Author: erans
Date: Wed Aug 17 14:00:56 2011
New Revision: 1158716
URL: http://svn.apache.org/viewvc?rev=1158716&view=rev
Log:
MATH-621
Function "altmov": All local variables defined at initialization.
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizer.java
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizer.java?rev=1158716&r1=1158715&r2=1158716&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizer.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizer.java
Wed Aug 17 14:00:56 2011
@@ -1304,40 +1304,17 @@ public class BOBYQAOptimizer
final ArrayRealVector work1 = new ArrayRealVector(n);
final ArrayRealVector work2 = new ArrayRealVector(n);
- double alpha = Double.NaN;
- double cauchy = Double.NaN;
-
- // System generated locals
- double d__1, d__2, d__3, d__4;
-
- // Local variables
- double ha, gw, diff;
- int ilbd, isbd;
- double slbd;
- int iubd;
- double vlag, subd, temp;
- int ksav = 0;
- double step = 0, curv = 0;
- int iflag;
- double scale = 0, csave = 0, tempa = 0, tempb = 0, tempd = 0, const__
= 0, sumin = 0,
- ggfree = 0;
- int ibdsav = 0;
- double dderiv = 0, bigstp = 0, predsq = 0, presav = 0, distsq = 0,
stpsav = 0, wfixsq = 0, wsqsav = 0;
-
-
- // Function Body
- const__ = ONE + Math.sqrt(2.);
for (int k = 0; k < npt; k++) {
hcol.setEntry(k, ZERO);
}
for (int j = 0, max = npt - n - 1; j < max; j++) {
- temp = zmat.getEntry(knew, j);
+ final double tmp = zmat.getEntry(knew, j);
for (int k = 0; k < npt; k++) {
- hcol.setEntry(k, hcol.getEntry(k) + temp * zmat.getEntry(k,
j));
+ hcol.setEntry(k, hcol.getEntry(k) + tmp * zmat.getEntry(k, j));
}
}
- alpha = hcol.getEntry(knew);
- ha = HALF * alpha;
+ final double alpha = hcol.getEntry(knew);
+ final double ha = HALF * alpha;
// Calculate the gradient of the KNEW-th Lagrange function at XOPT.
@@ -1345,13 +1322,13 @@ public class BOBYQAOptimizer
glag.setEntry(i, bmat.getEntry(knew, i));
}
for (int k = 0; k < npt; k++) {
- temp = ZERO;
+ double tmp = ZERO;
for (int j = 0; j < n; j++) {
- temp += xpt.getEntry(k, j) * xopt.getEntry(j);
+ tmp += xpt.getEntry(k, j) * xopt.getEntry(j);
}
- temp = hcol.getEntry(k) * temp;
+ tmp *= hcol.getEntry(k);
for (int i = 0; i < n; i++) {
- glag.setEntry(i, glag.getEntry(i) + temp * xpt.getEntry(k, i));
+ glag.setEntry(i, glag.getEntry(i) + tmp * xpt.getEntry(k, i));
}
}
@@ -1361,50 +1338,52 @@ public class BOBYQAOptimizer
// set to the square of the predicted denominator for each line. PRESAV
// will be set to the largest admissible value of PREDSQ that occurs.
- presav = ZERO;
+ double presav = ZERO;
+ double step = Double.NaN;
+ int ksav = 0;
+ int ibdsav = 0;
+ double stpsav = 0;
for (int k = 0; k < npt; k++) {
if (k == trustRegionCenterInterpolationPointIndex) {
continue;
}
- dderiv = ZERO;
- distsq = ZERO;
+ double dderiv = ZERO;
+ double distsq = ZERO;
for (int i = 0; i < n; i++) {
- temp = xpt.getEntry(k, i) - xopt.getEntry(i);
- dderiv += glag.getEntry(i) * temp;
- distsq += temp * temp;
- }
- subd = adelt / Math.sqrt(distsq);
- slbd = -subd;
- ilbd = 0;
- iubd = 0;
- sumin = Math.min(ONE, subd);
+ final double tmp = xpt.getEntry(k, i) - xopt.getEntry(i);
+ dderiv += glag.getEntry(i) * tmp;
+ distsq += tmp * tmp;
+ }
+ double subd = adelt / Math.sqrt(distsq);
+ double slbd = -subd;
+ int ilbd = 0;
+ int iubd = 0;
+ final double sumin = Math.min(ONE, subd);
// Revise SLBD and SUBD if necessary because of the bounds in SL
and SU.
