INTERFACE WaltzMinimizer;

(*
  Multivariate function minimization by downhill jumping with
  diagonal shortcuts.
  
  Created 96/01/06 by J.Stolfi
*)

IMPORT Minimizer;

TYPE
  T <: Public;
    (*
      Another simple gradient-based optimizer.
      
      Each new probe point is generated from the current best point by
      moving a certain distance (the "step size") in the direction
      opposite to the gradient.  If the new point is better than the
      previous one, it is accepted and the step size is adjusted; 
      Otherwise the new point is rejected and the step size is reduced.
      
      Optionally, after "N+1" acceptances (where "N" is the number of
      variables), an extra probe point is tried, equal to the current
      minimum plus "gamma" times the total displacement accrued since
      the first of those "N+1" accepted points. This probe point is
      treated as an ordinary one.
    *)

  Public = Minimizer.T OBJECT
    METHODS
        
       setGamma(gamma: LONGREAL): T;
        (*
          Specifies the diagonal step factor ("gamma", default 1).
          If zero, no diagonal steps are taken. *)
        
    END;
    
END WaltzMinimizer.