_min_extrap (
            double f0,
            double d0,
            double f1,
            double d1
        )
        {
            const double n = 3*(f1 - f0) - 2*d0 - d1;
            const double e = d0 + d1 - 2*(f1 - f0);

            // find the minimum of the derivative of the polynomial

            double temp = std::max(n*n - 3*e*d0,0.0);

            if (temp < 0)
                return 0.5;

            temp = std::sqrt(temp);

            if (std::abs(e) <= std::numeric_limits<double>::epsilon())
                return 0.5;

            // figure out the two possible min values
            double x1 = (temp - n)/(3*e);
            double x2 = -(temp + n)/(3*e);

            // compute the value of the interpolating polynomial at these two points
            double y1 = f0 + d0*x1 + n*x1*x1 + e*x1*x1*x1;
            double y2 = f0 + d0*x2 + n*x2*x2 + e*x2*x2*x2;

            // pick the best point
            double x;
            if (y1 < y2)
                x = x1;
            else
                x = x2;

            // now make sure the minimum is within the allowed range of (0,1)
            return put_in_range(0,1,x);
        }

    // ----------------------------------------------------------------------------------------

        inline double lagrange_poly_min_extrap (
            double p1,
            double p2,
            double p3,
            double f1,
            double f2,
            double f3
        )
        {
            DLIB_ASSERT(p1 < p2 && p2 < p3 && f1 >= f2 && f2 <= f3,
                         "   p1: " << p1
                         << "   p2: " << p2
                         << "   p3: " << p3
                         << "   f1: " << f1
                         << "   f2: " << f2
                         << "   f3: " << f3);

            // This formula is out of the book Nonlinear Optimization by Andrzej Ruszczynski.  See section 5.2.
            double temp1 =    f1*(p3*p3 - p2*p2) + f2*(p1*p1 - p3*p3) + f3*(p2*p2 - p1*p1);
            double temp2 = 2*(f1*(p3 - p2)       + f2*(p1 - p3)       + f3*(p2 - p1) );

            if (temp2 == 0)
            {
                return p2;
            }

            const double result = temp1/temp2;

            // do a final sanity check to make sure the result is in the right range
            if (p1 <= result && result <= p3)
            {
                return result;
            }
            else
            {
                return std::min(std::max(p1,result),p3);
            }
        }

    // ----------------------------------------------------------------------------------------

        template <
            typename funct,
            typename funct_der
            >
        double line_search (
            const funct& f,
            const double f0,
            const funct_der& der,
            const double d0,
            double rho,
            double sigma,
            double min_f,
            unsigned long max_iter
        )
        {
            // You get an error on this line when you pass in a global function to this function.
            // You have to either use a function object or pass a pointer to your global function
            // by taking its address using the & operator.  (This check is here because gcc 4.0
            // has a bug that causes it to silently corrupt return values from functions that
            // invoked through a reference)
            COMPILE_TIME_ASSERT(is_function<funct>::value == false);
            COMPILE_TIME_ASSERT(is_function<funct_der>::value == false);

            DLIB_ASSERT (
                0 < rho && rho < sigma && sigma < 1 && max_iter > 0,
                "\tdouble line_search()"
                << "\n\tYou have given invalid arguments to this function"
                << "\n\t sigma:    " << sigma
                << "\n\t rho:      " << rho
                << "\n\t max_iter: " << max_iter
            );

            // The bracketing phase of this function is implemented according to block 2.6.2 from
            // the book Practical Methods of Optimization by R. Fletcher.   The sectioning
            // phase is an implementation of 2.6.4 from the same book.

