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

Initial Mercurial check in.

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/src/samer/maths/opt/Constraints.java	Tue Jan 17 17:50:20 2012 +0000
@@ -0,0 +1,181 @@
+/*
+ *	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 abstract class Constraints
+{
+	public State		S;
+	public int[]		active;			// active dimensions
+	public int[]		inactive;		// inactive dimensions
+	public int			n,m;			// number of active dimensions
+
+	public Constraints(State s)
+	{
+		S=s; n=S.n;
+		active = new int[n];
+		inactive = new int[n];
+		activateAll();
+	}
+
+	public final int activeCount() { return m; }
+
+	public void report() 
+	{
+		Shell.print("inactive dimensions:");
+		for (int i=0; i<(n-m); i++) {
+			Shell.print(" - "+inactive[i]);
+		}
+		Shell.print("active dimensions:");
+		for (int i=0; i<m; i++) {
+			Shell.print(" + "+active[i]);
+		}
+		Shell.print("  active: "+m);
+		Shell.print("inactive: "+(n-m));
+	}
+
+	public void activateAll() {
+		for (int i=0; i<n; i++) active[i]=i;
+		m=n;
+	}
+
+	public void deactivateAll() { 
+		for (int i=0; i<n; i++) inactive[i]=i;
+		m=0; 
+	}
+
+	public void zeroInactive(double [] z) {
+		for (int i=0; i<(n-m); i++) z[inactive[i]]=0;
+	}
+
+	/**
+			Inactivate the i'th dimension
+			Presupposes that it is not already inactive
+	  */	
+	public final void inactivate(int i) 
+	{
+		inactive[n-m]=i;
+		int j=Util.find(i,active,m);
+		if (j<(m-1)) {
+			System.arraycopy(active,j+1,active,j,m-j-1); 
+		}
+		m--;
+	}
+
+	/**
+			activate the i'th dimension
+			Presupposes that it is not already inactive
+	  */	
+	public final void activate(int i) 
+	{
+		active[m]=i;
+		int j=Util.find(i,inactive,n-m);
+		if (j<(n-m-1)) {
+			System.arraycopy(inactive,j+1,inactive,j,n-m-j-1); 
+		}
+		m++;
+	}
+
+	/**
+			take a step of lambda*h, set alpha, but don't
+			evaluate function at new point
+	  */
+	public void step(double lambda)
+	{
+		for (int i=0; i<m; i++) {
+			int j=active[i];
+			S.P2.x[j] = S.P1.x[j] + lambda*S.h[j];
+		}
+		S.alpha=lambda;
+	}
+
+	/**		evaluate function and gradient at P2 */
+	public void eval2()
+	{
+		S.func.evaluate(S.P2);
+		S.P2.s = dot(S.P2.g,S.h);
+	}
+
+	/**		sparse matrix mutiplication */
+	public final void mul( double [] y, double [][]A, double [] x)
+	{
+		double [] arow;
+
+		for (int k=0; k<m; k++) {
+			int i=active[k];
+			double t=0;
+			arow=A[i];
+			for (int l=0; l<m; l++) { int j=active[l]; t+=arow[j]*x[j]; }
+			y[i]=t;
+		}
+	}
+
+	/**		sparse vector dot product */
+	public final double dot( double [] a, double [] b)
+	{
+		double t=0;
+		for (int k=0; k<m; k++) { int i=active[k]; t+=a[i]*b[i]; }
+		return t;
+	}
+
+	/**		sparse vector time scalar */
+	public final void mul( double [] a, double b)
+	{
+		for (int k=0; k<m; k++) { int i=active[k]; a[i]*=b; }
+	}
+
+	/**		sparse vector subtraction */
+	public final void sub( double [] out, double [] a, double [] b)
+	{
+		for (int k=0; k<m; k++) { int i=active[k]; out[i]=a[i]-b[i]; }
+	}
+
+	/**		sparse vector subtraction in place */
+	public final void sub( double [] a, double [] b)
+	{
+		for (int k=0; k<m; k++) { int i=active[k]; a[i]-=b[i]; }
+	}
+
+
+	/**		sparse vector negation in place */
+	public final void negate(double [] x) 
+	{
+		for (int k=0; k<m; k++) { int i=active[k]; x[i]=-x[i]; }
+	}
+	
+	/**		sparse vector negation in place */
+	public final void negate(double [] x, double [] y) 
+	{
+		for (int k=0; k<m; k++) { int i=active[k]; y[i]=-x[i]; }
+	}
+	
+	/**		sparse max(abs(x)) */
+	public final double maxabs(double [] x)
+	{
+		double max=0;
+		for (int k=0; k<m; k++) {
+			double xk = Math.abs(x[active[k]]);
+			if (xk>max) max=xk;
+		}
+		return max;
+	}
+
+	// ugh
+	public boolean release(Datum P) { return false; }
+	public int getReleasedDimension() { return -1; }
+	public int getReleasableDimensions() { return 0; }
+	public abstract void lineSearch(Condition c, CubicLineSearch ls, double step);
+	public abstract void initialise();
+
+	public interface Factory {
+		public Constraints build(MinimiserBase min);
+	}
+}