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: import  samer.core.types.*;
samer@0: import  samer.core.util.*;
samer@0: import  samer.tools.*;
samer@0: import	samer.core.util.swing.*;
samer@0: import	java.awt.*;
samer@0: import	java.util.*;
samer@0: 
samer@0: /**
samer@0: 		This is a base class for running multidimensional optimisation
samer@0: 		It requires the following objects to exist in object space
samer@0: 		(they are used by the State base class default constructor)
samer@0: 
samer@0: 		Functionx	"functionx":	the function to be minimised
samer@0: 		VVector		"vector":		the vector to work with
samer@0: 
samer@0: 		ConstrainedMinimiser also requires "constraintClass" to
samer@0: 		exist.
samer@0: 
samer@0:   */
samer@0: 
samer@0: 
samer@0: public abstract class MinimiserBase extends State implements SafeTask, Agent
samer@0: {
samer@0: 	// private Node	node;
samer@0: 
samer@0: 	protected VVector					x1,x2,g1,g2,vh;
samer@0: 	protected VDouble				beta; // initial step length
samer@0: 	protected CubicLineSearch		ls;
samer@0: 	protected LSCondition			lstest; // convergence test for line search
samer@0: 	protected AbsXFConvergence	xfconv; // convergence test for optimisation
samer@0: 	protected GConvergence		gconv;
samer@0: 	protected double					XTOL=1e-4;
samer@0: 	protected VInteger				vmaxiter;
samer@0: 	protected boolean					flange;	// signal vector changes every iteration
samer@0: 
samer@0: 	protected Meter				lsiters, iters;
samer@0: 	protected Meter				steplength;
samer@0: 	protected LED					sig1, sig2, sig3;
samer@0: 	
samer@0: 	private LinkedList<Viewable> viewables;
samer@0: 
samer@0: 	public MinimiserBase(Vec x, Functionx func)
samer@0: 	{
samer@0: 		super(x, func);
samer@0: 
samer@0: 		// node = new Node("Minimiser");
samer@0: 		//Shell.push(node);
samer@0: 
samer@0: 		boolean oldreg=Shell.setAutoRegister(false);
samer@0: 		viewables = new LinkedList<Viewable>();
samer@0: 
samer@0: 		x1 = new VVector("x1", P1.x); // independent view?
samer@0: 		x2 = new VVector("x2", P2.x);
samer@0: 		g1 = new VVector("g1", P1.g);
samer@0: 		g2 = new VVector("g2", P2.g);
samer@0: 		vh  = new VVector("h", h);
samer@0: 		beta = new VDouble("beta",1);
samer@0: 		vmaxiter=new VInteger("maxiter",400);
samer@0: 		xfconv=new AbsXFConvergence();
samer@0: 		gconv=new GConvergence();
samer@0: 		gconv.setGTolerance(0.005);
samer@0: 		flange=Shell.getBoolean("vprogress",false);
samer@0: 		ls = new CubicLineSearch(this);
samer@0: 		ls.setSafeguardFactor(0.125);
samer@0: 		lstest = new LSCondition();
samer@0: 
samer@0: 		steplength = createMeter("step length",2,false,new Color(200,170,0));
samer@0: 		lsiters = createMeter("line search iterations",20,false,new Color(90,100,255));
samer@0: 		iters   = createMeter("iterations",2*x1.size(), true, new Color(200,50,0));
samer@0: 		sig1 = new LED(new Color(240,190,20));
samer@0: 		sig2 = new LED(new Color(90,100,255));
samer@0: 		sig3 = new LED(new Color(250,60,20));
samer@0: 		sig1.setToolTipText("Tiny line search step");
samer@0: 		sig2.setToolTipText("Resetting Hessian, trying steepest descent");
samer@0: 		sig3.setToolTipText("Maximum iterations reached");
samer@0: 
samer@0: 
samer@0: 		// register some viewables locally
samer@0: 		// add(x1); add(x2); add(g1); add(g2); add(vh); 
samer@0: 		add(beta);
samer@0: 		add(vmaxiter);
samer@0: 
samer@0: 		add(new VParameter("xtol", new Parameter() {
samer@0: 				public void setParameter(double t) {
samer@0: 					xfconv.setXTolerance(t);
samer@0: 					XTOL=t;
samer@0: 				}
samer@0: 			} )
samer@0: 		);
samer@0: 
samer@0: 		add(new VParameter("ftol", new Parameter() {
samer@0: 				public void setParameter(double t) {
samer@0: 					xfconv.setFTolerance(t);
samer@0: 				}
samer@0: 			} )
samer@0: 		);
samer@0: 
samer@0: 		add(new VParameter("gtol", new Parameter() {
samer@0: 				public void setParameter(double t) {
samer@0: 					gconv.setGTolerance(t);
samer@0: 				}
samer@0: 			} )
samer@0: 		);
samer@0: 
samer@0: 		add(new VParameter("ZETA", new Parameter() {
samer@0: 				public void setParameter(double t) {
samer@0: 					ls.setSafeguardFactor(t);
samer@0: 				}
samer@0: 			} )
samer@0: 		);
samer@0: 		Shell.setAutoRegister(oldreg);
samer@0: 		// Shell.pop();
samer@0: 	}
samer@0: 
samer@0: 	public Viewer getViewer() {
samer@0: 		return new VPanel() {
samer@0: 			{
samer@0: 				setLayout( new StackLayout());
samer@0: 				// add(Shell.createButtonsFor(MinimiserBase.this));
samer@0: 
samer@0: 				// set default border for meterbox and signal box?