            // tau1 > 1. Controls the alpha jump size during the search
            const double tau1 = 9;

            // it must be the case that 0 < tau2 < tau3 <= 1/2 for the algorithm to function
            // correctly but the specific values of tau2 and tau3 aren't super important.
            const double tau2 = 1.0/10.0;
            const double tau3 = 1.0/2.0;

            // Stop right away and return a step size of 0 if the gradient is 0 at the starting point
            if (std::abs(d0) < std::numeric_limits<double>::epsilon())
                return 0;

            // Stop right away if the current value is good enough according to min_f
            if (f0 <= min_f)
                return 0;

            // Figure out a reasonable upper bound on how large alpha can get.
            const double mu = (min_f-f0)/(rho*d0);

            double alpha = 1;
            if (mu < 0)
                alpha = -alpha;
            alpha = put_in_range(0, 0.65*mu, alpha);

            double last_alpha = 0;
            double last_val = f0;
            double last_val_der = d0;

            // The bracketing stage will find a range of points [a,b]
            // that contains a reasonable solution to the line search
            double a, b;

            // These variables will hold the values and derivatives of f(a) and f(b)
            double a_val, b_val, a_val_der, b_val_der;

            // This thresh value represents the Wolfe curvature condition
            const double thresh = std::abs(sigma*d0);

            unsigned long itr = 0;
            // do the bracketing stage to find the bracket range [a,b]
            while (true)
            {
                ++itr;
                const double val = f(alpha);
                const double val_der = der(alpha);

                // we are done with the line search since we found a value smaller
                // than the minimum f value
                if (val <= min_f)
                    return alpha;

                if (val > f0 + rho*alpha*d0 || val >= last_val)
                {
                    a_val = last_val;
                    a_val_der = last_val_der;
                    b_val = val;
                    b_val_der = val_der;

                    a = last_alpha;
                    b = alpha;
                    break;
                }

                if (std::abs(val_der) <= thresh)
                    return alpha;

                // if we are stuck not making progress then quit with the current alpha
                if (last_alpha == alpha || itr >= max_iter)
                    return alpha;

                if (val_der >= 0)
                {
                    a_val = val;
                    a_val_der = val_der;
                    b_val = last_val;
                    b_val_der = last_val_der;

                    a = alpha;
                    b = last_alpha;
                    break;
                }

                if (mu <= 2*alpha - last_alpha)
                {
                    last_alpha = alpha;
                    alpha = mu;
                }
                else
                {
                    const double temp = alpha;

                    double first = 2*alpha - last_alpha;
                    double last;
                    if (mu > 0)
                        last = std::min(mu, alpha + tau1*(alpha - last_alpha));
                    else
                        last = std::max(mu, alpha + tau1*(alpha - last_alpha));

                    // pick a point between first and last by doing some kind of interpolation
                    if (last_alpha < alpha)
                        alpha = last_alpha + (alpha-last_alpha)*poly_min_extrap(last_val, last_val_der, val, val_der);
                    else
                        alpha = alpha + (last_alpha-alpha)*poly_min_extrap(val, val_der, last_val, last_val_der);

                    alpha = put_in_range(first,last,alpha);

                    last_alpha = temp;
                }

                last_val = val;
                last_val_der = val_der;

            }

            // Now do the sectioning phase from 2.6.4
            while (true)
            {
                ++itr;
                double first = a + tau2*(b-a);
                double last = b - tau3*(b-a);

                // use interpolation to pick alpha between first and last
                alpha = a + (b-a)*poly_min_extrap(a_val, a_val_der, b_val, b_val_der);
                alpha = put_in_range(first,last,alpha);

                const double val = f(alpha);
                const double val_der = der(alpha);

                // we are done with the line search since we found a value smaller
                // than the minimum f value or we ran out of iterations.
                if (val <= min_f || itr >= max_iter)
                    return alpha;

                // stop if the interval gets so small that it isn't shrinking any more due to rounding error
                if (a == first || b == last)
                {
                    return b;
                }

                if (val > f0 + rho*alpha*d0 || val >= a_val)
                {
                    b = alpha;
                    b_val = val;
                    b_val_der = val_der;
                }
                else
                {
                    if (std::abs(val_der) <= thresh)
                        return alpha;

                    if ( (b-a)*val_der >= 0)
                    {
                        b = a;
                        b_val = a_val;
                        b_val_der = a_val_der;
                    }

                    a = alpha;
                    a_val = val;
                    a_val_der = val_der;
                }
            }
        }

