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Posted to commits@commons.apache.org by er...@apache.org on 2011/10/24 23:09:32 UTC
svn commit: r1188383 [2/3] - in /commons/proper/math/trunk/src:
main/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizer.java
test/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizerTest.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=1188383&r1=1188382&r2=1188383&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 Mon Oct 24 21:09:32 2011
@@ -113,6 +113,66 @@ public class BOBYQAOptimizer
* Index of the interpolation point at the trust region center.
*/
private int trustRegionCenterInterpolationPointIndex;
+ /**
+ * XXX "bmat" in the original code.
+ */
+ private Array2DRowRealMatrix bMatrix;
+ /**
+ * XXX "zmat" in the original code.
+ */
+ private Array2DRowRealMatrix zMatrix;
+ /**
+ * XXX "xpt" in the original code.
+ */
+ private Array2DRowRealMatrix interpolationPoints;
+ /**
+ * XXX "xbase" in the original code.
+ */
+ private ArrayRealVector originShift;
+ /**
+ * XXX "fval" in the original code.
+ */
+ private ArrayRealVector fAtInterpolationPoints;
+ /**
+ * XXX "xopt" in the original code.
+ */
+ private ArrayRealVector trustRegionCenterOffset;
+ /**
+ * XXX "gopt" in the original code.
+ */
+ private ArrayRealVector gradientAtTrustRegionCenter;
+ /**
+ * XXX "sl" in the original code.
+ */
+ private ArrayRealVector lowerDifference;
+ /**
+ * XXX "su" in the original code.
+ */
+ private ArrayRealVector upperDifference;
+ /**
+ * XXX "pq" in the original code.
+ */
+ private ArrayRealVector modelSecondDerivativesParameters;
+ /**
+ * XXX "xnew" in the original code.
+ */
+ private ArrayRealVector newPoint;
+ /**
+ * XXX "xalt" in the original code.
+ */
+ private ArrayRealVector alternativeNewPoint;
+ /**
+ * XXX "d__" in the original code.
+ */
+ private ArrayRealVector trialStepPoint;
+ /**
+ * XXX "vlag" in the original code.
+ */
+ private ArrayRealVector lagrangeValuesAtNewPoint;
+ /**
+ * XXX "hq" in the original code.
+ */
+ private ArrayRealVector modelSecondDerivativesValues;
/**
* @param numberOfInterpolationPoints Number of interpolation conditions.
@@ -212,34 +272,9 @@ public class BOBYQAOptimizer
* @return
*/
private double bobyqa() {
- // System.out.println("bobyqa"); // XXX
+ printMethod(); // XXX
final int n = currentBest.getDimension();
- final int npt = numberOfInterpolationPoints;
-
- final int np = n + 1;
- final int ndim = npt + n;
-
- // Partition the working space array, so that different parts of it can
- // be treated separately during the calculation of BOBYQB. The partition
- // requires the first (NPT+2)*(NPT+N)+3*N*(N+5)/2 elements of W plus the
- // space that is taken by the last array in the argument list of BOBYQB.
-
- final ArrayRealVector xbase = new ArrayRealVector(n);
- final Array2DRowRealMatrix xpt = new Array2DRowRealMatrix(npt, n);
- final ArrayRealVector fval = new ArrayRealVector(npt);
- final ArrayRealVector xopt = new ArrayRealVector(n);
- final ArrayRealVector gopt = new ArrayRealVector(n);
- final ArrayRealVector hq = new ArrayRealVector(n * np / 2);
- final ArrayRealVector pq = new ArrayRealVector(npt);
- final Array2DRowRealMatrix bmat = new Array2DRowRealMatrix(ndim, n);
- final Array2DRowRealMatrix zmat = new Array2DRowRealMatrix(npt, (npt - np));
- final ArrayRealVector sl = new ArrayRealVector(n);
- final ArrayRealVector su = new ArrayRealVector(n);
- final ArrayRealVector xnew = new ArrayRealVector(n);
- final ArrayRealVector xalt = new ArrayRealVector(n);
- final ArrayRealVector d__ = new ArrayRealVector(n);
- final ArrayRealVector vlag = new ArrayRealVector(ndim);
// Return if there is insufficient space between the bounds. Modify the
// initial X if necessary in order to avoid conflicts between the bounds
@@ -250,53 +285,39 @@ public class BOBYQAOptimizer
for (int j = 0; j < n; j++) {
final double boundDiff = boundDifference[j];
- sl.setEntry(j, lowerBound[j] - currentBest.getEntry(j));
- su.setEntry(j, upperBound[j] - currentBest.getEntry(j));
- if (sl.getEntry(j) >= -initialTrustRegionRadius) {
- if (sl.getEntry(j) >= ZERO) {
+ lowerDifference.setEntry(j, lowerBound[j] - currentBest.getEntry(j));
+ upperDifference.setEntry(j, upperBound[j] - currentBest.getEntry(j));
+ if (lowerDifference.getEntry(j) >= -initialTrustRegionRadius) {
+ if (lowerDifference.getEntry(j) >= ZERO) {
currentBest.setEntry(j, lowerBound[j]);
- sl.setEntry(j, ZERO);
- su.setEntry(j, boundDiff);
+ lowerDifference.setEntry(j, ZERO);
+ upperDifference.setEntry(j, boundDiff);
} else {
currentBest.setEntry(j, lowerBound[j] + initialTrustRegionRadius);
- sl.setEntry(j, -initialTrustRegionRadius);
+ lowerDifference.setEntry(j, -initialTrustRegionRadius);
// Computing MAX
final double deltaOne = upperBound[j] - currentBest.getEntry(j);
- su.setEntry(j, Math.max(deltaOne, initialTrustRegionRadius));
+ upperDifference.setEntry(j, Math.max(deltaOne, initialTrustRegionRadius));
}
- } else if (su.getEntry(j) <= initialTrustRegionRadius) {
- if (su.getEntry(j) <= ZERO) {
+ } else if (upperDifference.getEntry(j) <= initialTrustRegionRadius) {
+ if (upperDifference.getEntry(j) <= ZERO) {
currentBest.setEntry(j, upperBound[j]);
- sl.setEntry(j, -boundDiff);
- su.setEntry(j, ZERO);
+ lowerDifference.setEntry(j, -boundDiff);
+ upperDifference.setEntry(j, ZERO);
} else {
currentBest.setEntry(j, upperBound[j] - initialTrustRegionRadius);
// Computing MIN
final double deltaOne = lowerBound[j] - currentBest.getEntry(j);
final double deltaTwo = -initialTrustRegionRadius;
- sl.setEntry(j, Math.min(deltaOne, deltaTwo));
- su.setEntry(j, initialTrustRegionRadius);
+ lowerDifference.setEntry(j, Math.min(deltaOne, deltaTwo));
+ upperDifference.setEntry(j, initialTrustRegionRadius);
}
}
}
// Make the call of BOBYQB.
- return bobyqb(xbase,
- xpt,
- fval,
- xopt,
- gopt,
- hq,
- pq,
- bmat,
- zmat,
- sl,
- su,
- xnew,
- xalt,
- d__,
- vlag);
+ return bobyqb();
} // bobyqa
// ----------------------------------------------------------------------------------------
@@ -334,41 +355,10 @@ public class BOBYQAOptimizer
* W is a one-dimensional array that is used for working space. Its length
* must be at least 3*NDIM = 3*(NPT+N).
*
- * @param xbase
- * @param xpt
- * @param fval
- * @param xopt
- * @param gopt
- * @param hq
- * @param pq
- * @param bmat
- * @param zmat
- * @param sl
- * @param su
- * @param xnew
- * @param xalt
- * @param d__
- * @param vlag
* @return
*/
- private double bobyqb(
- ArrayRealVector xbase,
- Array2DRowRealMatrix xpt,
- ArrayRealVector fval,
- ArrayRealVector xopt,
- ArrayRealVector gopt,
- ArrayRealVector hq,
- ArrayRealVector pq,
- Array2DRowRealMatrix bmat,
- Array2DRowRealMatrix zmat,
- ArrayRealVector sl,
- ArrayRealVector su,
- ArrayRealVector xnew,
- ArrayRealVector xalt,
- ArrayRealVector d__,
- ArrayRealVector vlag
- ) {
- // System.out.println("bobyqb"); // XXX
+ private double bobyqb() {
+ printMethod(); // XXX
final int n = currentBest.getDimension();
final int npt = numberOfInterpolationPoints;
@@ -399,17 +389,15 @@ public class BOBYQAOptimizer
trustRegionCenterInterpolationPointIndex = 0;
- prelim(currentBest, xbase,
- xpt, fval, gopt, hq, pq, bmat,
- zmat, sl, su);
+ prelim();
double xoptsq = ZERO;
for (int i = 0; i < n; i++) {
- xopt.setEntry(i, xpt.getEntry(trustRegionCenterInterpolationPointIndex, i));
+ trustRegionCenterOffset.setEntry(i, interpolationPoints.getEntry(trustRegionCenterInterpolationPointIndex, i));
// Computing 2nd power
- final double deltaOne = xopt.getEntry(i);
+ final double deltaOne = trustRegionCenterOffset.getEntry(i);
xoptsq += deltaOne * deltaOne;
}
- double fsave = fval.getEntry(0);
+ double fsave = fAtInterpolationPoints.getEntry(0);
final int kbase = 0;
// Complete the settings that are required for the iterative procedure.
