/*

Copyright (C) 2016 -2017 Jerry Jin

*/

#ifndef optimization_h

#define optimization_h

#include <nan.h>

#include <string>

#include <queue>

#include <utility>

#include "../quantlibxl.hpp"

#include <oh/objecthandler.hpp>

using namespace node;

using namespace v8;

using namespace std;

class EndCriteriaWorker {

public:

string mObjectID;

long mMaxIterations;

long mMaxStationaryStateIterations;

double mRootEpsilon;

double mFunctionEpsilon;

double mGradientNormEpsilon;

string mReturnValue;

string mError;

EndCriteriaWorker(

string ObjectID

, long MaxIterations

, long MaxStationaryStateIterations

, double RootEpsilon

, double FunctionEpsilon

, double GradientNormEpsilon

)

{

mObjectID = ObjectID;

mMaxIterations = MaxIterations;

mMaxStationaryStateIterations = MaxStationaryStateIterations;

mRootEpsilon = RootEpsilon;

mFunctionEpsilon = FunctionEpsilon;

mGradientNormEpsilon = GradientNormEpsilon;

};

void Execute();

};

class NoConstraintWorker {

public:

string mObjectID;

string mReturnValue;

string mError;

NoConstraintWorker(

string ObjectID

)

{

mObjectID = ObjectID;

};

void Execute();

};

class SimplexWorker {

public:

string mObjectID;

double mLambda;

string mReturnValue;

string mError;

SimplexWorker(

string ObjectID

, double Lambda

)

{

mObjectID = ObjectID;

mLambda = Lambda;

};

void Execute();

};

class LevenbergMarquardtWorker {

public:

string mObjectID;

double mEpsfcn;

double mXtol;

double mGtol;

string mReturnValue;

string mError;

LevenbergMarquardtWorker(

string ObjectID

, double Epsfcn

, double Xtol

, double Gtol

)

{

mObjectID = ObjectID;

mEpsfcn = Epsfcn;

mXtol = Xtol;

mGtol = Gtol;

};

void Execute();

};

class ConjugateGradientWorker {

public:

string mObjectID;

string mLineSearch;

string mReturnValue;

string mError;

ConjugateGradientWorker(

string ObjectID

, string LineSearch

)

{

mObjectID = ObjectID;

mLineSearch = LineSearch;

};

void Execute();

};

class SteepestDescentWorker {

public:

string mObjectID;

string mLineSearch;

string mReturnValue;

string mError;

SteepestDescentWorker(

string ObjectID

, string LineSearch

)

{

mObjectID = ObjectID;

mLineSearch = LineSearch;

};

void Execute();

};

class ArmijoLineSearchWorker {

public:

string mObjectID;

double mEpsilon;

double mAlpha;

double mBeta;

string mReturnValue;

string mError;

ArmijoLineSearchWorker(

string ObjectID

, double Epsilon

, double Alpha

, double Beta

)

{

mObjectID = ObjectID;

mEpsilon = Epsilon;

mAlpha = Alpha;

mBeta = Beta;

};

void Execute();

};

class EndCriteriaMaxIterationsWorker {

public:

string mObjectID;

long mReturnValue;

string mError;

EndCriteriaMaxIterationsWorker(

string ObjectID

)

{

mObjectID = ObjectID;

};

void Execute();

};

class EndCriteriaMaxStationaryStateIterationsWorker {

public:

string mObjectID;

long mReturnValue;

string mError;

EndCriteriaMaxStationaryStateIterationsWorker(

string ObjectID

)

{

mObjectID = ObjectID;

};

void Execute();

};

class EndCriteriaFunctionEpsilonWorker {

public:

string mObjectID;

double mReturnValue;

string mError;

EndCriteriaFunctionEpsilonWorker(

string ObjectID

)

{

mObjectID = ObjectID;

};

void Execute();

};

class EndCriteriaGradientNormEpsilonWorker {

public:

string mObjectID;

double mReturnValue;

string mError;

EndCriteriaGradientNormEpsilonWorker(

string ObjectID

)

{

mObjectID = ObjectID;

};

void Execute();

};

class SphereCylinderOptimizerClosestWorker {

public:

double mR;

double mS;

double mAlpha;

double mZ1;

double mZ2;

double mZ3;

ObjectHandler::property_t mMaxIter;

double mTol;

std::vector<double> mReturnValue;

string mError;

SphereCylinderOptimizerClosestWorker(

double R

, double S

, double Alpha

, double Z1

, double Z2

, double Z3

, ObjectHandler::property_t MaxIter

, double Tol

)

{

mR = R;

mS = S;

mAlpha = Alpha;

mZ1 = Z1;

mZ2 = Z2;

mZ3 = Z3;

mMaxIter = MaxIter;

mTol = Tol;

};

void Execute();

};

class SecondsToStringWorker {

public:

double mSeconds;

string mReturnValue;

string mError;

SecondsToStringWorker(

double Seconds

)

{

mSeconds = Seconds;

};

void Execute();

};

#endif