    // ----------------------------------------------------------------------------------------

        class optimize_single_variable_failure : public error {
        public: optimize_single_variable_failure(const std::string& s):error(s){}
        };

    // ----------------------------------------------------------------------------------------

        template <typename funct>
        double find_min_single_variable (
            const funct& f,
            double& starting_point,
            const double begin = -1e200,
            const double end = 1e200,
            const double eps = 1e-3,
            const long max_iter = 100
        )
        {
            // You get an error on this line when you pass in a global function to this function.
            // You have to either use a function object or pass a pointer to your global function
            // by taking its address using the & operator.  (This check is here because gcc 4.0
            // has a bug that causes it to silently corrupt return values from functions that
            // invoked through a reference)
            COMPILE_TIME_ASSERT(is_function<funct>::value == false);

            DLIB_CASSERT( eps > 0 &&
                          max_iter > 1 &&
                          begin <= starting_point && starting_point <= end,
                          "eps: " << eps
                          << "\n max_iter: "<< max_iter
                          << "\n begin: "<< begin
                          << "\n end:   "<< end
                          << "\n starting_point: "<< starting_point
            );

            double p1=0, p2=0, p3=0, f1=0, f2=0, f3=0;
            long f_evals = 1;

            if (begin == end)
            {
                return f(starting_point);
            }

            using std::abs;
            using std::min;
            using std::max;

            // find three bracketing points such that f1 > f2 < f3.   Do this by generating a sequence
            // of points expanding away from 0.   Also note that, in the following code, it is always the
            // case that p1 < p2 < p3.

            // The first thing we do is get a starting set of 3 points that are inside the [begin,end] bounds
            p1 = max(starting_point-1, begin);
            p3 = min(starting_point+1, end);
            f1 = f(p1);
            f3 = f(p3);

            if (starting_point == p1 || starting_point == p3)
            {
                p2 = (p1+p3)/2;
                f2 = f(p2);
            }
            else
            {
                p2 = starting_point;
                f2 = f(starting_point);
            }

            f_evals += 2;

            // Now we have 3 points on the function.  Start looking for a bracketing set such that
            // f1 > f2 < f3 is the case.
            double jump_size = 1;
            while ( !(f1 > f2 && f2 < f3))
            {
                // check for hitting max_iter or if the interval is now too small
                if (f_evals >= max_iter)
                {
                    throw optimize_single_variable_failure(
                        "The max number of iterations of single variable optimization have been reached\n"
                        "without converging.");
                }
                if (p3-p1 < eps)
                {
                    if (f1 < min(f2,f3))
                    {
                        starting_point = p1;
                        return f1;
                    }

                    if (f2 < min(f1,f3))
                    {
                        starting_point = p2;
                        return f2;
                    }

                    starting_point = p3;
                    return f3;
                }

                // if f1 is small then take a step to the left
                if (f1 < f3)
                {
                    // check if the minimum is butting up against the bounds and if so then pick
                    // a point between p1 and p2 in the hopes that shrinking the interval will
                    // be a good thing to do.  Or if p1 and p2 aren't differentiated then try and
                    // get them to obtain different values.
                    if (p1 == begin || (f1 == f2 && (end-begin) < jump_size ))
                    {
                        p3 = p2;
                        f3 = f2;

                        p2 = (p1+p2)/2.0;
                        f2 = f(p2);
                    }
                    else
                    {
                        // pick a new point to the left of our current bracket
                        p3 = p2;
                        f3 = f2;

                        p2 = p1;
                        f2 = f1;

                        p1 = max(p1 - jump_size, begin);
                        f1 = f(p1);

                        jump_size *= 2;
                    }

                }
                // otherwise f3 is small and we should take a step to the right
                else
                {
                    // check if the minimum is butting up against the bounds and if so then pick
                    // a point between p2 and p3 in the hopes that shrinking the interval will
                    // be a good thing to do.  Or if p2 and p3 aren't differentiated then try and
                    // get them to obtain different values.
                    if (p3 == end || (f2 == f3 && (end-begin) < jump_size))
                    {
                        p1 = p2;
                        f1 = f2;

