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/**
\file powell_method.hpp
\author Junhua Gu
*/
#ifndef POWELL_METHOD
#define POWELL_METHOD
#define OPT_HEADER
#include <core/optimizer.hpp>
//#include <blitz/array.h>
#include <limits>
#include <cassert>
#include <cmath>
#include "../linmin/linmin.hpp"
#include <algorithm>
#include <iostream>
namespace opt_utilities
{
/**
\brief Impliment of an optimization method
\tparam rT return type of the object function
\tparam pT parameter type of the object function
*/
template <typename rT,typename pT>
class powell_method
: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;
mutable bool bstop;
//typedef blitz::Array<rT,2> array2d_type;
const char* do_get_type_name()const
{
return "powell method";
}
private:
array1d_type start_point;
array1d_type end_point;
private:
int ncom;
array1d_type pcom_p;
array1d_type xicom_p;
rT threshold;
T** xi;
T* xi_1d;
private:
rT func(const pT& x)
{
assert(p_fo!=0);
return p_fo->eval(x);
}
private:
void clear_xi()
{
if(xi_1d!=0)
{
delete[] xi_1d;
}
if(xi!=0)
{
delete[] xi;
}
}
void init_xi(int n)
{
clear_xi();
xi_1d=new T[n*n];
xi=new T*[n];
for(int i=0;i!=n;++i)
{
xi[i]=xi_1d+i*n;
}
for(int i=0;i!=n;++i)
{
for(int j=0;j!=n;++j)
{
xi[i][j]=(j==i?1:0);
}
}
}
void powell(array1d_type& p,const T ftol,
int& iter,T& fret)
{
const int ITMAX=200;
const T TINY=std::numeric_limits<T>::epsilon();
int i,j,ibig;
T del,fp,fptt,t;
int n=(int)get_size(p);
array1d_type pt(n);
array1d_type ptt(n);
array1d_type xit(n);
fret=p_fo->eval(p);
for(j=0;j<n;++j)
{
//get_element(pt,j)=get_element(p,j);
set_element(pt,j,get_element(p,j));
}
for(iter=0;!bstop;++iter)
{
fp=fret;
ibig=0;
del=0.0;
for(i=0;i<n;++i)
{
for(j=0;j<n;++j)
{
//get_element(xit,j)=xi[j][i];
set_element(xit,j,xi[j][i]);
}
fptt=fret;
linmin(p,xit,fret,(*p_fo));
if((fptt-fret)>del)
{
del=fptt-fret;
ibig=i+1;
}
}
if(T(2.)*(fp-fret)<=ftol*(tabs(fp)+tabs(fret))+TINY)
{
return;
}
if(iter==ITMAX)
{
std::cerr<<"powell exceeding maximun iterations."<<std::endl;
return;
}
for(j=0;j<n;++j)
{
//get_element(ptt,j)=T(2.)*get_element(p,j)-get_element(pt,j);
set_element(ptt,j,T(2.)*get_element(p,j)-get_element(pt,j));
//get_element(xit,j)=
//get_element(p,j)-get_element(pt,j);
set_element(xit,j,get_element(p,j)-get_element(pt,j));
//get_element(pt,j)=get_element(p,j);
set_element(pt,j,get_element(p,j));
}
fptt=func(ptt);
if(fptt<fp)
{
t=T(2.)*(fp-T(2.)*fret+fptt)*sqr(T(fp-fret-del))-del*sqr(T(fp-fptt));
if(t<T(0.))
{
linmin(p,xit,fret,*p_fo);
for(j=0;j<n;++j)
{
xi[j][ibig-1]=xi[j][n-1];
xi[j][n-1]=get_element(xit,j);
}
}
}
}
}
public:
powell_method()
:threshold(1e-4),xi(0),xi_1d(0)
{}
virtual ~powell_method()
{
clear_xi();
};
powell_method(const powell_method<rT,pT>& rhs)
:opt_method<rT,pT>(rhs),p_fo(rhs.p_fo),p_optimizer(rhs.p_optimizer),
start_point(rhs.start_point),
end_point(rhs.end_point),
ncom(rhs.ncom),
threshold(rhs.threshold),xi(0),xi_1d(0)
{
}
powell_method<rT,pT>& operator=(const powell_method<rT,pT>& rhs)
{
threshold=rhs.threshold;
xi=0;
xi_1d=0;
p_fo=rhs.p_fo;
p_optimizer=rhs.p_optimizer;
start_point=rhs.start_point;
end_point=rhs.end_point;
ncom=rhs.ncom;
threshold=rhs.threshold;
}
opt_method<rT,pT>* do_clone()const
{
return new powell_method<rT,pT>(*this);
}
void do_set_start_point(const array1d_type& p)
{
resize(start_point,get_size(p));
opt_eq(start_point,p);
}
array1d_type do_get_start_point()const
{
return start_point;
}
void do_set_lower_limit(const array1d_type& p)
{}
void do_set_upper_limit(const array1d_type& p)
{}
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()
{
bstop=false;
init_xi((int)get_size(start_point));
for(int i=0;i<(int)get_size(start_point);++i)
{
for(int j=0;j<(int)get_size(start_point);++j)
{
xi[i][j]=(i==j)?1:0;
}
}
int iter=100;
opt_eq(end_point,start_point);
rT fret;
powell(end_point,threshold,iter,fret);
return end_point;
}
void do_stop()
{
bstop=true;
}
};
}
#endif
//EOF
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