for (int i = 0; i < n; i++) {
- temp = xpt.getEntry(k, i) - xopt.getEntry(i);
- if (temp > ZERO) {
- if (slbd * temp < sl.getEntry(i) - xopt.getEntry(i)) {
- slbd = (sl.getEntry(i) - xopt.getEntry(i)) / temp;
+ final double tmp = xpt.getEntry(k, i) - xopt.getEntry(i);
+ if (tmp > ZERO) {
+ if (slbd * tmp < sl.getEntry(i) - xopt.getEntry(i)) {
+ slbd = (sl.getEntry(i) - xopt.getEntry(i)) / tmp;
ilbd = -i - 1;
}
- if (subd * temp > su.getEntry(i) - xopt.getEntry(i)) {
+ if (subd * tmp > su.getEntry(i) - xopt.getEntry(i)) {
// Computing MAX
- d__1 = sumin;
- d__2 = (su.getEntry(i) - xopt.getEntry(i)) / temp;
- subd = Math.max(d__1, d__2);
- iubd = i+1;
- }
- } else if (temp < ZERO) {
- if (slbd * temp > su.getEntry(i) - xopt.getEntry(i)) {
- slbd = (su.getEntry(i) - xopt.getEntry(i)) / temp;
- ilbd = i+1;
+ subd = Math.max(sumin,
+ (su.getEntry(i) - xopt.getEntry(i)) /
tmp);
+ iubd = i + 1;
+ }
+ } else if (tmp < ZERO) {
+ if (slbd * tmp > su.getEntry(i) - xopt.getEntry(i)) {
+ slbd = (su.getEntry(i) - xopt.getEntry(i)) / tmp;
+ ilbd = i + 1;
}
- if (subd * temp < sl.getEntry(i) - xopt.getEntry(i)) {
+ if (subd * tmp < sl.getEntry(i) - xopt.getEntry(i)) {
// Computing MAX
- d__1 = sumin;
- d__2 = (sl.getEntry(i) - xopt.getEntry(i)) / temp;
- subd = Math.max(d__1, d__2);
+ subd = Math.max(sumin,
+ (sl.getEntry(i) - xopt.getEntry(i)) /
tmp);
iubd = -i - 1;
}
}
@@ -1413,25 +1392,26 @@ public class BOBYQAOptimizer
// Seek a large modulus of the KNEW-th Lagrange function when the
index
// of the other interpolation point on the line through XOPT is
KNEW.
+ step = slbd;
+ int isbd = ilbd;
+ double vlag = Double.NaN;
if (k == knew) {
- diff = dderiv - ONE;
- step = slbd;
+ final double diff = dderiv - ONE;
vlag = slbd * (dderiv - slbd * diff);
- isbd = ilbd;
- temp = subd * (dderiv - subd * diff);
- if (Math.abs(temp) > Math.abs(vlag)) {
+ final double d1 = subd * (dderiv - subd * diff);
+ if (Math.abs(d1) > Math.abs(vlag)) {
step = subd;
- vlag = temp;
+ vlag = d1;
isbd = iubd;
}
- tempd = HALF * dderiv;
- tempa = tempd - diff * slbd;
- tempb = tempd - diff * subd;
- if (tempa * tempb < ZERO) {
- temp = tempd * tempd / diff;
- if (Math.abs(temp) > Math.abs(vlag)) {
- step = tempd / diff;
- vlag = temp;
+ final double d2 = HALF * dderiv;
+ final double d3 = d2 - diff * slbd;
+ final double d4 = d2 - diff * subd;
+ if (d3 * d4 < ZERO) {
+ final double d5 = d2 * d2 / diff;
+ if (Math.abs(d5) > Math.abs(vlag)) {
+ step = d2 / diff;
+ vlag = d5;
isbd = 0;
}
}
@@ -1439,17 +1419,15 @@ public class BOBYQAOptimizer
// Search along each of the other lines through XOPT and
another point.
