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#include "ConjugateMinimizer.hpp" |
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#include "Utility.hpp" |
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ConjugateMinimizerBase::ConjugateMinimizerBase(NLModel1* nlmodel, MinimizerParameterSet* param) |
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: MinimizerUsingLineSearch(param){ |
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int dim; |
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model = nlmodel; |
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//set the dimension |
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#ifndef IS_MPI |
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dim = model->getDim(); |
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#else |
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dim = model->getDim(); |
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#endif |
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prevGrad.resize(dim); |
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gradient.resize(dim); |
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prevDirection.resize(dim); |
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direction.resize(dim); |
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} |
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bool ConjugateMinimizerBase::isSolvable(){ |
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//conjuage gradient can only solve unconstrained nonlinear model |
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if (!model->hasConstraint()) |
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if (!model->hasConstraints()) |
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return true; |
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else |
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return false; |
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} |
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void ConjugateMinimizerBase::Init(){ |
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} |
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void ConjugateMinimizerBase::printMinizerInfo(){ |
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} |
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void ConjugateMinimizerBase::Minimize(){ |
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void ConjugateMinimizerBase::minimize(){ |
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int maxIteration; |
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int nextRestIter; |
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int nextResetIter; |
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int resetFrq; |
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int nextWriteIter; |
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int writeFrq; |
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int lsStatus; |
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double gamma; |
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double lamda; |
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if (!isSolvable()){ |
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cout << "ConjugateMinimizerBase Error: This nonlinear model can not be solved by " << methodName <<endl; |
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cout << "ConjugateMinimizerBase Error: This nonlinear model can not be solved by " << minimizerName <<endl; |
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exit(1); |
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} |
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printMinizerInfo(); |
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resetFrq = paramSet->getResetFrq(); |
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nextRestIter = resetFrq; |
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nextResetIter = resetFrq; |
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writeFrq = paramSet->getWriteFrq(); |
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nextWriteIter = writeFrq; |
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prevGrad = model->calcGrad(); |
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direction = preGrad; |
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minX = model->getX(); |
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gradient = model->calcGrad(); |
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for(int i = 0; i < direction.size(); i++) |
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direction[i] = -gradient[i]; |
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maxIteration = paramSet->getMaxIteration(); |
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for(currentIter = 0;currentIter < maxIteration; currentIter++){ |
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for(currentIter = 1;currentIter <= maxIteration; currentIter++){ |
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// perform line search to minimize f(x + stepSize * direction) where stepSize > 0 |
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// perform line search to minimize f(x + lamda * direction) where stepSize > 0 |
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lsMinimizer->minimize(direction, 0.0, 1.0); |
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lsStatus = lsMinimizer->getMinimizationStatus(); |
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} |
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prevMinX = minX; |
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minX = minX + lsMinimizer->getMinVar() * direction; |
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lamda = lsMinimizer->getMinVar(); |
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for(int i = 0; i < direction.size(); i++) |
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minX[i] = minX[i] + lamda * direction[i]; |
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//calculate the gradient |
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prevGrad = gradient; |
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model->setX(minX); |
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gradient = model->calcGrad(); |
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// stop if converge |
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convStatus = checkConvergence(); |
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if (convStatus == ){ |
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if (checkConvergence() > 0){ |
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writeOut(minX, currentIter); |
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minStatus = MINSTATUS_CONVERGE; |
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//calculate the |
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gamma = calcGamma(grad, preGrad); |
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gamma = calcGamma(gradient, prevGrad); |
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// update new direction |
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prevDirection = direction; |
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direction += gamma * direction; |
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for(int i = 0; i < direction.size(); i++) |
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direction[i] = -gradient[i] + gamma * direction[i]; |
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// |
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if (currentIter == nextWriteIter){ |
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nextWriteIter += writeFrq; |
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//test absolute gradient tolerance |
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if (norm2(gradient) < paramSet->absGradTol) |
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if (sqrt(dotProduct(gradient, gradient)) < paramSet->getGTol()) |
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return 1; |
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else |
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return -1; |
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} |
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double FRCGMinimizer::calcGamma(vector<double>& newGrad, vector<double>& oldGrad){ |
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return norm2(newGrad) / norm2(oldGrad); |
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return dotProduct(newGrad, newGrad) / dotProduct(oldGrad, newGrad); |
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} |
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double PRCGMinimizer::calcGamma(vector<double>& newGrad, vector<double>& oldGrad){ |
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double gamma; |
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vector<double> deltaGrad; |
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for(int i = 0; i < newGrad.size(); i++) |
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deltaGrad.push_back(newGrad[i] - oldGrad[i]); |
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deltaGrad = newGrad - oldGrad; |
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return norm(deltaGrad, newGrad) / norm2(oldGrad); |
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return dotProduct(deltaGrad, newGrad) / dotProduct(oldGrad, oldGrad); |
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} |