@@ -439,14 +427,15 @@ public class BOBYQAOptimizer
int state = 20;
for(;;) switch (state) {
case 20: {
+ printState(20); // XXX
if (trustRegionCenterInterpolationPointIndex != kbase) {
int ih = 0;
for (int j = 0; j < n; j++) {
for (int i = 0; i <= j; i++) {
if (i < j) {
- gopt.setEntry(j, gopt.getEntry(j) + hq.getEntry(ih) * xopt.getEntry(i));
+ gradientAtTrustRegionCenter.setEntry(j, gradientAtTrustRegionCenter.getEntry(j) + modelSecondDerivativesValues.getEntry(ih) * trustRegionCenterOffset.getEntry(i));
}
- gopt.setEntry(i, gopt.getEntry(i) + hq.getEntry(ih) * xopt.getEntry(j));
+ gradientAtTrustRegionCenter.setEntry(i, gradientAtTrustRegionCenter.getEntry(i) + modelSecondDerivativesValues.getEntry(ih) * trustRegionCenterOffset.getEntry(j));
ih++;
}
}
@@ -454,11 +443,11 @@ public class BOBYQAOptimizer
for (int k = 0; k < npt; k++) {
double temp = ZERO;
for (int j = 0; j < n; j++) {
- temp += xpt.getEntry(k, j) * xopt.getEntry(j);
+ temp += interpolationPoints.getEntry(k, j) * trustRegionCenterOffset.getEntry(j);
}
- temp *= pq.getEntry(k);
+ temp *= modelSecondDerivativesParameters.getEntry(k);
for (int i = 0; i < n; i++) {
- gopt.setEntry(i, gopt.getEntry(i) + temp * xpt.getEntry(k, i));
+ gradientAtTrustRegionCenter.setEntry(i, gradientAtTrustRegionCenter.getEntry(i) + temp * interpolationPoints.getEntry(k, i));
}
}
throw new PathIsExploredException(); // XXX
@@ -474,14 +463,14 @@ public class BOBYQAOptimizer
}
case 60: {
+ printState(60); // XXX
final ArrayRealVector gnew = new ArrayRealVector(n);
final ArrayRealVector xbdi = new ArrayRealVector(n);
final ArrayRealVector s = new ArrayRealVector(n);
final ArrayRealVector hs = new ArrayRealVector(n);
final ArrayRealVector hred = new ArrayRealVector(n);
- final double[] dsqCrvmin = trsbox(xpt, xopt, gopt, hq, pq, sl,
- su, delta, xnew, d__, gnew, xbdi, s,
+ final double[] dsqCrvmin = trsbox(delta, gnew, xbdi, s,
hs, hred);
dsq = dsqCrvmin[0];
crvmin = dsqCrvmin[1];
@@ -516,18 +505,18 @@ public class BOBYQAOptimizer
final double bdtol = errbig / rho;
for (int j = 0; j < n; j++) {
double bdtest = bdtol;
- if (xnew.getEntry(j) == sl.getEntry(j)) {
+ if (newPoint.getEntry(j) == lowerDifference.getEntry(j)) {
bdtest = work1.getEntry(j);
}
- if (xnew.getEntry(j) == su.getEntry(j)) {
+ if (newPoint.getEntry(j) == upperDifference.getEntry(j)) {
bdtest = -work1.getEntry(j);
}
if (bdtest < bdtol) {
- double curv = hq.getEntry((j + j * j) / 2);
+ double curv = modelSecondDerivativesValues.getEntry((j + j * j) / 2);
for (int k = 0; k < npt; k++) {
// Computing 2nd power
- final double d1 = xpt.getEntry(k, j);
- curv += pq.getEntry(k) * (d1 * d1);
+ final double d1 = interpolationPoints.getEntry(k, j);
+ curv += modelSecondDerivativesParameters.getEntry(k) * (d1 * d1);
}
bdtest += HALF * curv * rho;
if (bdtest < bdtol) {
@@ -548,29 +537,30 @@ public class BOBYQAOptimizer
}
case 90: {
+ printState(90); // XXX
if (dsq <= xoptsq * ONE_OVER_A_THOUSAND) {
final double fracsq = xoptsq * ONE_OVER_FOUR;
double sumpq = ZERO;
// final RealVector sumVector
- // = new ArrayRealVector(npt, -HALF * xoptsq).add(xpt.operate(xopt));
+ // = new ArrayRealVector(npt, -HALF * xoptsq).add(interpolationPoints.operate(trustRegionCenter));
for (int k = 0; k < npt; k++) {
- sumpq += pq.getEntry(k);
+ sumpq += modelSecondDerivativesParameters.getEntry(k);
double sum = -HALF * xoptsq;
for (int i = 0; i < n; i++) {
- sum += xpt.getEntry(k, i) * xopt.getEntry(i);
+ sum += interpolationPoints.getEntry(k, i) * trustRegionCenterOffset.getEntry(i);
}
// sum = sumVector.getEntry(k); // XXX "testAckley" and "testDiffPow" fail.
work2.setEntry(k, sum);
final double temp = fracsq - HALF * sum;
for (int i = 0; i < n; i++) {
- work1.setEntry(i, bmat.getEntry(k, i));
- vlag.setEntry(i, sum * xpt.getEntry(k, i) + temp * xopt.getEntry(i));
+ work1.setEntry(i, bMatrix.getEntry(k, i));
+ lagrangeValuesAtNewPoint.setEntry(i, sum * interpolationPoints.getEntry(k, i) + temp * trustRegionCenterOffset.getEntry(i));
final int ip = npt + i;
for (int j = 0; j <= i; j++) {
- bmat.setEntry(ip, j,
- bmat.getEntry(ip, j)
- + work1.getEntry(i) * vlag.getEntry(j)
- + vlag.getEntry(i) * work1.getEntry(j));
+ bMatrix.setEntry(ip, j,
+ bMatrix.getEntry(ip, j)
+ + work1.getEntry(i) * lagrangeValuesAtNewPoint.getEntry(j)
+ + lagrangeValuesAtNewPoint.getEntry(i) * work1.getEntry(j));
}
}
}
@@ -581,28 +571,28 @@ public class BOBYQAOptimizer
double sumz = ZERO;
double sumw = ZERO;
for (int k = 0; k < npt; k++) {
- sumz += zmat.getEntry(k, m);
- vlag.setEntry(k, work2.getEntry(k) * zmat.getEntry(k, m));
- sumw += vlag.getEntry(k);
+ sumz += zMatrix.getEntry(k, m);
+ lagrangeValuesAtNewPoint.setEntry(k, work2.getEntry(k) * zMatrix.getEntry(k, m));
+ sumw += lagrangeValuesAtNewPoint.getEntry(k);
}
for (int j = 0; j < n; j++) {
- double sum = (fracsq * sumz - HALF * sumw) * xopt.getEntry(j);
+ double sum = (fracsq * sumz - HALF * sumw) * trustRegionCenterOffset.getEntry(j);
for (int k = 0; k < npt; k++) {
- sum += vlag.getEntry(k) * xpt.getEntry(k, j);
+ sum += lagrangeValuesAtNewPoint.getEntry(k) * interpolationPoints.getEntry(k, j);
}
work1.setEntry(j, sum);
for (int k = 0; k < npt; k++) {
- bmat.setEntry(k, j,
- bmat.getEntry(k, j)
- + sum * zmat.getEntry(k, m));
+ bMatrix.setEntry(k, j,
+ bMatrix.getEntry(k, j)
+ + sum * zMatrix.getEntry(k, m));
}
}
for (int i = 0; i < n; i++) {
final int ip = i + npt;
final double temp = work1.getEntry(i);
for (int j = 0; j <= i; j++) {
- bmat.setEntry(ip, j,
- bmat.getEntry(ip, j)
+ bMatrix.setEntry(ip, j,
+ bMatrix.getEntry(ip, j)
+ temp * work1.getEntry(j));
}
}
@@ -613,26 +603,26 @@ public class BOBYQAOptimizer
int ih = 0;
for (int j = 0; j < n; j++) {
- work1.setEntry(j, -HALF * sumpq * xopt.getEntry(j));
+ work1.setEntry(j, -HALF * sumpq * trustRegionCenterOffset.getEntry(j));
for (int k = 0; k < npt; k++) {