} else {
- step = slbd;
vlag = slbd * (ONE - slbd);
- isbd = ilbd;
- temp = subd * (ONE - subd);
- if (Math.abs(temp) > Math.abs(vlag)) {
+ final double tmp = subd * (ONE - subd);
+ if (Math.abs(tmp) > Math.abs(vlag)) {
step = subd;
- vlag = temp;
+ vlag = tmp;
isbd = iubd;
}
if (subd > HALF) {
- if (Math.abs(vlag) < .25) {
+ if (Math.abs(vlag) < ONE_OVER_FOUR) {
step = HALF;
vlag = ONE_OVER_FOUR;
isbd = 0;
@@ -1460,8 +1438,8 @@ public class BOBYQAOptimizer
// Calculate PREDSQ for the current line search and maintain
PRESAV.
- temp = step * (ONE - step) * distsq;
- predsq = vlag * vlag * (vlag * vlag + ha * temp * temp);
+ final double tmp = step * (ONE - step) * distsq;
+ final double predsq = vlag * vlag * (vlag * vlag + ha * tmp * tmp);
if (predsq > presav) {
presav = predsq;
ksav = k;
@@ -1473,13 +1451,9 @@ public class BOBYQAOptimizer
// Construct XNEW in a way that satisfies the bound constraints
exactly.
for (int i = 0; i < n; i++) {
- temp = xopt.getEntry(i) + stpsav * (xpt.getEntry(ksav, i) -
xopt.getEntry(i));
- // Computing MAX
- // Computing MIN
- d__3 = su.getEntry(i);
- d__1 = sl.getEntry(i);
- d__2 = Math.min(d__3, temp);
- xnew.setEntry(i, Math.max(d__1, d__2));
+ final double tmp = xopt.getEntry(i) + stpsav * (xpt.getEntry(ksav,
i) - xopt.getEntry(i));
+ xnew.setEntry(i, Math.max(sl.getEntry(i),
+ Math.min(su.getEntry(i), tmp)));
}
if (ibdsav < 0) {
xnew.setEntry(-ibdsav - 1, sl.getEntry(-ibdsav - 1));
@@ -1492,50 +1466,43 @@ public class BOBYQAOptimizer
// step in W. The sum of squares of the fixed components of W is
formed in
// WFIXSQ, and the free components of W are set to BIGSTP.
- bigstp = adelt + adelt;
- iflag = 0;
-
+ final double bigstp = adelt + adelt;
+ int iflag = 0;
+ double cauchy = Double.NaN;
+ double csave = ZERO;
L100: for(;;) {
- wfixsq = ZERO;
- ggfree = ZERO;
+ double wfixsq = ZERO;
+ double ggfree = ZERO;
for (int i = 0; i < n; i++) {
+ final double glagValue = glag.getEntry(i);
work1.setEntry(i, ZERO);
- // Computing MIN
- d__1 = xopt.getEntry(i) - sl.getEntry(i);
- d__2 = glag.getEntry(i);
- tempa = Math.min(d__1, d__2);
- // Computing MAX
- d__1 = xopt.getEntry(i) - su.getEntry(i);
- d__2 = glag.getEntry(i);
- tempb = Math.max(d__1, d__2);
- if (tempa > ZERO || tempb < ZERO) {
+ if (Math.min(xopt.getEntry(i) - sl.getEntry(i), glagValue) >
ZERO ||
+ Math.max(xopt.getEntry(i) - su.getEntry(i), glagValue) <
ZERO) {
work1.setEntry(i, bigstp);
// Computing 2nd power
- final double d1 = glag.getEntry(i);
- ggfree += d1 * d1;
+ ggfree += glagValue * glagValue;
}
}
if (ggfree == ZERO) {
- cauchy = ZERO;
- return new double[] { alpha, cauchy };
+ return new double[] { alpha, ZERO };
}
// Investigate whether more components of W can be fixed.
