From 109473cacf85c7e2a2831d56531399ab4621654e Mon Sep 17 00:00:00 2001 From: astrojhgu Date: Thu, 3 Jun 2010 17:55:42 +0000 Subject: git-svn-id: file:///home/svn/opt_utilities@118 ed2142bd-67ad-457f-ba7c-d818d4011675 --- methods/powell/bas_util.hpp | 65 ----------------------- methods/powell/brent.hpp | 111 --------------------------------------- methods/powell/linmin.hpp | 105 ------------------------------------ methods/powell/mnbrak.hpp | 82 ----------------------------- methods/powell/powell_method.hpp | 2 +- 5 files changed, 1 insertion(+), 364 deletions(-) delete mode 100644 methods/powell/bas_util.hpp delete mode 100644 methods/powell/brent.hpp delete mode 100644 methods/powell/linmin.hpp delete mode 100644 methods/powell/mnbrak.hpp (limited to 'methods/powell') diff --git a/methods/powell/bas_util.hpp b/methods/powell/bas_util.hpp deleted file mode 100644 index ccdce9e..0000000 --- a/methods/powell/bas_util.hpp +++ /dev/null @@ -1,65 +0,0 @@ -#ifndef BAS_UTIL -#define BAS_UTIL -#define OPT_HEADER -#include -#include -namespace opt_utilities -{ - template - T tabs(T x) - { - return T(x) - T sqr(T x) - { - return x*x; - } - - - template - void shft3(T&a,T& b,T& c,T d) - { - opt_eq(a,b); - opt_eq(b,c); - opt_eq(c,d); - } - - template - void shft(T& a,T& b,T& c,T d) - { - opt_eq(a,b); - opt_eq(b,c); - opt_eq(c,d); - } - // template - // void swap(T& ax,T& bx) - //{ - // swap(ax,bx); - // T temp; - //opt_eq(temp,ax); - //opt_eq(ax,bx); - //opt_eq(bx,temp); - //} - - template - T sign(const T& a,const T& b) - { - return b>=0?T(a>=0?T(a):T(-a)):T(a>=0?T(-a):T(a)); - } - - template - T max(T a,T b) - { - return b>a?T(b):T(a); - } - - template - void mov3(T& a,T& b,T& c, T& d,T& e,T& f) - { - opt_eq(a,d);opt_eq(b,e);opt_eq(c,f); - } -} - -#endif diff --git a/methods/powell/brent.hpp b/methods/powell/brent.hpp deleted file mode 100644 index 1a0ee39..0000000 --- a/methods/powell/brent.hpp +++ /dev/null @@ -1,111 +0,0 @@ -#ifndef BRENT_HPP -#define BRENT_HPP -#define OPT_HEADER -#include -#include "bas_util.hpp" -//#include "optimizer.hpp" -namespace opt_utilities -{ - template - T brent(T ax,T bx,T cx,func_obj& f,T tol,T& xmin) - { - const int ITMAX=100; - const T CGOLD=0.3819660; - const T ZEPS=std::numeric_limits::epsilon()*1.e-3; - - int iter; - T a=0,b=0,d(0),etemp=0,fu=0,fv=0,fw=0,fx=0,p=0,q=0 - ,r=0,tol1=0,tol2=0,u=0,v=0,w=0,x=0,xm=0; - T e=0.; - a=(axcx?ax:cx); - x=w=v=bx; - fw=fv=fx=f.eval(x); - for(iter=0;itertol1) - { - r=(x-w)*(fx-fv); - q=(x-v)*(fx-fw); - p=(x-v)*q-(x-w)*r; - q=2.