- work1.setEntry(j, work1.getEntry(j) + pq.getEntry(k) * xpt.getEntry(k, j));
- xpt.setEntry(k, j, xpt.getEntry(k, j) - xopt.getEntry(j));
+ work1.setEntry(j, work1.getEntry(j) + modelSecondDerivativesParameters.getEntry(k) * interpolationPoints.getEntry(k, j));
+ interpolationPoints.setEntry(k, j, interpolationPoints.getEntry(k, j) - trustRegionCenterOffset.getEntry(j));
}
for (int i = 0; i <= j; i++) {
- hq.setEntry(ih,
- hq.getEntry(ih)
- + work1.getEntry(i) * xopt.getEntry(j)
- + xopt.getEntry(i) * work1.getEntry(j));
- bmat.setEntry(npt + i, j, bmat.getEntry(npt + j, i));
+ modelSecondDerivativesValues.setEntry(ih,
+ modelSecondDerivativesValues.getEntry(ih)
+ + work1.getEntry(i) * trustRegionCenterOffset.getEntry(j)
+ + trustRegionCenterOffset.getEntry(i) * work1.getEntry(j));
+ bMatrix.setEntry(npt + i, j, bMatrix.getEntry(npt + j, i));
ih++;
}
}
for (int i = 0; i < n; i++) {
- xbase.setEntry(i, xbase.getEntry(i) + xopt.getEntry(i));
- xnew.setEntry(i, xnew.getEntry(i) - xopt.getEntry(i));
- sl.setEntry(i, sl.getEntry(i) - xopt.getEntry(i));
- su.setEntry(i, su.getEntry(i) - xopt.getEntry(i));
- xopt.setEntry(i, ZERO);
+ originShift.setEntry(i, originShift.getEntry(i) + trustRegionCenterOffset.getEntry(i));
+ newPoint.setEntry(i, newPoint.getEntry(i) - trustRegionCenterOffset.getEntry(i));
+ lowerDifference.setEntry(i, lowerDifference.getEntry(i) - trustRegionCenterOffset.getEntry(i));
+ upperDifference.setEntry(i, upperDifference.getEntry(i) - trustRegionCenterOffset.getEntry(i));
+ trustRegionCenterOffset.setEntry(i, ZERO);
}
xoptsq = ZERO;
}
@@ -652,6 +642,7 @@ public class BOBYQAOptimizer
}
case 210: {
+ printState(210); // XXX
// Pick two alternative vectors of variables, relative to XBASE, that
// are suitable as new positions of the KNEW-th interpolation point.
// Firstly, XNEW is set to the point on a line through XOPT and another
@@ -663,14 +654,12 @@ public class BOBYQAOptimizer
// being returned in CAUCHY. The choice between these alternatives is
// going to be made when the denominator is calculated.
- final double[] alphaCauchy = altmov(xpt, xopt,
- bmat, zmat,
- sl, su, knew, adelt, xnew, xalt);
+ final double[] alphaCauchy = altmov(knew, adelt);
alpha = alphaCauchy[0];
cauchy = alphaCauchy[1];
for (int i = 0; i < n; i++) {
- d__.setEntry(i, xnew.getEntry(i) - xopt.getEntry(i));
+ trialStepPoint.setEntry(i, newPoint.getEntry(i) - trustRegionCenterOffset.getEntry(i));
}
// Calculate VLAG and BETA for the current choice of D. The scalar
@@ -679,28 +668,29 @@ public class BOBYQAOptimizer
}
case 230: {
+ printState(230); // XXX
for (int k = 0; k < npt; k++) {
double suma = ZERO;
double sumb = ZERO;
double sum = ZERO;
for (int j = 0; j < n; j++) {
- suma += xpt.getEntry(k, j) * d__.getEntry(j);
- sumb += xpt.getEntry(k, j) * xopt.getEntry(j);
- sum += bmat.getEntry(k, j) * d__.getEntry(j);
+ suma += interpolationPoints.getEntry(k, j) * trialStepPoint.getEntry(j);
+ sumb += interpolationPoints.getEntry(k, j) * trustRegionCenterOffset.getEntry(j);
+ sum += bMatrix.getEntry(k, j) * trialStepPoint.getEntry(j);
}
work3.setEntry(k, suma * (HALF * suma + sumb));
- vlag.setEntry(k, sum);
+ lagrangeValuesAtNewPoint.setEntry(k, sum);
work2.setEntry(k, suma);
}
beta = ZERO;
for (int m = 0; m < nptm; m++) {
double sum = ZERO;
for (int k = 0; k < npt; k++) {
- sum += zmat.getEntry(k, m) * work3.getEntry(k);
+ sum += zMatrix.getEntry(k, m) * work3.getEntry(k);
}
beta -= sum * sum;
for (int k = 0; k < npt; k++) {
- vlag.setEntry(k, vlag.getEntry(k) + sum * zmat.getEntry(k, m));
+ lagrangeValuesAtNewPoint.setEntry(k, lagrangeValuesAtNewPoint.getEntry(k) + sum * zMatrix.getEntry(k, m));
}
}
dsq = ZERO;
@@ -708,28 +698,28 @@ public class BOBYQAOptimizer
double dx = ZERO;
for (int j = 0; j < n; j++) {
// Computing 2nd power
- final double d1 = d__.getEntry(j);
+ final double d1 = trialStepPoint.getEntry(j);
dsq += d1 * d1;
double sum = ZERO;
for (int k = 0; k < npt; k++) {
- sum += work3.getEntry(k) * bmat.getEntry(k, j);
+ sum += work3.getEntry(k) * bMatrix.getEntry(k, j);
}
- bsum += sum * d__.getEntry(j);
+ bsum += sum * trialStepPoint.getEntry(j);
final int jp = npt + j;
for (int i = 0; i < n; i++) {
- sum += bmat.getEntry(jp, i) * d__.getEntry(i);
+ sum += bMatrix.getEntry(jp, i) * trialStepPoint.getEntry(i);
}
- vlag.setEntry(jp, sum);
- bsum += sum * d__.getEntry(j);
- dx += d__.getEntry(j) * xopt.getEntry(j);
+ lagrangeValuesAtNewPoint.setEntry(jp, sum);
+ bsum += sum * trialStepPoint.getEntry(j);
+ dx += trialStepPoint.getEntry(j) * trustRegionCenterOffset.getEntry(j);
}
beta = dx * dx + dsq * (xoptsq + dx + dx + HALF * dsq) + beta - bsum; // Original
// beta += dx * dx + dsq * (xoptsq + dx + dx + HALF * dsq) - bsum; // XXX "testAckley" and "testDiffPow" fail.
// beta = dx * dx + dsq * (xoptsq + 2 * dx + HALF * dsq) + beta - bsum; // XXX "testDiffPow" fails.
- vlag.setEntry(trustRegionCenterInterpolationPointIndex,
- vlag.getEntry(trustRegionCenterInterpolationPointIndex) + ONE);
+ lagrangeValuesAtNewPoint.setEntry(trustRegionCenterInterpolationPointIndex,
+ lagrangeValuesAtNewPoint.getEntry(trustRegionCenterInterpolationPointIndex) + ONE);
// If NTRITS is zero, the denominator may be increased by replacing
// the step D of ALTMOV by a Cauchy step. Then RESCUE may be called if
@@ -737,12 +727,12 @@ public class BOBYQAOptimizer
if (ntrits == 0) {
// Computing 2nd power
- final double d1 = vlag.getEntry(knew);
+ final double d1 = lagrangeValuesAtNewPoint.getEntry(knew);
denom = d1 * d1 + alpha * beta;
if (denom < cauchy && cauchy > ZERO) {
for (int i = 0; i < n; i++) {
- xnew.setEntry(i, xalt.getEntry(i));
- d__.setEntry(i, xnew.getEntry(i) - xopt.getEntry(i));
+ newPoint.setEntry(i, alternativeNewPoint.getEntry(i));
+ trialStepPoint.setEntry(i, newPoint.getEntry(i) - trustRegionCenterOffset.getEntry(i));
}
cauchy = ZERO; // XXX Useful statement?