samer@0: 				VPanel meterbox = new VPanel();
samer@0: 				//meterbox.setChildBorder(BorderFactory.createLoweredBevelBorder());
samer@0: 				meterbox.setLayout( new StackLayout(8));
samer@0: 				meterbox.add(steplength);
samer@0: 				meterbox.add(iters);
samer@0: 				meterbox.add(lsiters);
samer@0: 
samer@0: 				VPanel signalbox = new VPanel();
samer@0: 				//signalbox.setChildBorder(BorderFactory.createLoweredBevelBorder());
samer@0: 				signalbox.setLayout( new FlowLayout(FlowLayout.LEFT));
samer@0: 				signalbox.add(sig1);
samer@0: 				signalbox.add(sig2);
samer@0: 				signalbox.add(sig3);
samer@0: 
samer@0: 				add(meterbox);
samer@0: 				add(signalbox);
samer@0: 				
samer@0: 				add(x1); add(x2); add(g1); add(g2); add(vh);
samer@0: 				for (Iterator<Viewable> it=viewables.iterator(); it.hasNext();) {
samer@0: 					add(it.next());
samer@0: 				}
samer@0: 				// now add all other viewables
samer@0: 			}
samer@0: 		};
samer@0: 	}
samer@0: 
samer@0: 	public void dispose() { super.dispose(); }
samer@0: 
samer@0: 	public void add(Viewable vbl) { viewables.add(vbl); }
samer@0: 	public Viewable[] getViewables() { return viewables.toArray(new Viewable[0]); }
samer@0: 
samer@0: 	public int  getMaxiter() { return vmaxiter.value; }
samer@0: 	protected void perIteration() {	if (flange) x1.changed(); }
samer@0: 	protected void perOptimisation(int i) {
samer@0: 		if (P2.f<=P1.f) {
samer@0: 			move();
samer@0: 			if (flange) x1.changed();
samer@0: 		}
samer@0: 
samer@0: 		iters.next(i);
samer@0: 		if (i<vmaxiter.value) sig3.off();
samer@0: 		else sig3.on();
samer@0: 	}
samer@0: 
samer@0: 	public void starting() {}
samer@0: 	public void stopping() {}
samer@0: 
samer@0: 	public void getCommands(Agent.Registry r) {
samer@0: 		r.add("eval").add("step").add("move").add("turn").add("info");
samer@0: 	}
samer@0: 
samer@0: 	public void execute(String cmd, Environment env) throws Exception
samer@0: 	{
samer@0: 		if (cmd.equals("step")) {
samer@0: 			step(beta.value);
samer@0: 			g2.changed();
samer@0: 			x2.changed();
samer@0: 		} else if (cmd.equals("info")) Shell.print(toString());
samer@0: 		else if (cmd.equals("move")) {
samer@0: 			steplength.next(alpha);
samer@0: 			move();
samer@0: 			x1.changed();
samer@0: 			g1.changed();
samer@0: 		} else if (cmd.equals("eval")) {
samer@0: 			evaluate();
samer@0: 			x1.changed();
samer@0: 			g1.changed();
samer@0: 			setSlope();
samer@0: 		} else if (cmd.equals("turn")) {
samer@0: 			Mathx.negate(P1.g,h);
samer@0: 			setSlope();
samer@0: 			vh.changed();
samer@0: 		}
samer@0: 	}
samer@0: 
samer@0: 	class LSCondition implements Condition
samer@0: 	{
samer@0: 		double MU=1e-4;		// ensure function decreases enough
samer@0: 		double ETA=0.1;		// ensure gradient is smaller than last
samer@0: 		int		count;
samer@0: 		boolean tiny;
samer@0: 
samer@0: 		LSCondition()
samer@0: 		{
samer@0: 			add(new VParameter("ETA",new DoubleModel() {
samer@0: 					public double get() { return ETA; }
samer@0: 					public void set(double t) { ETA=t; }
samer@0: 				} )
samer@0: 			);
samer@0: 		}
samer@0: 
samer@0: 		public void init() { tiny=false; count=0; }
samer@0: 		public boolean test()
samer@0: 		{
samer@0: 			if (count++>96) {
samer@0: 				Shell.trace("\n**** LINE SEARCH OVERRUN ****\n");
samer@0: 				return true;
samer@0: 			}
samer@0: 			if (alpha*normh<XTOL) { tiny=true; return true; }
samer@0: 			return (P2.f<P1.f+MU*alpha*P1.s) && (Math.abs(P2.s)<-ETA*P1.s);
samer@0: 		}
samer@0: 	}
samer@0: 
samer@0: 	private static Meter createMeter(String label, double max, boolean reinit, Color color) {
samer@0: 		Shell.push(label);
samer@0: 		Meter m=new Meter();
samer@0: 		m.setForeground(color);
samer@0: 		m.setBackground(color.darker().darker());
samer@0: 		m.getMap().setDomain(0,max);
samer@0: 		m.setToolTipText(label);
samer@0: 		m.exposeMap(reinit);
samer@0: 		Shell.pop();
samer@0: 		return m;
samer@0: 	}
samer@0: }