view src/samer/maths/opt/ConstrainedConjGrad.java @ 0:bf79fb79ee13

Initial Mercurial check in.

/*
 *	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 ConstrainedConjGrad extends ConjGrad
{
	Constraints C;

	public ConstrainedConjGrad(State s, Constraints c) {
		super(s); C=c;
	}

	public void init() {
		C.negate(S.P1.g,S.h);
		C.zeroInactive(S.h);
		S.normh=Util.maxabs(S.h);
	}

	public void update()
	{
		C.sub(dg,S.P2.g,S.P1.g);
		gg  = C.dot(S.P1.g,S.P1.g);
		dgg = C.dot(dg,S.P2.g);

		C.mul(S.h,dgg/gg);
		C.sub(S.h,S.P2.g);
		S.normh=Util.maxabs(S.h);

		double s2=C.dot(S.P2.g,S.h);
		if (s2>0) {
			// Shell.trace("steepest descent");
			C.negate(S.P2.g,S.h);
			C.zeroInactive(S.h);
			S.normh=Util.maxabs(S.h);
			s2=C.dot(S.P2.g,S.h);
		}
		S.P2.s=s2;
	}
}