Numerical_Optimization.h

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#ifndef NUMERICAL_OPTIMIZATION_H_INCLUDED
#define NUMERICAL_OPTIMIZATION_H_INCLUDED

typedef struct{
    int     Dimension;
    int     Max_Iterations;
    double  Tolerance;
    double* Parameters;
    double* Fun_Parameters;
} OPT_PAR;

double   (*Opt_Function)      (OPT_PAR Parameters , double* Opt_Parameter);
double*  (*Gradient_Function) (OPT_PAR Parameters , double* Opt_Parameter);
double** (*Hessian_Function) (OPT_PAR Parameters , double* Opt_Parameter);

double* Numerical_Gradient_Function (OPT_PAR Parameters , double* Opt_Parameter);
void    Check_MinimumLowering       (OPT_PAR Parameters , double* Opt_Parameter , double* alpha , double* Gradient , double* Direction);
void    Line_Search_Methods         (OPT_PAR Parameters , double* Opt_Parameter);
void    Newton_Method               (OPT_PAR Parameters , double* Opt_Parameter);

#endif // NUMERICAL_OPTIMIZATION_H_INCLUDED