state = 230; break;
@@ -765,16 +755,16 @@ public class BOBYQAOptimizer
double hdiag = ZERO;
for (int m = 0; m < nptm; m++) {
// Computing 2nd power
- final double d1 = zmat.getEntry(k, m);
+ final double d1 = zMatrix.getEntry(k, m);
hdiag += d1 * d1;
}
// Computing 2nd power
- final double d2 = vlag.getEntry(k);
+ final double d2 = lagrangeValuesAtNewPoint.getEntry(k);
final double den = beta * hdiag + d2 * d2;
distsq = ZERO;
for (int j = 0; j < n; j++) {
// Computing 2nd power
- final double d3 = xpt.getEntry(k, j) - xopt.getEntry(j);
+ final double d3 = interpolationPoints.getEntry(k, j) - trustRegionCenterOffset.getEntry(j);
distsq += d3 * d3;
}
// Computing MAX
@@ -788,7 +778,7 @@ public class BOBYQAOptimizer
}
// Computing MAX
// Computing 2nd power
- final double d5 = vlag.getEntry(k);
+ final double d5 = lagrangeValuesAtNewPoint.getEntry(k);
biglsq = Math.max(biglsq, temp * (d5 * d5));
}
}
@@ -801,18 +791,19 @@ public class BOBYQAOptimizer
}
case 360: {
+ printState(360); // XXX
for (int i = 0; i < n; i++) {
// Computing MIN
// Computing MAX
final double d3 = lowerBound[i];
- final double d4 = xbase.getEntry(i) + xnew.getEntry(i);
+ final double d4 = originShift.getEntry(i) + newPoint.getEntry(i);
final double d1 = Math.max(d3, d4);
final double d2 = upperBound[i];
currentBest.setEntry(i, Math.min(d1, d2));
- if (xnew.getEntry(i) == sl.getEntry(i)) {
+ if (newPoint.getEntry(i) == lowerDifference.getEntry(i)) {
currentBest.setEntry(i, lowerBound[i]);
}
- if (xnew.getEntry(i) == su.getEntry(i)) {
+ if (newPoint.getEntry(i) == upperDifference.getEntry(i)) {
currentBest.setEntry(i, upperBound[i]);
}
}
@@ -829,17 +820,17 @@ public class BOBYQAOptimizer
// Use the quadratic model to predict the change in F due to the step D,
// and set DIFF to the error of this prediction.
- final double fopt = fval.getEntry(trustRegionCenterInterpolationPointIndex);
+ final double fopt = fAtInterpolationPoints.getEntry(trustRegionCenterInterpolationPointIndex);
double vquad = ZERO;
int ih = 0;
for (int j = 0; j < n; j++) {
- vquad += d__.getEntry(j) * gopt.getEntry(j);
+ vquad += trialStepPoint.getEntry(j) * gradientAtTrustRegionCenter.getEntry(j);
for (int i = 0; i <= j; i++) {
- double temp = d__.getEntry(i) * d__.getEntry(j);
+ double temp = trialStepPoint.getEntry(i) * trialStepPoint.getEntry(j);
if (i == j) {
temp *= HALF;
}
- vquad += hq.getEntry(ih) * temp;
+ vquad += modelSecondDerivativesValues.getEntry(ih) * temp;
ih++;
}
}
@@ -847,7 +838,7 @@ public class BOBYQAOptimizer
// Computing 2nd power
final double d1 = work2.getEntry(k);
final double d2 = d1 * d1; // "d1" must be squared first to prevent test failures.
- vquad += HALF * pq.getEntry(k) * d2;
+ vquad += HALF * modelSecondDerivativesParameters.getEntry(k) * d2;
}
final double diff = f - fopt - vquad;
diffc = diffb;
@@ -892,16 +883,16 @@ public class BOBYQAOptimizer
double hdiag = ZERO;
for (int m = 0; m < nptm; m++) {
// Computing 2nd power
- final double d1 = zmat.getEntry(k, m);
+ final double d1 = zMatrix.getEntry(k, m);
hdiag += d1 * d1;
}
// Computing 2nd power
- final double d1 = vlag.getEntry(k);
+ final double d1 = lagrangeValuesAtNewPoint.getEntry(k);
final double den = beta * hdiag + d1 * d1;
distsq = ZERO;
for (int j = 0; j < n; j++) {
// Computing 2nd power
- final double d2 = xpt.getEntry(k, j) - xnew.getEntry(j);
+ final double d2 = interpolationPoints.getEntry(k, j) - newPoint.getEntry(j);
distsq += d2 * d2;
}
// Computing MAX
@@ -915,7 +906,7 @@ public class BOBYQAOptimizer
}
// Computing MAX
// Computing 2nd power
- final double d4 = vlag.getEntry(k);
+ final double d4 = lagrangeValuesAtNewPoint.getEntry(k);
final double d5 = temp * (d4 * d4);
biglsq = Math.max(biglsq, d5);
}
@@ -929,50 +920,49 @@ public class BOBYQAOptimizer
// Update BMAT and ZMAT, so that the KNEW-th interpolation point can be
// moved. Also update the second derivative terms of the model.
- update(bmat, zmat, vlag,
- beta, denom, knew);
+ update(beta, denom, knew);
ih = 0;
- final double pqold = pq.getEntry(knew);
- pq.setEntry(knew, ZERO);
+ final double pqold = modelSecondDerivativesParameters.getEntry(knew);
+ modelSecondDerivativesParameters.setEntry(knew, ZERO);
for (int i = 0; i < n; i++) {
- final double temp = pqold * xpt.getEntry(knew, i);
+ final double temp = pqold * interpolationPoints.getEntry(knew, i);
for (int j = 0; j <= i; j++) {
- hq.setEntry(ih, hq.getEntry(ih) + temp * xpt.getEntry(knew, j));
+ modelSecondDerivativesValues.setEntry(ih, modelSecondDerivativesValues.getEntry(ih) + temp * interpolationPoints.getEntry(knew, j));
ih++;
}
}
for (int m = 0; m < nptm; m++) {
- final double temp = diff * zmat.getEntry(knew, m);
+ final double temp = diff * zMatrix.getEntry(knew, m);
for (int k = 0; k < npt; k++) {
- pq.setEntry(k, pq.getEntry(k) + temp * zmat.getEntry(k, m));
+ modelSecondDerivativesParameters.setEntry(k, modelSecondDerivativesParameters.getEntry(k) + temp * zMatrix.getEntry(k, m));
}
}
// Include the new interpolation point, and make the changes to GOPT at
// the old XOPT that are caused by the updating of the quadratic model.
- fval.setEntry(knew, f);
+ fAtInterpolationPoints.setEntry(knew, f);
for (int i = 0; i < n; i++) {
- xpt.setEntry(knew, i, xnew.getEntry(i));
- work1.setEntry(i, bmat.getEntry(knew, i));
+ interpolationPoints.setEntry(knew, i, newPoint.getEntry(i));
+ work1.setEntry(i, bMatrix.getEntry(knew, i));
}
for (int k = 0; k < npt; k++) {
double suma = ZERO;
for (int m = 0; m < nptm; m++) {
- suma += zmat.getEntry(knew, m) * zmat.getEntry(k, m);
+ suma += zMatrix.getEntry(knew, m) * zMatrix.getEntry(k, m);
}
double sumb = ZERO;
for (int j = 0; j < n; j++) {
- sumb += xpt.getEntry(k, j) * xopt.getEntry(j);
+ sumb += interpolationPoints.getEntry(k, j) * trustRegionCenterOffset.getEntry(j);
}
final double temp = suma * sumb;
for (int i = 0; i < n; i++) {
- work1.setEntry(i, work1.getEntry(i) + temp * xpt.getEntry(k, i));
+ work1.setEntry(i, work1.getEntry(i) + temp * interpolationPoints.getEntry(k, i));
}
}
for (int i = 0; i < n; i++) {
- gopt.setEntry(i, gopt.getEntry(i) + diff * work1.getEntry(i));
+ gradientAtTrustRegionCenter.setEntry(i, gradientAtTrustRegionCenter.getEntry(i) + diff * work1.getEntry(i));
}
// Update XOPT, GOPT and KOPT if the new calculated F is less than FOPT.