*(q-r); - if(q>0.) - { - p=-p; - } - q=tabs(q); - etemp=e; - e=d; - if(tabs(p)>=tabs(T(T(.5)*p*etemp))||p<=q*(a-x)||p>=q*(b-x)) - { - d=CGOLD*(e=(x>=xm?a-x:b-x)); - } - else - { - d=p/q; - u=x+d; - if(u-a=xm?a-x:b-x)); - } - u=(tabs(d)>=tol1?x+d:x+sign(tol1,d)); - fu=f.eval(u); - if(fu<=fx) - { - if(u>=x) - { - a=x; - } - else - { - b=x; - } - shft3(v,w,x,u); - shft3(fv,fw,fx,fu); - } - else - { - if(u - -namespace opt_utilities -{ - template - class func_adaptor - :public func_obj - { - private: - const pT p1,xi1; - const func_obj* pfoo; - func_adaptor(){} - func_adaptor(const func_adaptor&) - :func_obj(),p1(),xi1(),pfoo(0) - {} - - public: - /* - void set_origin(pT& p2) - { - p1=p2; - } - - void set_direction(pT& xi2) - { - xi1=xi2; - } - - void set_func_obj(func_obj& foo) - { - pfoo=&foo; - }*/ - public: - func_adaptor(const pT& _p,const pT& _xi,const func_obj& pf) - :p1(_p),xi1(_xi),pfoo(&pf) - {} - - private: - func_obj* do_clone()const - { - return new func_adaptor(*this); - } - - rT do_eval(const rT& x) - { - //assert(p1.size()==xi1.size()); - - pT xt; - opt_eq(xt,p1); - for(size_t i=0;i&>(*pfoo).eval(xt); - //return x; - } - }; - - - template - void linmin(pT& p,pT& xi,rT& fret,func_obj& func) - { - - // assert(p.size()==10); - //assert(xi.size()==10); - func_adaptor fadpt(p,xi,func); - - int j=0; - const rT TOL=sqrt(std::numeric_limits::epsilon()); - rT xx=0,xmin=0,fx=0,fb=0,fa=0,bx=0,ax=0; - int n=(int)get_size(p); - - - ax=0.; - xx=1.; - - - mnbrak(ax,xx,bx,fa,fx,fb,fadpt); - //cout< - void mnbrak(T& ax,T& bx,T& cx,T& fa,T& fb,T& fc,func_obj& func) - { - const T GOLD=1.618034; - const T GLIMIT=100; - const T TINY=std::numeric_limits::epsilon(); - T ulim,u,r,q,fu; - fa=func.eval(ax); - fb=func.eval(bx); - - if(fb>fa) - { - //shft(dum,ax,bx,dum); - //shft(dum,fb,fa,dum); - std::swap(ax,bx); - std::swap(fa,fb); - } - - cx=bx+GOLD*(bx-ax); - fc=func.eval(cx); - while(fb>fc) - { - r=(bx-ax)*(fb-fc); - q=(bx-cx)*(fb-fa); - u=bx-T((bx-cx)*q-(bx-ax)*r)/ - T(T(2.)*sign(T(max(T(tabs(T(q-r))),T(TINY))),T(q-r))); - ulim=bx+GLIMIT*(cx-bx); - if((bx-u)*(u-cx)>0.) - { - fu=func.eval(u); - if(fufb) - { - cx=u; - fc=fu; - return; - } - u=cx+GOLD*(cx-bx); - fu=func.eval(u); - } - else if((cx-u)*(u-ulim)>0.) - { - fu=func.eval(u); - if(fu=0) - { - u=ulim; - fu=func.eval(u); - } - else - { - u=cx+GOLD*(cx-bx); - fu=func.eval(u); - } - shft3(ax,bx,cx,u); - shft3(fa,fb,fc,fu); - } - } -} - -#endif diff --git a/methods/powell/powell_method.hpp b/methods/powell/powell_method.hpp index 1e135b0..270c2b2 100644 --- a/methods/powell/powell_method.hpp +++ b/methods/powell/powell_method.hpp @@ -10,7 +10,7 @@ #include #include #include -#include "linmin.hpp" +#include "../linmin/linmin.hpp" #include #include -- cgit v1.2.2