samer@0: /*
samer@0:  *	Copyright (c) 2000, Samer Abdallah, King's College London.
samer@0:  *	All rights reserved.
samer@0:  *
samer@0:  *	This software is provided AS iS and WITHOUT ANY WARRANTY; 
samer@0:  *	without even the implied warranty of MERCHANTABILITY or 
samer@0:  *	FITNESS FOR A PARTICULAR PURPOSE.
samer@0:  */
samer@0: 
samer@0: package samer.maths.opt;
samer@0: import  samer.maths.*;
samer@0: import  samer.core.*;
samer@0: 
samer@0: 
samer@0: public class CubicLineSearch
samer@0: {
samer@0: 	double	ZETA=0.0625;	// factor for safeguarding
samer@0: 	State		S;
samer@0: 	
samer@0: 	public CubicLineSearch(State s) { S=s; }
samer@0: 
samer@0: 	public void setSafeguardFactor( double z) { ZETA=z; }	
samer@0: 
samer@0: 	protected final double extrapolate()
samer@0: 	{
samer@0: 		double beta=S.cubic()-S.alpha;
samer@0: 
samer@0: 		if (Double.isInfinite(beta) || Double.isNaN(beta)) {
samer@0: 			return S.alpha*1.6;	
samer@0: 		} else if (beta>0) {
samer@0: 			if (beta<0.5*S.alpha) beta=S.alpha*0.5;
samer@0: 			else if (beta>2*S.alpha) beta=2*S.alpha;
samer@0: 			return beta;
samer@0: 		} else {
samer@0: 			return S.alpha*1.6;	
samer@0: 			// if (beta>8) beta=8;
samer@0: 		}
samer@0: 	}
samer@0: 
samer@0: 	protected final double interpolate()
samer@0: 	{
samer@0: 		if (S.P2.s>0) {
samer@0: 			double beta=S.cubic();
samer@0: 			double safe=ZETA*S.alpha;
samer@0: 			if (Double.isNaN(beta) || Double.isInfinite(beta)) {
samer@0: 				beta=S.alpha/2; // bisect
samer@0: 			} else if (beta<=safe || beta>=(S.alpha-safe)) {
samer@0: 				beta=S.alpha/2; // bisect
samer@0: 			} 
samer@0: 			if (S.alpha<0.1) beta/=2; //	adust
samer@0: 			return beta;
samer@0: 		} else {
samer@0: 			return S.alpha/2;
samer@0: 		}
samer@0: 	}
samer@0: 
samer@0: 	public void run(Condition convergence)
samer@0: 	{
samer@0: 		while (!convergence.test()) {
samer@0: 			if (S.P2.f<S.P1.f && S.P2.s<0) {
samer@0: 				double beta=extrapolate();
samer@0: 				S.move();
samer@0: 				S.step(beta);
samer@0: 			} else
samer@0: 				S.step(interpolate());
samer@0: 		}
samer@0: 	}
samer@0: }
samer@0: