diff options
Diffstat (limited to 'methods')
| -rw-r--r-- | methods/lsnewton_cg/lsnewton_cg.hpp | 238 |
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 |