@@ -982,26 +972,26 @@ public class BOBYQAOptimizer
xoptsq = ZERO;
ih = 0;
for (int j = 0; j < n; j++) {
- xopt.setEntry(j, xnew.getEntry(j));
+ trustRegionCenterOffset.setEntry(j, newPoint.getEntry(j));
// Computing 2nd power
- final double d1 = xopt.getEntry(j);
+ final double d1 = trustRegionCenterOffset.getEntry(j);
xoptsq += d1 * d1;
for (int i = 0; i <= j; i++) {
if (i < j) {
- gopt.setEntry(j, gopt.getEntry(j) + hq.getEntry(ih) * d__.getEntry(i));
+ gradientAtTrustRegionCenter.setEntry(j, gradientAtTrustRegionCenter.getEntry(j) + modelSecondDerivativesValues.getEntry(ih) * trialStepPoint.getEntry(i));
}
- gopt.setEntry(i, gopt.getEntry(i) + hq.getEntry(ih) * d__.getEntry(j));
+ gradientAtTrustRegionCenter.setEntry(i, gradientAtTrustRegionCenter.getEntry(i) + modelSecondDerivativesValues.getEntry(ih) * trialStepPoint.getEntry(j));
ih++;
}
}
for (int k = 0; k < npt; k++) {
double temp = ZERO;
for (int j = 0; j < n; j++) {
- temp += xpt.getEntry(k, j) * d__.getEntry(j);
+ temp += interpolationPoints.getEntry(k, j) * trialStepPoint.getEntry(j);
}
- temp *= pq.getEntry(k);
+ temp *= modelSecondDerivativesParameters.getEntry(k);
for (int i = 0; i < n; i++) {
- gopt.setEntry(i, gopt.getEntry(i) + temp * xpt.getEntry(k, i));
+ gradientAtTrustRegionCenter.setEntry(i, gradientAtTrustRegionCenter.getEntry(i) + temp * interpolationPoints.getEntry(k, i));
}
}
}
@@ -1012,22 +1002,22 @@ public class BOBYQAOptimizer
if (ntrits > 0) {
for (int k = 0; k < npt; k++) {
- vlag.setEntry(k, fval.getEntry(k) - fval.getEntry(trustRegionCenterInterpolationPointIndex));
+ lagrangeValuesAtNewPoint.setEntry(k, fAtInterpolationPoints.getEntry(k) - fAtInterpolationPoints.getEntry(trustRegionCenterInterpolationPointIndex));
work3.setEntry(k, ZERO);
}
for (int j = 0; j < nptm; j++) {
double sum = ZERO;
for (int k = 0; k < npt; k++) {
- sum += zmat.getEntry(k, j) * vlag.getEntry(k);
+ sum += zMatrix.getEntry(k, j) * lagrangeValuesAtNewPoint.getEntry(k);
}
for (int k = 0; k < npt; k++) {
- work3.setEntry(k, work3.getEntry(k) + sum * zmat.getEntry(k, j));
+ work3.setEntry(k, work3.getEntry(k) + sum * zMatrix.getEntry(k, j));
}
}
for (int k = 0; k < npt; k++) {
double sum = ZERO;
for (int j = 0; j < n; j++) {
- sum += xpt.getEntry(k, j) * xopt.getEntry(j);
+ sum += interpolationPoints.getEntry(k, j) * trustRegionCenterOffset.getEntry(j);
}
work2.setEntry(k, work3.getEntry(k));
work3.setEntry(k, sum * work3.getEntry(k));
@@ -1037,32 +1027,32 @@ public class BOBYQAOptimizer
for (int i = 0; i < n; i++) {
double sum = ZERO;
for (int k = 0; k < npt; k++) {
- sum += bmat.getEntry(k, i) *
- vlag.getEntry(k) + xpt.getEntry(k, i) * work3.getEntry(k);
+ sum += bMatrix.getEntry(k, i) *
+ lagrangeValuesAtNewPoint.getEntry(k) + interpolationPoints.getEntry(k, i) * work3.getEntry(k);
}
- if (xopt.getEntry(i) == sl.getEntry(i)) {
+ if (trustRegionCenterOffset.getEntry(i) == lowerDifference.getEntry(i)) {
// Computing MIN
// Computing 2nd power
- final double d1 = Math.min(ZERO, gopt.getEntry(i));
+ final double d1 = Math.min(ZERO, gradientAtTrustRegionCenter.getEntry(i));
gqsq += d1 * d1;
// Computing 2nd power
final double d2 = Math.min(ZERO, sum);
gisq += d2 * d2;
- } else if (xopt.getEntry(i) == su.getEntry(i)) {
+ } else if (trustRegionCenterOffset.getEntry(i) == upperDifference.getEntry(i)) {
// Computing MAX
// Computing 2nd power
- final double d1 = Math.max(ZERO, gopt.getEntry(i));
+ final double d1 = Math.max(ZERO, gradientAtTrustRegionCenter.getEntry(i));
gqsq += d1 * d1;
// Computing 2nd power
final double d2 = Math.max(ZERO, sum);
gisq += d2 * d2;
} else {
// Computing 2nd power
- final double d1 = gopt.getEntry(i);
+ final double d1 = gradientAtTrustRegionCenter.getEntry(i);
gqsq += d1 * d1;
gisq += sum * sum;
}
- vlag.setEntry(npt + i, sum);
+ lagrangeValuesAtNewPoint.setEntry(npt + i, sum);
}
// Test whether to replace the new quadratic model by the least Frobenius
@@ -1075,13 +1065,13 @@ public class BOBYQAOptimizer
if (itest >= 3) {
for (int i = 0, max = Math.max(npt, nh); i < max; i++) {
if (i < n) {
- gopt.setEntry(i, vlag.getEntry(npt + i));
+ gradientAtTrustRegionCenter.setEntry(i, lagrangeValuesAtNewPoint.getEntry(npt + i));
}
if (i < npt) {
- pq.setEntry(i, work2.getEntry(i));
+ modelSecondDerivativesParameters.setEntry(i, work2.getEntry(i));
}
if (i < nh) {
- hq.setEntry(i, ZERO);
+ modelSecondDerivativesValues.setEntry(i, ZERO);
}
itest = 0;
}
@@ -1110,12 +1100,13 @@ public class BOBYQAOptimizer
distsq = Math.max(d1 * d1, d2 * d2);
}
case 650: {
+ printState(650); // XXX
knew = -1;
for (int k = 0; k < npt; k++) {
double sum = ZERO;
for (int j = 0; j < n; j++) {
// Computing 2nd power
- final double d1 = xpt.getEntry(k, j) - xopt.getEntry(j);
+ final double d1 = interpolationPoints.getEntry(k, j) - trustRegionCenterOffset.getEntry(j);
sum += d1 * d1;
}
if (sum > distsq) {
@@ -1161,6 +1152,7 @@ public class BOBYQAOptimizer
// next values of RHO and DELTA.
}
case 680: {
+ printState(680); // XXX
if (rho > stoppingTrustRegionRadius) {
delta = HALF * rho;
ratio = rho / stoppingTrustRegionRadius;
@@ -1185,23 +1177,24 @@ public class BOBYQAOptimizer
}
}
case 720: {
- if (fval.getEntry(trustRegionCenterInterpolationPointIndex) <= fsave) {
+ printState(720); // XXX
+ if (fAtInterpolationPoints.getEntry(trustRegionCenterInterpolationPointIndex) <= fsave) {
for (int i = 0; i < n; i++) {
// Computing MIN
// Computing MAX
final double d3 = lowerBound[i];
- final double d4 = xbase.getEntry(i) + xopt.getEntry(i);
+ final double d4 = originShift.getEntry(i) + trustRegionCenterOffset.getEntry(i);
final double d1 = Math.max(d3, d4);
final double d2 = upperBound[i];
currentBest.setEntry(i, Math.min(d1, d2));
- if (xopt.getEntry(i) == sl.getEntry(i)) {
+ if (trustRegionCenterOffset.getEntry(i) == lowerDifference.getEntry(i)) {
currentBest.setEntry(i, lowerBound[i]);
}
- if (xopt.getEntry(i) == su.getEntry(i)) {
+ if (trustRegionCenterOffset.getEntry(i) == upperDifference.getEntry(i)) {
currentBest.setEntry(i, upperBound[i]);
}
}
- f = fval.getEntry(trustRegionCenterInterpolationPointIndex);
+ f = fAtInterpolationPoints.getEntry(trustRegionCenterInterpolationPointIndex);
}
return f;
}
@@ -1242,30 +1235,14 @@ public class BOBYQAOptimizer
*
* Set the first NPT components of W to the leading elements of the
* KNEW-th column of the H matrix.
