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MATH-621 

Function "prelim": Local variables defined at initialization.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1159792 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Gilles Sadowski 2011-08-19 21:35:19 +00:00
parent 591e3d166e
commit 1f0c4c9451
1 changed files with 59 additions and 63 deletions
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120
src/main/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizer.java
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@ -565,12 +565,15 @@ public class BOBYQAOptimizer
if (dsq <= xoptsq * ONE_OVER_A_THOUSAND) {
fracsq = xoptsq * ONE_OVER_FOUR;
sumpq = ZERO;
// final RealVector sumVector
// = new ArrayRealVector(npt, -HALF * xoptsq).add(xpt.operate(xopt));
for (int k = 0; k < npt; k++) {
sumpq += pq.getEntry(k);
sum = -HALF * xoptsq;
for (int i = 0; i < n; i++) {
sum += xpt.getEntry(k, i) * xopt.getEntry(i);
}
// sum = sumVector.getEntry(k); // XXX "testAckley" and "testDiffPow" fail.
work2.setEntry(k, sum);
temp = fracsq - HALF * sum;
for (int i = 0; i < n; i++) {
@ -1648,23 +1651,9 @@ public class BOBYQAOptimizer
final int ndim = bmat.getRowDimension();
final double rhosq = initialTrustRegionRadius * initialTrustRegionRadius;
final double recip = ONE / rhosq;
final double recip = 1d / rhosq;
final int np = n + 1;
// System generated locals
double d__1, d__2, d__3, d__4;
// Local variables
double f;
int ih, nfm;
int nfx = 0, ipt = 0, jpt = 0;
double fbeg = 0, diff = 0, temp = 0, stepa = 0, stepb = 0;
int itemp;
// Set some constants.
// Function Body
// Set XBASE to the initial vector of variables, and set the initial
// elements of XPT, BMAT, HQ, PQ and ZMAT to zero.
@ -1691,41 +1680,47 @@ public class BOBYQAOptimizer
// of function values so far. The coordinates of the displacement of the
// next initial interpolation point from XBASE are set in XPT(NF+1,.).
int ipt = 0;
int jpt = 0;
double fbeg = Double.NaN;
do {
nfm = getEvaluations();
nfx = getEvaluations() - n;
final int nfm = getEvaluations();
final int nfx = nfm - n;
final int nfmm = nfm - 1;
final int nfxm = nfx - 1;
if (nfm <= n << 1) {
if (nfm >= 1 && nfm <= n) {
double stepa = 0;
double stepb = 0;
if (nfm <= 2 * n) {
if (nfm >= 1 &&
nfm <= n) {
stepa = initialTrustRegionRadius;
if (su.getEntry(nfmm) == ZERO) {
stepa = -stepa;
throw new PathIsExploredException(); // XXX
}
xpt.setEntry(nfm, nfmm, stepa);
} else if (nfm > n) {
stepa = xpt.getEntry(nfx, nfxm);
stepb = -initialTrustRegionRadius;
if (sl.getEntry(nfxm) == ZERO) {
// Computing MIN
final double d1 = TWO * initialTrustRegionRadius;
stepb = Math.min(d1, su.getEntry(nfxm));
stepb = Math.min(TWO * initialTrustRegionRadius, su.getEntry(nfxm));
throw new PathIsExploredException(); // XXX
}
if (su.getEntry(nfxm) == ZERO) {
// Computing MAX
final double d1 = -TWO * initialTrustRegionRadius;
stepb = Math.max(d1, sl.getEntry(nfxm));
stepb = Math.max(-TWO * initialTrustRegionRadius, sl.getEntry(nfxm));
throw new PathIsExploredException(); // XXX
}
xpt.setEntry(nfm, nfxm, stepb);
}
} else {
itemp = (nfm - np) / n;
jpt = nfm - itemp * n - n;
ipt = jpt + itemp;
final int tmp1 = (nfm - np) / n;
jpt = nfm - tmp1 * n - n;
ipt = jpt + tmp1;
if (ipt > n) {
itemp = jpt;
final int tmp2 = jpt;
jpt = ipt - n;
ipt = itemp;
ipt = tmp2;
throw new PathIsExploredException(); // XXX
}
xpt.setEntry(nfm, ipt, xpt.getEntry(ipt, ipt));
xpt.setEntry(nfm, jpt, xpt.getEntry(jpt, jpt));
@ -1735,13 +1730,9 @@ public class BOBYQAOptimizer
// its index are required.
