git-svn-id: file:///home/svn/opt_utilities@128 ed2142bd-67ad-457f-ba7c-d818d4011675

1 files changed, 0 insertions, 238 deletions

diff --git a/methods/lsnewton_cg/lsnewton_cg.hpp b/methods/lsnewton_cg/lsnewton_cg.hpp
deleted file mode 100644
index e1c912a..0000000
--- a/methods/lsnewton_cg/lsnewton_cg.hpp
+++ /dev/null
@@ -1,238 +0,0 @@
-#ifndef LSNEWTON_GG_HPP
-#define LSNEWTON_GG_HPP
-#include <core/optimizer.hpp>
-#include <math/num_diff.hpp>
-#include <math/vector_operation.hpp>
-#include <methods/linmin/linmin.hpp>
-#include <cmath>
-
-#include <iostream>
-
-using std::cout;
-using std::cerr;
-using std::endl;
-
-namespace opt_utilities
-{
-  
-  template<typename rT,typename pT>
-  void lsnewton_cg_f(func_obj<rT,pT>& foo,pT& x0,const rT& threshold)
-  {
-    for(int k=0;;++k)
-      {
-	cerr<<k<<endl;
-	rT abs_gk=0;
-	pT gk(gradient(foo,x0));
-	abs_gk=inner_product(gk,gk);
-	abs_gk=std::sqrt(abs_gk);
-	rT epsilon=std::min(rT(.5),std::sqrt(abs_gk))*abs_gk;
-	pT zj;
-	pT dj;
-	pT rj;
-	opt_eq(rj,gk);
-	resize(dj,get_size(x0));
-	resize(rj,get_size(x0));
-	resize(zj,get_size(x0));
-	for(int i=0;i!=get_size(gk);++i)
-	  {
-	    set_element(dj,i,-get_element(gk,i));
-	    set_element(zj,i,0);
-	    //cerr<<"gk:"<<i<<"\t"<<gk[i]<<endl;
-	  }
-	pT p;
-	
-	for(int j=0;;++j)
-	  {
-	    cerr<<j<<endl;
-	    rT ep=std::sqrt(std::numeric_limits<rT>::epsilon());
-	    rT djBkdj=0;
-	    pT Bkdj;
-	    resize(Bkdj,get_size(x0));
-	    pT x1,x2;
-	    typename element_type_trait<pT>::element_type h=1;
-	    for(int i=0;i<get_size(x0);++i)
-	      {
-		h=max(rT(1),std::abs(get_element(dj,i)));
-		//cerr<<"dj:"<<j<<"\t"<<dj[i]<<endl;
-	      }
-	    h*=ep;
-
-	    
-	    resize(x1,get_size(x0));
-	    resize(x2,get_size(x0));
-	    
-	    for(int i=0;i<get_size(x0);++i)
-	      {
-		set_element(x1,i,get_element(x0,i)-h*get_element(dj,i));
-		set_element(x2,i,get_element(x0,i)+h*get_element(dj,i));
-		//cerr<<i<<"\t"<<x1[i]<<"\t"<<x2[i]<<"\t"<<h<<"\t"<<dj[i]<<endl;
-	      }
-
-	    pT gk1(gradient(foo,x1));
-	    pT gk2(gradient(foo,x2));
-
-	    for(int i=0;i<get_size(x0);++i)
-	      {
-		set_element(Bkdj,i,(get_element(gk2,i)-get_element(gk1,i))/h/2.);
-		djBkdj+=get_element(dj,i)*get_element(Bkdj,i);
-		//std::cerr<<"aa="<<Bkdj[i]<<endl;
-		
-	      }
-	    if(djBkdj<0)
-	      {
-		if(j==0)
-		  {
-		    opt_eq(p,gk);
-		  }
-		else
-		  {
-		    opt_eq(p,zj);
-		  }
-		break;
-	      }
-	    double rjrj=inner_product(rj,rj);
-	    cerr<<"rjrj="<<j<<"\t"<<rjrj<<endl;
-	    
-	    if(rjrj<threshold)
-	      {
-		cerr<<"fdfa"<<endl;
-		return;
-	      }
-	    double alpha=rjrj/djBkdj;
-	    double beta=0;
-	    //cerr<<"alpha="<<alpha<<endl;
-	    for(int i=0;i<get_size(x0);++i)