L120: {
- temp = adelt * adelt - wfixsq;
- if (temp > ZERO) {
- wsqsav = wfixsq;
- step = Math.sqrt(temp / ggfree);
+ final double tmp = adelt * adelt - wfixsq;
+ if (tmp > ZERO) {
+ final double wsqsav = wfixsq;
+ step = Math.sqrt(tmp / ggfree);
ggfree = ZERO;
for (int i = 0; i < n; i++) {
if (work1.getEntry(i) == bigstp) {
- temp = xopt.getEntry(i) - step * glag.getEntry(i);
- if (temp <= sl.getEntry(i)) {
+ final double tmp2 = xopt.getEntry(i) - step *
glag.getEntry(i);
+ if (tmp2 <= sl.getEntry(i)) {
work1.setEntry(i, sl.getEntry(i) -
xopt.getEntry(i));
// Computing 2nd power
final double d1 = work1.getEntry(i);
wfixsq += d1 * d1;
- } else if (temp >= su.getEntry(i)) {
+ } else if (tmp2 >= su.getEntry(i)) {
work1.setEntry(i, su.getEntry(i) -
xopt.getEntry(i));
// Computing 2nd power
final double d1 = work1.getEntry(i);
@@ -1547,7 +1514,8 @@ public class BOBYQAOptimizer
}
}
}
- if (!(wfixsq > wsqsav && ggfree > ZERO)) {
+ if (!(wfixsq > wsqsav &&
+ ggfree > ZERO)) {
break L120;
}
}} // end L120
@@ -1555,21 +1523,22 @@ public class BOBYQAOptimizer
// Set the remaining free components of W and all components of
XALT,
// except that W may be scaled later.
- gw = ZERO;
+ double gw = ZERO;
for (int i = 0; i < n; i++) {
+ final double glagValue = glag.getEntry(i);
if (work1.getEntry(i) == bigstp) {
- work1.setEntry(i, -step * glag.getEntry(i));
+ work1.setEntry(i, -step * glagValue);
final double min = Math.min(su.getEntry(i),
xopt.getEntry(i) +
work1.getEntry(i));
xalt.setEntry(i, Math.max(sl.getEntry(i), min));
} else if (work1.getEntry(i) == ZERO) {
xalt.setEntry(i, xopt.getEntry(i));
- } else if (glag.getEntry(i) > ZERO) {
+ } else if (glagValue > ZERO) {
xalt.setEntry(i, sl.getEntry(i));
} else {
xalt.setEntry(i, su.getEntry(i));
}
- gw += glag.getEntry(i) * work1.getEntry(i);
+ gw += glagValue * work1.getEntry(i);
}
// Set CURV to the curvature of the KNEW-th Lagrange function
along W.
@@ -1577,26 +1546,24 @@ public class BOBYQAOptimizer
// the Lagrange function at XOPT+W. Set CAUCHY to the final value
of
// the square of this function.
- curv = ZERO;
+ double curv = ZERO;
for (int k = 0; k < npt; k++) {
- temp = ZERO;
+ double tmp = ZERO;
for (int j = 0; j < n; j++) {
- temp += xpt.getEntry(k, j) * work1.getEntry(j);
+ tmp += xpt.getEntry(k, j) * work1.getEntry(j);
}
- curv += hcol.getEntry(k) * temp * temp;
+ curv += hcol.getEntry(k) * tmp * tmp;
}
if (iflag == 1) {
curv = -curv;
}
- if (curv > -gw && curv < -const__ * gw) {
- scale = -gw / curv;
+ if (curv > -gw &&
+ curv < -gw * (ONE + Math.sqrt(TWO))) {
+ final double scale = -gw / curv;
for (int i = 0; i < n; i++) {
- temp = xopt.getEntry(i) + scale * work1.getEntry(i);
- // Computing MAX
- // Computing MIN
- d__3 = su.getEntry(i);
- d__2 = Math.min(d__3, temp);
- xalt.setEntry(i, Math.max(sl.getEntry(i), d__2));
+ final double tmp = xopt.getEntry(i) + scale *
work1.getEntry(i);
+ xalt.setEntry(i, Math.max(sl.getEntry(i),
+ Math.min(su.getEntry(i), tmp)));
}
// Computing 2nd power
final double d1 = HALF * gw * scale;