- * @param xpt
- * @param xopt
- * @param bmat
- * @param zmat
- * @param sl
- * @param su
* @param knew
* @param adelt
- * @param xnew
- * @param xalt
*/
private double[] altmov(
- Array2DRowRealMatrix xpt,
- ArrayRealVector xopt,
- Array2DRowRealMatrix bmat,
- Array2DRowRealMatrix zmat,
- ArrayRealVector sl,
- ArrayRealVector su,
int knew,
- double adelt,
- ArrayRealVector xnew,
- ArrayRealVector xalt
+ double adelt
) {
- // System.out.println("altmov"); // XXX
+ printMethod(); // XXX
final int n = currentBest.getDimension();
final int npt = numberOfInterpolationPoints;
@@ -1280,9 +1257,9 @@ public class BOBYQAOptimizer
hcol.setEntry(k, ZERO);
}
for (int j = 0, max = npt - n - 1; j < max; j++) {
- final double tmp = zmat.getEntry(knew, j);
+ final double tmp = zMatrix.getEntry(knew, j);
for (int k = 0; k < npt; k++) {
- hcol.setEntry(k, hcol.getEntry(k) + tmp * zmat.getEntry(k, j));
+ hcol.setEntry(k, hcol.getEntry(k) + tmp * zMatrix.getEntry(k, j));
}
}
final double alpha = hcol.getEntry(knew);
@@ -1291,16 +1268,16 @@ public class BOBYQAOptimizer
// Calculate the gradient of the KNEW-th Lagrange function at XOPT.
for (int i = 0; i < n; i++) {
- glag.setEntry(i, bmat.getEntry(knew, i));
+ glag.setEntry(i, bMatrix.getEntry(knew, i));
}
for (int k = 0; k < npt; k++) {
double tmp = ZERO;
for (int j = 0; j < n; j++) {
- tmp += xpt.getEntry(k, j) * xopt.getEntry(j);
+ tmp += interpolationPoints.getEntry(k, j) * trustRegionCenterOffset.getEntry(j);
}
tmp *= hcol.getEntry(k);
for (int i = 0; i < n; i++) {
- glag.setEntry(i, glag.getEntry(i) + tmp * xpt.getEntry(k, i));
+ glag.setEntry(i, glag.getEntry(i) + tmp * interpolationPoints.getEntry(k, i));
}
}
@@ -1322,7 +1299,7 @@ public class BOBYQAOptimizer
double dderiv = ZERO;
double distsq = ZERO;
for (int i = 0; i < n; i++) {
- final double tmp = xpt.getEntry(k, i) - xopt.getEntry(i);
+ final double tmp = interpolationPoints.getEntry(k, i) - trustRegionCenterOffset.getEntry(i);
dderiv += glag.getEntry(i) * tmp;
distsq += tmp * tmp;
}
@@ -1335,27 +1312,27 @@ public class BOBYQAOptimizer
// Revise SLBD and SUBD if necessary because of the bounds in SL and SU.
for (int i = 0; i < n; i++) {
- final double tmp = xpt.getEntry(k, i) - xopt.getEntry(i);
+ final double tmp = interpolationPoints.getEntry(k, i) - trustRegionCenterOffset.getEntry(i);
if (tmp > ZERO) {
- if (slbd * tmp < sl.getEntry(i) - xopt.getEntry(i)) {
- slbd = (sl.getEntry(i) - xopt.getEntry(i)) / tmp;
+ if (slbd * tmp < lowerDifference.getEntry(i) - trustRegionCenterOffset.getEntry(i)) {
+ slbd = (lowerDifference.getEntry(i) - trustRegionCenterOffset.getEntry(i)) / tmp;
ilbd = -i - 1;
}
- if (subd * tmp > su.getEntry(i) - xopt.getEntry(i)) {
+ if (subd * tmp > upperDifference.getEntry(i) - trustRegionCenterOffset.getEntry(i)) {
// Computing MAX
subd = Math.max(sumin,
- (su.getEntry(i) - xopt.getEntry(i)) / tmp);
+ (upperDifference.getEntry(i) - trustRegionCenterOffset.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;
+ if (slbd * tmp > upperDifference.getEntry(i) - trustRegionCenterOffset.getEntry(i)) {
+ slbd = (upperDifference.getEntry(i) - trustRegionCenterOffset.getEntry(i)) / tmp;
ilbd = i + 1;
}
- if (subd * tmp < sl.getEntry(i) - xopt.getEntry(i)) {
+ if (subd * tmp < lowerDifference.getEntry(i) - trustRegionCenterOffset.getEntry(i)) {
// Computing MAX
subd = Math.max(sumin,
- (sl.getEntry(i) - xopt.getEntry(i)) / tmp);
+ (lowerDifference.getEntry(i) - trustRegionCenterOffset.getEntry(i)) / tmp);
iubd = -i - 1;
}
}
@@ -1423,15 +1400,15 @@ public class BOBYQAOptimizer
// Construct XNEW in a way that satisfies the bound constraints exactly.
for (int i = 0; i < n; i++) {
- 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)));
+ final double tmp = trustRegionCenterOffset.getEntry(i) + stpsav * (interpolationPoints.getEntry(ksav, i) - trustRegionCenterOffset.getEntry(i));
+ newPoint.setEntry(i, Math.max(lowerDifference.getEntry(i),
+ Math.min(upperDifference.getEntry(i), tmp)));
}
if (ibdsav < 0) {
- xnew.setEntry(-ibdsav - 1, sl.getEntry(-ibdsav - 1));
+ newPoint.setEntry(-ibdsav - 1, lowerDifference.getEntry(-ibdsav - 1));
}
if (ibdsav > 0) {
- xnew.setEntry(ibdsav - 1, su.getEntry(ibdsav - 1));
+ newPoint.setEntry(ibdsav - 1, upperDifference.getEntry(ibdsav - 1));
}
// Prepare for the iterative method that assembles the constrained Cauchy
@@ -1448,8 +1425,8 @@ public class BOBYQAOptimizer
for (int i = 0; i < n; i++) {
final double glagValue = glag.getEntry(i);
work1.setEntry(i, ZERO);
- if (Math.min(xopt.getEntry(i) - sl.getEntry(i), glagValue) > ZERO ||
- Math.max(xopt.getEntry(i) - su.getEntry(i), glagValue) < ZERO) {
+ if (Math.min(trustRegionCenterOffset.getEntry(i) - lowerDifference.getEntry(i), glagValue) > ZERO ||
+ Math.max(trustRegionCenterOffset.getEntry(i) - upperDifference.getEntry(i), glagValue) < ZERO) {
work1.setEntry(i, bigstp);
// Computing 2nd power
ggfree += glagValue * glagValue;
@@ -1467,14 +1444,14 @@ public class BOBYQAOptimizer
ggfree = ZERO;
for (int i = 0; i < n; i++) {
if (work1.getEntry(i) == bigstp) {
- final double tmp2 = xopt.getEntry(i) - step * glag.getEntry(i);
- if (tmp2 <= sl.getEntry(i)) {
- work1.setEntry(i, sl.getEntry(i) - xopt.getEntry(i));
+ final double tmp2 = trustRegionCenterOffset.getEntry(i) - step * glag.getEntry(i);
+ if (tmp2 <= lowerDifference.getEntry(i)) {
+ work1.setEntry(i, lowerDifference.getEntry(i) - trustRegionCenterOffset.getEntry(i));
// Computing 2nd power
final double d1 = work1.getEntry(i);
wfixsq += d1 * d1;
- } else if (tmp2 >= su.getEntry(i)) {
- work1.setEntry(i, su.getEntry(i) - xopt.getEntry(i));
+ } else if (tmp2 >= upperDifference.getEntry(i)) {
+ work1.setEntry(i, upperDifference.getEntry(i) - trustRegionCenterOffset.getEntry(i));
// Computing 2nd power
final double d1 = work1.getEntry(i);
wfixsq += d1 * d1;
@@ -1495,15 +1472,15 @@ public class BOBYQAOptimizer
final double glagValue = glag.getEntry(i);
if (work1.getEntry(i) == bigstp) {
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));
+ final double min = Math.min(upperDifference.getEntry(i),
+ trustRegionCenterOffset.getEntry(i) + work1.getEntry(i));
+ alternativeNewPoint.setEntry(i, Math.max(lowerDifference.getEntry(i), min));
} else if (work1.getEntry(i) == ZERO) {
- xalt.setEntry(i, xopt.getEntry(i));
+ alternativeNewPoint.setEntry(i, trustRegionCenterOffset.getEntry(i));
} else if (glagValue > ZERO) {
- xalt.setEntry(i, sl.getEntry(i));
+ alternativeNewPoint.setEntry(i, lowerDifference.getEntry(i));
} else {
- xalt.setEntry(i, su.getEntry(i));
+ alternativeNewPoint.setEntry(i, upperDifference.getEntry(i));
}
gw += glagValue * work1.getEntry(i);
}
@@ -1517,7 +1494,7 @@ public class BOBYQAOptimizer
for (int k = 0; k < npt; k++) {
double tmp = ZERO;
for (int j = 0; j < n; j++) {
- tmp += xpt.getEntry(k, j) * work1.getEntry(j);
+ tmp += interpolationPoints.getEntry(k, j) * work1.getEntry(j);
}
curv += hcol.getEntry(k) * tmp * tmp;
}
@@ -1528,9 +1505,9 @@ public class BOBYQAOptimizer
curv < -gw * (ONE + Math.sqrt(TWO))) {
final double scale = -gw / curv;
for (int i = 0; i < n; i++) {
- final double tmp = xopt.getEntry(i) + scale * work1.getEntry(i);
- xalt.setEntry(i, Math.max(sl.getEntry(i),
- Math.min(su.getEntry(i), tmp)));
+ final double tmp = trustRegionCenterOffset.getEntry(i) + scale * work1.getEntry(i);
+ alternativeNewPoint.setEntry(i, Math.max(lowerDifference.getEntry(i),
+ Math.min(upperDifference.getEntry(i), tmp)));
}
// Computing 2nd power
final double d1 = HALF * gw * scale;
@@ -1548,7 +1525,7 @@ public class BOBYQAOptimizer
if (iflag == 0) {
for (int i = 0; i < n; i++) {
glag.setEntry(i, -glag.getEntry(i));
- work2.setEntry(i, xalt.getEntry(i));
+ work2.setEntry(i, alternativeNewPoint.getEntry(i));
}
csave = cauchy;
iflag = 1;
@@ -1558,7 +1535,7 @@ public class BOBYQAOptimizer
}
if (csave > cauchy) {
for (int i = 0; i < n; i++) {
- xalt.setEntry(i, work2.getEntry(i));
+ alternativeNewPoint.setEntry(i, work2.getEntry(i));
}
cauchy = csave;
}
@@ -1585,36 +1562,13 @@ public class BOBYQAOptimizer
* KOPT will be such that the least calculated value of F so far is at
* the point XPT(KOPT,.)+XBASE in the space of the variables.