-	      {
-		set_element(zj,i,get_element(zj,i)+alpha*get_element(dj,i));
-		set_element(rj,i,get_element(rj,i)+alpha*get_element(Bkdj,i));
-		
-		//std::cerr<<"rj:"<<i<<"\t"<<Bkdj[i]<<endl;
-	      }
-	    double rj1rj1=inner_product(rj,rj);
-	    //cerr<<"rj1rj1=\t"<<rj1rj1<<"\t"<<sqrt(rj1rj1)<<endl;
-	    if(std::sqrt(rj1rj1)<epsilon)
-	      {
-		//cerr<<"afd"<<endl;
-		opt_eq(p,zj);
-		break;
-	      }
-	    beta=rj1rj1/rjrj;
-	    //cerr<<"rj1:\t"<<beta<<endl;
-	    for(int i=0;i<get_size(x0);++i)
-	      {
-		set_element(dj,i,-get_element(rj,i)+beta*get_element(dj,i));
-	      }
-	  }
-	rT fret;
-	//std::cerr<<p.size()<<std::endl;
-	linmin(x0,p,fret,foo);
-	for(int i=0;i<get_size(x0);++i)
-	  {
-	    set_element(x0,i,get_element(x0,i)+fret*get_element(p,i));
-	  }
-      }
-  }
-  
-  
-  template <typename rT,typename pT>
-  class lsnewton_cg
-    :public opt_method<rT,pT>
-  {
-  public:
-    typedef pT array1d_type;
-    typedef rT T;
-  private:
-    func_obj<rT,pT>* p_fo;
-    optimizer<rT,pT>* p_optimizer;
-    
-    //typedef blitz::Array<rT,2> array2d_type;
-    
-    
-  private:
-    array1d_type start_point;
-    array1d_type end_point;
-    
-  private:
-    rT threshold;
-  private:
-    rT func(const pT& x)
-    {
-      assert(p_fo!=0);
-      return p_fo->eval(x);
-    }
-
-   
-  public:
-    lsnewton_cg()
-      :threshold(1e-4)
-    {}
-
-    virtual ~lsnewton_cg()
-    {
-    };
-
-    lsnewton_cg(const lsnewton_cg<rT,pT>& rhs)
-      :p_fo(rhs.p_fo),p_optimizer(rhs.p_optimizer),
-       start_point(rhs.start_point),
-       end_point(rhs.end_point),
-       threshold(rhs.threshold)
-    {
-    }
-
-    lsnewton_cg<rT,pT>& operator=(const lsnewton_cg<rT,pT>& rhs)
-    {
-      threshold=rhs.threshold;
-      p_fo=rhs.p_fo;
-      p_optimizer=rhs.p_optimizer;
-      opt_eq(start_point,rhs.start_point);
-      opt_eq(end_point,rhs.end_point);
-    }
-    
-    opt_method<rT,pT>* do_clone()const
-    {
-      return new lsnewton_cg<rT,pT>(*this);
-    }
-    
-    void do_set_start_point(const array1d_type& p)
-    {
-      start_point.resize(get_size(p));
-      opt_eq(start_point,p);
-      
-    }
-
-    array1d_type do_get_start_point()const
-    {
-      return start_point;
-    }
-
-    void do_set_precision(rT t)
-    {
-      threshold=t;
-    }
-
-    rT do_get_precision()const
-    {
-      return threshold;
-    }
-
-    void do_set_optimizer(optimizer<rT,pT>& o)
-    {
-      p_optimizer=&o;
-      p_fo=p_optimizer->ptr_func_obj();
-    }
-    
-    
-    
-    pT do_optimize()
-    {
-      lsnewton_cg_f(*p_fo,start_point,threshold);
-      opt_eq(end_point,start_point);
-      return end_point;
-    } 
-  };
-  
-
-}
-
-#endif
-//EOF