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// For information as to what this class does, see the Javadoc, below.       //
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// Scheines, Joseph Ramsey, and Clark Glymour.                               //
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package edu.pitt.csb.mgm;

import cern.colt.matrix.DoubleMatrix1D;

/**
 * This interface should be used for non-differentiable convex functions that are decomposable such that
 * f(x) = g(x) + h(x) where g(x) is a differentiable convex function (i.e. smooth) and h(x) is a convex but not
 * necessarily differentiable (i.e. non-smooth) and has a proximal operator prox_t(x) = argmin_z 1/(2t) norm2(x-z)^2 +
 * h(z) has a solution for any t &gt; 0. Typically g(x) will be a likelihood, and h(x) is a penalty term (as in l_1 in the
 * lasso)
 * <p>
 * <p>
 * Created by ajsedgewick on 8/4/15.
 */
public abstract class ConvexProximal {

    /**
     * Calculate value of smooth function g(X)
     *
     * @param X input vector
     * @return value of g(X)
     */
    abstract double smoothValue(DoubleMatrix1D X);

    /**
     * Gradient of smooth function g(X)
     *
     * @param X input vector
     * @return vector containing gradient of g(X)
     */
    abstract DoubleMatrix1D smoothGradient(DoubleMatrix1D X);


    /**
     * Calculate value of g(X) and gradient of g(X) at the same time for efficiency reasons.
     *
     * @param X    input Vector
     * @param Xout gradient of g(X)
     * @return value of g(X)
     */
    public double smooth(DoubleMatrix1D X, DoubleMatrix1D Xout) {
        Xout.assign(smoothGradient(X));
        return smoothValue(X);
    }

    /**
     * Calculate value of h(X)
     *
     * @param X input vector
     * @return value of h(X)
     */
    abstract double nonSmoothValue(DoubleMatrix1D X);

    /**
     * A proximal operator is the solution to this optimization problem:
     * prox_t(x) = argmin_z \frac{1}{2t} \|x-z\|^2_2 + h(x)
     *
     * @param t positive parameter for prox operator
     * @param X input vector
     * @return vector solution to prox_t(X)
     */
    abstract DoubleMatrix1D proximalOperator(double t, DoubleMatrix1D X);

    /**
     * Calculate value of h(X) and proxOperator of h(X) at the same time for efficiency reasons.
     *
     * @param t    positive parameter for prox operator
     * @param X    input vector
     * @param Xout vector solution to prox_t(X)
     * @return value of h(X)
     */
    public double nonSmooth(double t, DoubleMatrix1D X, DoubleMatrix1D Xout) {
        Xout.assign(proximalOperator(t, X));
        return nonSmoothValue(X);
    }

}