*
- * @param currentBest
- * @param xbase
- * @param xpt
- * @param fval
- * @param gopt
- * @param hq
- * @param pq
- * @param bmat
- * @param zmat
- * @param sl
- * @param su
- */
- private void prelim(
- ArrayRealVector currentBest,
- ArrayRealVector xbase,
- Array2DRowRealMatrix xpt,
- ArrayRealVector fval,
- ArrayRealVector gopt,
- ArrayRealVector hq,
- ArrayRealVector pq,
- Array2DRowRealMatrix bmat,
- Array2DRowRealMatrix zmat,
- ArrayRealVector sl,
- ArrayRealVector su
- ) {
- // System.out.println("prelim"); // XXX
+ */
+ private void prelim() {
+ printMethod(); // XXX
final int n = currentBest.getDimension();
final int npt = numberOfInterpolationPoints;
- final int ndim = bmat.getRowDimension();
+ final int ndim = bMatrix.getRowDimension();
final double rhosq = initialTrustRegionRadius * initialTrustRegionRadius;
final double recip = 1d / rhosq;
@@ -1624,21 +1578,21 @@ public class BOBYQAOptimizer
// elements of XPT, BMAT, HQ, PQ and ZMAT to zero.
for (int j = 0; j < n; j++) {
- xbase.setEntry(j, currentBest.getEntry(j));
+ originShift.setEntry(j, currentBest.getEntry(j));
for (int k = 0; k < npt; k++) {
- xpt.setEntry(k, j, ZERO);
+ interpolationPoints.setEntry(k, j, ZERO);
}
for (int i = 0; i < ndim; i++) {
- bmat.setEntry(i, j, ZERO);
+ bMatrix.setEntry(i, j, ZERO);
}
}
for (int i = 0, max = n * np / 2; i < max; i++) {
- hq.setEntry(i, ZERO);
+ modelSecondDerivativesValues.setEntry(i, ZERO);
}
for (int k = 0; k < npt; k++) {
- pq.setEntry(k, ZERO);
+ modelSecondDerivativesParameters.setEntry(k, ZERO);
for (int j = 0, max = npt - np; j < max; j++) {
- zmat.setEntry(k, j, ZERO);
+ zMatrix.setEntry(k, j, ZERO);
}
}
@@ -1660,23 +1614,23 @@ public class BOBYQAOptimizer
if (nfm >= 1 &&
nfm <= n) {
stepa = initialTrustRegionRadius;
- if (su.getEntry(nfmm) == ZERO) {
+ if (upperDifference.getEntry(nfmm) == ZERO) {
stepa = -stepa;
throw new PathIsExploredException(); // XXX
}
- xpt.setEntry(nfm, nfmm, stepa);
+ interpolationPoints.setEntry(nfm, nfmm, stepa);
} else if (nfm > n) {
- stepa = xpt.getEntry(nfx, nfxm);
+ stepa = interpolationPoints.getEntry(nfx, nfxm);
stepb = -initialTrustRegionRadius;
- if (sl.getEntry(nfxm) == ZERO) {
- stepb = Math.min(TWO * initialTrustRegionRadius, su.getEntry(nfxm));
+ if (lowerDifference.getEntry(nfxm) == ZERO) {
+ stepb = Math.min(TWO * initialTrustRegionRadius, upperDifference.getEntry(nfxm));
throw new PathIsExploredException(); // XXX
}
- if (su.getEntry(nfxm) == ZERO) {
- stepb = Math.max(-TWO * initialTrustRegionRadius, sl.getEntry(nfxm));
+ if (upperDifference.getEntry(nfxm) == ZERO) {
+ stepb = Math.max(-TWO * initialTrustRegionRadius, lowerDifference.getEntry(nfxm));
throw new PathIsExploredException(); // XXX
}
- xpt.setEntry(nfm, nfxm, stepb);
+ interpolationPoints.setEntry(nfm, nfxm, stepb);
}
} else {
final int tmp1 = (nfm - np) / n;
@@ -1688,8 +1642,8 @@ public class BOBYQAOptimizer
ipt = tmp2;
throw new PathIsExploredException(); // XXX
}
- xpt.setEntry(nfm, ipt, xpt.getEntry(ipt, ipt));
- xpt.setEntry(nfm, jpt, xpt.getEntry(jpt, jpt));
+ interpolationPoints.setEntry(nfm, ipt, interpolationPoints.getEntry(ipt, ipt));
+ interpolationPoints.setEntry(nfm, jpt, interpolationPoints.getEntry(jpt, jpt));
}
// Calculate the next value of F. The least function value so far and
@@ -1697,12 +1651,12 @@ public class BOBYQAOptimizer
for (int j = 0; j < n; j++) {
currentBest.setEntry(j, Math.min(Math.max(lowerBound[j],
- xbase.getEntry(j) + xpt.getEntry(nfm, j)),
+ originShift.getEntry(j) + interpolationPoints.getEntry(nfm, j)),
upperBound[j]));
- if (xpt.getEntry(nfm, j) == sl.getEntry(j)) {
+ if (interpolationPoints.getEntry(nfm, j) == lowerDifference.getEntry(j)) {
currentBest.setEntry(j, lowerBound[j]);
}
- if (xpt.getEntry(nfm, j) == su.getEntry(j)) {
+ if (interpolationPoints.getEntry(nfm, j) == upperDifference.getEntry(j)) {
currentBest.setEntry(j, upperBound[j]);
}
}
@@ -1710,12 +1664,12 @@ public class BOBYQAOptimizer
final double objectiveValue = computeObjectiveValue(currentBest.toArray());
final double f = isMinimize ? objectiveValue : -objectiveValue;
final int numEval = getEvaluations(); // nfm + 1
- fval.setEntry(nfm, f);
+ fAtInterpolationPoints.setEntry(nfm, f);
if (numEval == 1) {
fbeg = f;
trustRegionCenterInterpolationPointIndex = 0;
- } else if (f < fval.getEntry(trustRegionCenterInterpolationPointIndex)) {
+ } else if (f < fAtInterpolationPoints.getEntry(trustRegionCenterInterpolationPointIndex)) {
trustRegionCenterInterpolationPointIndex = nfm;
}
@@ -1728,54 +1682,54 @@ public class BOBYQAOptimizer
if (numEval <= 2 * n + 1) {
if (numEval >= 2 &&
numEval <= n + 1) {
- gopt.setEntry(nfmm, (f - fbeg) / stepa);
+ gradientAtTrustRegionCenter.setEntry(nfmm, (f - fbeg) / 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);
+ bMatrix.setEntry(0, nfmm, -oneOverStepA);
+ bMatrix.setEntry(nfm, nfmm, oneOverStepA);
+ bMatrix.setEntry(npt + nfmm, nfmm, -HALF * rhosq);
throw new PathIsExploredException(); // XXX
}
} 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);
+ modelSecondDerivativesValues.setEntry(ih, TWO * (tmp - gradientAtTrustRegionCenter.getEntry(nfxm)) / diff);
+ gradientAtTrustRegionCenter.setEntry(nfxm, (gradientAtTrustRegionCenter.getEntry(nfxm) * stepb - tmp * stepa) / diff);
if (stepa * stepb < ZERO) {
- if (f < fval.getEntry(nfm - n)) {
- fval.setEntry(nfm, fval.getEntry(nfm - n));
- fval.setEntry(nfm - n, f);
+ if (f < fAtInterpolationPoints.getEntry(nfm - n)) {
+ fAtInterpolationPoints.setEntry(nfm, fAtInterpolationPoints.getEntry(nfm - n));
+ fAtInterpolationPoints.setEntry(nfm - n, f);
if (trustRegionCenterInterpolationPointIndex == nfm) {
trustRegionCenterInterpolationPointIndex = nfm - n;
}
- xpt.setEntry(nfm - n, nfxm, stepb);
- xpt.setEntry(nfm, nfxm, stepa);
+ interpolationPoints.setEntry(nfm - n, nfxm, stepb);
+ interpolationPoints.setEntry(nfm, nfxm, stepa);
}
}
- 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));
- zmat.setEntry(0, nfxm, Math.sqrt(TWO) / (stepa * stepb));
- zmat.setEntry(nfm, nfxm, Math.sqrt(HALF) / rhosq);
- // 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));
+ bMatrix.setEntry(0, nfxm, -(stepa + stepb) / (stepa * stepb));
+ bMatrix.setEntry(nfm, nfxm, -HALF / interpolationPoints.getEntry(nfm - n, nfxm));
+ bMatrix.setEntry(nfm - n, nfxm,
+ -bMatrix.getEntry(0, nfxm) - bMatrix.getEntry(nfm, nfxm));
+ zMatrix.setEntry(0, nfxm, Math.sqrt(TWO) / (stepa * stepb));
+ zMatrix.setEntry(nfm, nfxm, Math.sqrt(HALF) / rhosq);
+ // zMatrix.setEntry(nfm, nfxm, Math.sqrt(HALF) * recip); // XXX "testAckley" and "testDiffPow" fail.
