Author: erans
Date: Fri Aug 19 21:35:19 2011
New Revision: 1159792
URL: http://svn.apache.org/viewvc?rev=1159792&view=rev
Log:
MATH-621
Function "prelim": 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=1159792&r1=1159791&r2=1159792&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
Fri Aug 19 21:35:19 2011
@@ -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]);
}
@@ -1749,13 +1740,13 @@ public class BOBYQAOptimizer
currentBest.setEntry(j, upperBound[j]);
}
}
-
- 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