                        p2 = (p3+p2)/2.0;
                        f2 = f(p2);
                    }
                    else
                    {
                        // pick a new point to the right of our current bracket
                        p1 = p2;
                        f1 = f2;

                        p2 = p3;
                        f2 = f3;

                        p3 = min(p3 + jump_size, end);
                        f3 = f(p3);

                        jump_size *= 2;
                    }
                }

                ++f_evals;
            }

            // Loop until we have done the max allowable number of iterations or
            // the bracketing window is smaller than eps.
            // Within this loop we maintain the invariant that: f1 > f2 < f3 and p1 < p2 < p3
            const double tau = 0.1;
            while( f_evals < max_iter && p3-p1 > eps)
            {
                double p_min = lagrange_poly_min_extrap(p1,p2,p3, f1,f2,f3);

                // make sure p_min isn't too close to the three points we already have
                if (p_min < p2)
                {
                    const double min_dist = (p2-p1)*tau;
                    if (abs(p1-p_min) < min_dist)
                    {
                        p_min = p1 + min_dist;
                    }
                    else if (abs(p2-p_min) < min_dist)
                    {
                        p_min = p2 - min_dist;
                    }
                }
                else
                {
                    const double min_dist = (p3-p2)*tau;
                    if (abs(p2-p_min) < min_dist)
                    {
                        p_min = p2 + min_dist;
                    }
                    else if (abs(p3-p_min) < min_dist)
                    {
                        p_min = p3 - min_dist;
                    }
                }

                // make sure one side of the bracket isn't super huge compared to the other
                // side.  If it is then contract it.
                const double bracket_ratio = abs(p1-p2)/abs(p2-p3);
                if ( !( bracket_ratio < 100 && bracket_ratio > 0.01) )
                {
                    // Force p_min to be on a reasonable side.  But only if lagrange_poly_min_extrap()
                    // didn't put it on a good side already.
                    if (bracket_ratio > 1 && p_min > p2)
                        p_min = (p1+p2)/2;
                    else if (p_min < p2)
                        p_min = (p2+p3)/2;
                }

                const double f_min = f(p_min);

                // Remove one of the endpoints of our bracket depending on where the new point falls.
                if (p_min < p2)
                {
                    if (f1 > f_min && f_min < f2)
                    {
                        p3 = p2;
                        f3 = f2;
                        p2 = p_min;
                        f2 = f_min;
                    }
                    else
                    {
                        p1 = p_min;
                        f1 = f_min;
                    }
                }
                else
                {
                    if (f2 > f_min && f_min < f3)
                    {
                        p1 = p2;
                        f1 = f2;
                        p2 = p_min;
                        f2 = f_min;
                    }
                    else
                    {
                        p3 = p_min;
                        f3 = f_min;
                    }
                }

                ++f_evals;
            }

            if (f_evals >= max_iter)
            {
                throw optimize_single_variable_failure(
                    "The max number of iterations of single variable optimization have been reached\n"
                    "without converging.");
            }

            starting_point = p2;
            return f2;
        }

    // ----------------------------------------------------------------------------------------

        template <typename funct>
        double find_max_single_variable (
            const funct& f,
            double& starting_point,
            const double begin = -1e200,
            const double end = 1e200,
            const double eps = 1e-3,
            const long max_iter = 100
        )
        {
            // You get an error on this line when you pass in a global function to this function.
            // You have to either use a function object or pass a pointer to your global function
            // by taking its address using the & operator.  (This check is here because gcc 4.0
            // has a bug that causes it to silently corrupt return values from functions that
            // invoked through a reference)
            COMPILE_TIME_ASSERT(is_function<funct>::value == false);

            return -find_min_single_variable(negate_function(f), starting_point, begin, end, eps, max_iter);
        }

    // ----------------------------------------------------------------------------------------

    }

    #endif // DLIB_OPTIMIZATIOn_LINE_SEARCH_H_