first attempt of abstracting trust regions

[[Imported from SVN: r4000]]

src/maxnormtrustregion.hh

+#ifndef MAX_NORM_TRUST_REGION_HH
+#define MAX_NORM_TRUST_REGION_HH
+
+template <int blocksize>
+class MaxNormTrustRegion
+{
+public:
+
+    MaxNormTrustRegion(size_t size, double initialRadius) 
+        : obstacles_(size)
+    {
+        set(initialRadius);
+    }
+
+    void set(double radius) {
+
+        for (size_t i=0; i<obstacles_.size(); i++) {
+
+            for (int k=0; k<blocksize; k++) {
+                
+                obstacles_[i].lower(k) = -radius;
+                obstacles_[i].upper(k) =  radius;
+                
+            }
+            
+        }
+
+    }
+
+    double radius() const {
+        assert(obstacles_.size()>0);
+        assert(blocksize>0);
+        return obstacles_[0].upper(0);
+    }
+
+    void scale(double factor) {
+
+        for (size_t i=0; i<obstacles_.size(); i++) {
+            
+            for (int k=0; k<blocksize; k++) {
+                
+                obstacles_[i].lower(k) *= factor;
+                obstacles_[i].upper(k) *= factor;
+                
+            }
+            
+        }
+
+    }
+
+    const std::vector<BoxConstraint<double,blocksize> >& obstacles() const {
+        return obstacles_;
+    }
+
+private:
+
+    std::vector<BoxConstraint<double,blocksize> > obstacles_;
+
+};
+
+#endif