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1 /*
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2 * Copyright (c) 2000, Samer Abdallah, King's College London.
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3 * All rights reserved.
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4 *
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5 * This software is provided AS iS and WITHOUT ANY WARRANTY;
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6 * without even the implied warranty of MERCHANTABILITY or
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7 * FITNESS FOR A PARTICULAR PURPOSE.
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8 */
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9
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10 package samer.maths.opt;
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11 import samer.maths.*;
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12 import samer.core.*;
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13 import samer.core.util.heavy.*;
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14
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15
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16 /**
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17 unconstrained minimiser for smooth functions:
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18 - ConjugateGradient
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19 - OR Quasi-newton (using GillMurray uydates)
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20
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21 - Safeguarded cubic interpolation line search using gradients
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22 */
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23
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24
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25
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26
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27
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28 public class UnconstrainedMinimiser extends MinimiserBase
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29 {
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30 GillMurray dir;
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31 double guess;
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32
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33 /** expects to find Vec at top of stack,
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34 Functionx just below.
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35 */
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36 public UnconstrainedMinimiser(Vec v, Functionx f)
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37 {
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38 // can we rely on evaluation order here?
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39 super(v,f);
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40 dir = new GillMurray(this);
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41 add( dir.hessin.viewable());
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42 }
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43
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44 public void run()
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45 {
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46 double beta;
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47 int i, maxiter=getMaxiter();
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48 // boolean triedSteepest=false;
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49
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50 // dir.resetHessian(1);
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51 evaluate();
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52 dir.init();
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53 setSlope();
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54 // beta = beta.value;
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55 beta = initialStep();
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56 sig1.off();
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57
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58 for (i=1; i<=maxiter; i++) {
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59
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60 lstest.init();
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61 step(beta);
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62 ls.run(lstest); // line search
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63 lsiters.next(lstest.count);
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64 steplength.next(alpha);
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65
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66 if (lstest.tiny && (P2.f>=P1.f)) {
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67 // tiny step was no good
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68 sig1.on();
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69 sig2.off();
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70 if (gconv.isSatisfied(P1.g,this)) break;
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71 // if (triedSteepest=true) break;
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72 sig2.on();
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73
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74 beta = this.beta.value;
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75 // dir.steepest();
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76 dir.update();
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77 dir.init();
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78 setSlope();
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79 // triedSteepest=true;
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80 continue;
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81 }
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82
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83 if (xfconv.isSatisfied(this)) { break; }
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84
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85 // beta = beta.value;
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86 beta = nextStep();
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87 dir.update();
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88 move();
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89 perIteration();
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90 }
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91
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92 perOptimisation(i);
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93 dir.hessin.changed();
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94 }
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95 }
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