(* gsl-ocaml - OCaml interface to GSL                       *)
(* Copyright (©) 2002-2012 - Olivier Andrieu                *)
(* Distributed under the terms of the GPL version 3         *)

(** Multidimensional Minimization *)

open Fun
open Vector

module Deriv : sig
  type kind =
    | CONJUGATE_FR
    | CONJUGATE_PR
    | VECTOR_BFGS
    | VECTOR_BFGS2
    | STEEPEST_DESCENT

  type t

  val make :
    kind -> int -> multim_fun_fdf -> x:vector -> step:float -> tol:float -> t

  external name : t -> string = "ml_gsl_multimin_fdfminimizer_name"
  external iterate : t -> unit = "ml_gsl_multimin_fdfminimizer_iterate"
  external restart : t -> unit = "ml_gsl_multimin_fdfminimizer_restart"

  external minimum : ?x:vector -> ?dx:vector -> ?g:vector -> t -> float
    = "ml_gsl_multimin_fdfminimizer_minimum"

  external test_gradient : t -> float -> bool = "ml_gsl_multimin_test_gradient"
end

module NoDeriv : sig
  type kind = NM_SIMPLEX
  type t

  val make : kind -> int -> multim_fun -> x:vector -> step_size:vector -> t
  external name : t -> string = "ml_gsl_multimin_fminimizer_name"
  external iterate : t -> unit = "ml_gsl_multimin_fminimizer_iterate"

  external minimum : ?x:vector -> t -> float
    = "ml_gsl_multimin_fminimizer_minimum"

  external size : t -> float = "ml_gsl_multimin_fminimizer_size"
  external test_size : t -> float -> bool = "ml_gsl_multimin_test_size"
end
