[ViewVC] Diff of: group/trunk/OOPSE/libmdtools/Minimizer1D.cpp

Comparing trunk/OOPSE/libmdtools/Minimizer1D.cpp (file contents):
Revision 1002 by tim, Mon Feb 2 20:29:41 2004 UTC vs.
Revision 1010 by tim, Tue Feb 3 20:43:08 2004 UTC

+#include "Minimizer1D.hpp"
-<
+void Minimizer1D::Minimize(vector<double>& direction), double left, double right); {
->
+#include "math.h"
->
->
+//----------------------------------------------------------------------------//
->
+void Minimizer1D::Minimize(vector<double>& direction, double left, double right){
+  setDirection(direction);
+  setRange(left,right);
+  minimize();
-<
+int Minimizer1D::checkConvergence(){
->
+//----------------------------------------------------------------------------//
->
+GoldenSectionMinimizer::GoldenSectionMinimizer(NLModel* nlp)
->
+                               :Minimizer1D(nlp){
->
+  setName("GoldenSection");
->
+}
-+
+int GoldenSectionMinimizer::checkConvergence(){
-+
+  if ((rightVar - leftVar) < stepTol)
-<
+    return
->
+    return 1;
+  else
+    return -1;
-–
+void GoldenSectionMinimizer::minimize(){
+  vector<double> tempX;
+  vector <double> currentX;
-<
+/*
-<
+ *
->
+/**
->
+ * Brent's method is a root-finding algorithm which combines root bracketing, interval bisection,
->
+ * and inverse quadratic interpolation.
+ */
-+
+BrentMinimizer::BrentMinimizer(NLModel* nlp)
-+
+                   :Minimizer1D(nlp){
-+
+  setName("Brent");
-+
+}
+void BrentMinimizer::minimize(){
-+
+  double fu, fv, fw;
-+
+  double p, q, r;
-+
+  double u, v, w;
-+
+  double d;
-+
+  double e;
-+
+  double etemp;
-+
+  double stepTol2;
-+
+  double fLeftVar, fRightVar;
-+
+  const double goldenRatio = 0.3819660;
-+
+  vector<double> tempX, currentX;
-+
-+
+  stepTol2 = 2 * stepTol;
-+
+  e = 0;
-+
+  d = 0;
-+
-+
+  currentX = tempX = model->getX();
-+
-+
+  tempX = currentX + leftVar * direction;
-+
+  fLeftVar = model->calcF(tempX);
-+
-+
+  tempX = currentX + rightVar * direction;
-+
+  fRightVar = model->calcF(tempX);
-+
-+
+  if(fRightVar < fLeftVar) {
-+
+    prevMinVar = rightVar;
-+
+    fPrevMinVar = fRightVar;
-+
+    v  = leftVar;
-+
+    fv = fLeftVar;
-+
+  }
-+
+  else {
-+
+    prevMinVar = leftVar;
-+
+    fPrevMinVar = fLeftVar;
-+
+    v  = rightVar;
-+
+    fv = fRightVar;
-+
+  }
-+
-+
+  midVar = leftVar + rightVar;
-+
+  for(currentIter = 0; currentIter < maxIteration; currentIter){
-+
+     // a trial parabolic fit
-+
+     if (fabs(e) > stepTol){
-+
+       r = (minVar - prevMinVar) * (fMinVar - fv);
-+
+       q = (minVar - v) * (fMinVar - fPrevMinVar);
-+
+       p = (minVar - v) *q -(minVar - prevMinVar)*r;
-+
+       q = 2.0 *(q-r);
-+
+       if (q > 0.0)
-+
+         p = -p;
-+
+       q = fabs(q);
-+
-+
+       etemp = e;
-+
+       e  = d;
-+
-+
+       if(fabs(p) >= fabs(0.5*q*etemp) || p <= q*(leftVar - minVar) || p >= q*(rightVar - minVar)){
-+
+         e =  minVar >= midVar ? leftVar - minVar : rightVar - minVar;
-+
+         d = goldenRatio * e;
-+
+       }
-+
+       else{
-+
+         d = p/q;
-+
+         u = minVar + d;
-+
+         if ( u - leftVar < stepTol2 || rightVar - u  < stepTol2)
-+
+           d = midVar > minVar ? stepTol : - stepTol;
-+
+       }
-+
+     }
-+
+     //golden section
-+
+     else{
-+
+       e = minVar >=midVar? leftVar - minVar : rightVar - minVar;
-+
+       d =goldenRatio * e;
-+
+     }
-+
-+
+     u = fabs(d) >= stepTol ? minVar + d : minVar + copysign(d, stepTol);
-+
-+
+     tempX = currentX + u * direction;
-+
+     fu = model->calcF();
-+
-+
+     if(fu <= fMinVar){
-+
-+
+       if(u >= minVar)
-+
+         leftVar = minVar;
-+
+       else
-+
+         rightVar = minVar;
-+
-+
+       v  = prevMinVar;
-+
+       fv = fPrevMinVar;
-+
+       prevMinVar = minVar;
-+
+       fPrevMinVar = fMinVar;
-+
+       minVar = u;
-+
+       fMinVar = fu;
-+
-+
+     }
-+
+     else{
-+
+       if (u < minVar) leftVar = u;
-+
+       else rightVar= u;
-+
+       if(fu <= fPrevMinVar || prevMinVar == minVar) {
-+
+         v  = prevMinVar;
-+
+         fv = fPrevMinVar;
-+
+         prevMinVar = u;
-+
+         fPrevMinVar = fu;
-+
+      }
-+
+      else if ( fu <= fv || v == minVar || v == prevMinVar ) {
-+
+        v  = u;
-+
+         fv = fu;
-+
+      }
-+
+    }
-+
-+
+    midVar = leftVar + rightVar;
-+
-+
+     if (checkConvergence() > 0){
-+
+       minStatus = MINSTATUS_CONVERGE;
-+
+       return;
-+
+     }
-+
+  minStatus = MINSTATUS_MAXITER;
-<
+  return;
->
+  return;
-+
-+
+int BrentMinimizer::checkConvergence(){
-+
-+
+  if (fabs(minVar - midVar) <  stepTol)
-+
+    return 1;
-+
+  else
-+
+    return -1;
-+
+}

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+Removed lines
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+Added lines
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Comparing trunk/OOPSE/libmdtools/Minimizer1D.cpp (file contents): Revision 1002 by tim, Mon Feb 2 20:29:41 2004 UTC vs. Revision 1010 by tim, Tue Feb 3 20:43:08 2004 UTC

Diff Legend

Comparing trunk/OOPSE/libmdtools/Minimizer1D.cpp (file contents):
Revision 1002 by tim, Mon Feb 2 20:29:41 2004 UTC vs.
Revision 1010 by tim, Tue Feb 3 20:43:08 2004 UTC