diff src/samer/maths/opt/ConstrainedGillMurray.java @ 0:bf79fb79ee13

Initial Mercurial check in.

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/src/samer/maths/opt/ConstrainedGillMurray.java	Tue Jan 17 17:50:20 2012 +0000
@@ -0,0 +1,69 @@
+/*
+ *	Copyright (c) 2000, Samer Abdallah, King's College London.
+ *	All rights reserved.
+ *
+ *	This software is provided AS iS and WITHOUT ANY WARRANTY; 
+ *	without even the implied warranty of MERCHANTABILITY or 
+ *	FITNESS FOR A PARTICULAR PURPOSE.
+ */
+
+package samer.maths.opt;
+import  samer.maths.*;
+import  samer.core.*;
+
+public class ConstrainedGillMurray extends GillMurray
+{
+	State		S;
+	Constraints C;
+	
+	public ConstrainedGillMurray(State s, Constraints c) {
+		super(s); S=s; C=c;
+	}
+
+	public void computeHg(double [] g)
+	{
+		C.zeroInactive(S.h);
+		C.mul(S.h,H,g);
+		C.negate(S.h);
+		S.normh = Util.maxabs(S.h);
+	}
+
+	public void steepest() {
+		C.negate(S.P1.g,S.h);
+		C.zeroInactive(S.h);
+		S.normh = Util.maxabs(S.h);
+	}
+
+	public void resetDimension(int k) {
+		double [] hk=H0.getArray()[k];
+		for (int i=0; i<S.n; i++) H[i][k]=H[k][i]=hk[i];
+	}
+
+	/* calculate new hessian and search direction */
+	public void update()
+	{
+		// sparse subtraction and dot product
+		C.sub(u,S.P2.x,S.P1.x);
+		C.sub(v,S.P2.g,S.P1.g);
+		double uv = C.dot(u,v);
+
+		if (uvCheck(uv,C.dot(u,u),C.dot(v,v))) {
+			C.mul(Hv,H,v);
+
+			double a = 1/uv;
+			double b = a*(1+a*C.dot(v,Hv));
+
+			for (int k=0; k<C.m; k++) {
+				int i=C.active[k];
+				for (int l=0; l<k; l++) {
+					int j=C.active[l];
+					H[i][j] = H[i][j] - a*(Hv[i]*u[j]+u[i]*Hv[j]) + b*u[i]*u[j];
+					H[j][i] = H[i][j];
+				}
+				H[i][i] = H[i][i] - a*(2*Hv[i]*u[i]) + b*u[i]*u[i];
+			}
+		}
+		computeHg(S.P2.g);
+		S.setSlope2(C.dot(S.P2.g,S.h));
+	}
+}