for (int j = 0; j < n; j++) {
// Computing MIN
// Computing MAX
d__3 = lowerBound[j];
d__4 = xbase.getEntry(j) + xpt.getEntry(nfm, j);
d__1 = Math.max(d__3, d__4);
d__2 = upperBound[j];
currentBest.setEntry(j, Math.min(d__1, d__2));
currentBest.setEntry(j, Math.min(Math.max(lowerBound[j],
xbase.getEntry(j) + xpt.getEntry(nfm, j)),
upperBound[j]));
if (xpt.getEntry(nfm, j) == sl.getEntry(j)) {
currentBest.setEntry(j, lowerBound[j]);
}
@ -1750,12 +1741,12 @@ public class BOBYQAOptimizer
}
}
f = computeObjectiveValue(currentBest.getData());
if (!isMinimize)
f = -f;
final double objectiveValue = computeObjectiveValue(currentBest.getData());
final double f = isMinimize ? objectiveValue : -objectiveValue;
final int numEval = getEvaluations(); // nfm + 1
fval.setEntry(nfm, f);
if (getEvaluations() == 1) {
if (numEval == 1) {
fbeg = f;
trustRegionCenterInterpolationPointIndex = 0;
} else if (f < fval.getEntry(trustRegionCenterInterpolationPointIndex)) {
@ -1768,20 +1759,23 @@ public class BOBYQAOptimizer
// order that the function value at the first of them contributes to the
// off-diagonal second derivative terms of the initial quadratic model.
if (getEvaluations() <= (n << 1) + 1) {
if (getEvaluations() >= 2 && getEvaluations() <= n + 1) {
if (numEval <= 2 * n + 1) {
if (numEval >= 2 &&
numEval <= n + 1) {
gopt.setEntry(nfmm, (f - fbeg) / stepa);
if (npt < getEvaluations() + n) {
bmat.setEntry(0, nfmm, -ONE / stepa);
bmat.setEntry(nfm, nfmm, ONE / stepa);
if (npt < numEval + n) {
final double oneOverStepA = ONE / stepa;
bmat.setEntry(0, nfmm, -oneOverStepA);
bmat.setEntry(nfm, nfmm, oneOverStepA);
bmat.setEntry(npt + nfmm, nfmm, -HALF * rhosq);
throw new PathIsExploredException(); // XXX
}
} else if (getEvaluations() >= n + 2) {
ih = nfx * (nfx + 1) / 2 - 1;
temp = (f - fbeg) / stepb;
diff = stepb - stepa;
hq.setEntry(ih, TWO * (temp - gopt.getEntry(nfxm)) / diff);
gopt.setEntry(nfxm, (gopt.getEntry(nfxm) * stepb - temp * stepa) / diff);
} else if (numEval >= n + 2) {
final int ih = nfx * (nfx + 1) / 2 - 1;
final double tmp = (f - fbeg) / stepb;
final double diff = stepb - stepa;
hq.setEntry(ih, TWO * (tmp - gopt.getEntry(nfxm)) / diff);
gopt.setEntry(nfxm, (gopt.getEntry(nfxm) * stepb - tmp * stepa) / diff);
if (stepa * stepb < ZERO) {
if (f < fval.getEntry(nfm - n)) {
fval.setEntry(nfm, fval.getEntry(nfm - n));
@ -1794,27 +1788,29 @@ public class BOBYQAOptimizer
}
}
bmat.setEntry(0, nfxm, -(stepa + stepb) / (stepa * stepb));
bmat.setEntry(nfm, nfxm, -HALF /
xpt.getEntry(nfm - n, nfxm));
bmat.setEntry(nfm - n, nfxm, -bmat.getEntry(0, nfxm) -
bmat.getEntry(nfm, nfxm));
bmat.setEntry(nfm, nfxm, -HALF / xpt.getEntry(nfm - n, nfxm));
bmat.setEntry(nfm - n, nfxm,
-bmat.getEntry(0, nfxm) - bmat.getEntry(nfm, nfxm));
zmat.setEntry(0, nfxm, Math.sqrt(TWO) / (stepa * stepb));
zmat.setEntry(nfm, nfxm, Math.sqrt(HALF) / rhosq);
zmat.setEntry(nfm - n, nfxm, -zmat.getEntry(0, nfxm) -
zmat.getEntry(nfm, nfxm));
// zmat.setEntry(nfm, nfxm, Math.sqrt(HALF) * recip); // XXX "testAckley" and "testDiffPow" fail.
zmat.setEntry(nfm - n, nfxm,
-zmat.getEntry(0, nfxm) - zmat.getEntry(nfm, nfxm));
}
// Set the off-diagonal second derivatives of the Lagrange functions and
// the initial quadratic model.
} else {
ih = ipt * (ipt - 1) / 2 + jpt - 1;
zmat.setEntry(0, nfxm, recip);
zmat.setEntry(nfm, nfxm, recip);
zmat.setEntry(ipt, nfxm, -recip);
zmat.setEntry(jpt, nfxm, -recip);
temp = xpt.getEntry(nfm, ipt - 1) * xpt.getEntry(nfm, jpt - 1);
hq.setEntry(ih, (fbeg - fval.getEntry(ipt) - fval.getEntry(jpt) + f) / temp);
final int ih = ipt * (ipt - 1) / 2 + jpt - 1;
final double tmp = xpt.getEntry(nfm, ipt - 1) * xpt.getEntry(nfm, jpt - 1);
hq.setEntry(ih, (fbeg - fval.getEntry(ipt) - fval.getEntry(jpt) + f) / tmp);
throw new PathIsExploredException(); // XXX
}
} while (getEvaluations() < npt);
} // prelim