+ zMatrix.setEntry(nfm - n, nfxm,
+ -zMatrix.getEntry(0, nfxm) - zMatrix.getEntry(nfm, nfxm));
}
// Set the off-diagonal second derivatives of the Lagrange functions and
// the initial quadratic model.
} else {
- zmat.setEntry(0, nfxm, recip);
- zmat.setEntry(nfm, nfxm, recip);
- zmat.setEntry(ipt, nfxm, -recip);
- zmat.setEntry(jpt, nfxm, -recip);
+ zMatrix.setEntry(0, nfxm, recip);
+ zMatrix.setEntry(nfm, nfxm, recip);
+ zMatrix.setEntry(ipt, nfxm, -recip);
+ zMatrix.setEntry(jpt, nfxm, -recip);
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);
+ final double tmp = interpolationPoints.getEntry(nfm, ipt - 1) * interpolationPoints.getEntry(nfm, jpt - 1);
+ modelSecondDerivativesValues.setEntry(ih, (fbeg - fAtInterpolationPoints.getEntry(ipt) - fAtInterpolationPoints.getEntry(jpt) + f) / tmp);
throw new PathIsExploredException(); // XXX
}
} while (getEvaluations() < npt);
@@ -1821,16 +1775,7 @@ public class BOBYQAOptimizer
* gradient searches that are not restricted by any constraints. The
* value CRVMIN=-1.0D0 is set, however, if all of these searches are
* constrained.
- * @param xpt
- * @param xopt
- * @param gopt
- * @param hq
- * @param pq
- * @param sl
- * @param su
* @param delta
- * @param xnew
- * @param d__
* @param gnew
* @param xbdi
* @param s
@@ -1838,23 +1783,14 @@ public class BOBYQAOptimizer
* @param hred
*/
private double[] trsbox(
- Array2DRowRealMatrix xpt,
- ArrayRealVector xopt,
- ArrayRealVector gopt,
- ArrayRealVector hq,
- ArrayRealVector pq,
- ArrayRealVector sl,
- ArrayRealVector su,
double delta,
- ArrayRealVector xnew,
- ArrayRealVector d__,
ArrayRealVector gnew,
ArrayRealVector xbdi,
ArrayRealVector s,
ArrayRealVector hs,
ArrayRealVector hred
) {
- // System.out.println("trsbox"); // XXX
+ printMethod(); // XXX
final int n = currentBest.getDimension();
final int npt = numberOfInterpolationPoints;
@@ -1893,20 +1829,20 @@ public class BOBYQAOptimizer
nact = 0;
for (int i = 0; i < n; i++) {
xbdi.setEntry(i, ZERO);
- if (xopt.getEntry(i) <= sl.getEntry(i)) {
- if (gopt.getEntry(i) >= ZERO) {
+ if (trustRegionCenterOffset.getEntry(i) <= lowerDifference.getEntry(i)) {
+ if (gradientAtTrustRegionCenter.getEntry(i) >= ZERO) {
xbdi.setEntry(i, MINUS_ONE);
}
- } else if (xopt.getEntry(i) >= su.getEntry(i)) {
- if (gopt.getEntry(i) <= ZERO) {
+ } else if (trustRegionCenterOffset.getEntry(i) >= upperDifference.getEntry(i)) {
+ if (gradientAtTrustRegionCenter.getEntry(i) <= ZERO) {
xbdi.setEntry(i, ONE);
}
}
if (xbdi.getEntry(i) != ZERO) {
++nact;
}
- d__.setEntry(i, ZERO);
- gnew.setEntry(i, gopt.getEntry(i));
+ trialStepPoint.setEntry(i, ZERO);
+ gnew.setEntry(i, gradientAtTrustRegionCenter.getEntry(i));
}
delsq = delta * delta;
qred = ZERO;
@@ -1920,12 +1856,13 @@ public class BOBYQAOptimizer
int state = 20;
for(;;) {
- // System.out.println("loop in trsbox: state=" + state); // XXX
switch (state) {
case 20: {
+ printState(20); // XXX
beta = ZERO;
}
case 30: {
+ printState(30); // XXX
stepsq = ZERO;
for (int i = 0; i < n; i++) {
if (xbdi.getEntry(i) != ZERO) {
@@ -1958,15 +1895,16 @@ public class BOBYQAOptimizer
state = 210; break;
}
case 50: {
+ printState(50); // XXX
resid = delsq;
ds = ZERO;
shs = ZERO;
for (int i = 0; i < n; i++) {
if (xbdi.getEntry(i) == ZERO) {
// Computing 2nd power
- final double d1 = d__.getEntry(i);
+ final double d1 = trialStepPoint.getEntry(i);
resid -= d1 * d1;
- ds += s.getEntry(i) * d__.getEntry(i);
+ ds += s.getEntry(i) * trialStepPoint.getEntry(i);
shs += s.getEntry(i) * hs.getEntry(i);
}
}
@@ -1991,11 +1929,11 @@ public class BOBYQAOptimizer
iact = -1;
for (int i = 0; i < n; i++) {
if (s.getEntry(i) != ZERO) {
- xsum = xopt.getEntry(i) + d__.getEntry(i);
+ xsum = trustRegionCenterOffset.getEntry(i) + trialStepPoint.getEntry(i);
if (s.getEntry(i) > ZERO) {
- temp = (su.getEntry(i) - xsum) / s.getEntry(i);
+ temp = (upperDifference.getEntry(i) - xsum) / s.getEntry(i);
} else {
- temp = (sl.getEntry(i) - xsum) / s.getEntry(i);
+ temp = (lowerDifference.getEntry(i) - xsum) / s.getEntry(i);
}
if (temp < stplen) {
stplen = temp;
@@ -2025,7 +1963,7 @@ public class BOBYQAOptimizer
final double d1 = gnew.getEntry(i);
gredsq += d1 * d1;
}
- d__.setEntry(i, d__.getEntry(i) + stplen * s.getEntry(i));
+ trialStepPoint.setEntry(i, trialStepPoint.getEntry(i) + stplen * s.getEntry(i));
}
// Computing MAX
final double d1 = stplen * (ggsav - HALF * stplen * shs);
@@ -2042,7 +1980,7 @@ public class BOBYQAOptimizer
xbdi.setEntry(iact, MINUS_ONE);
}
// Computing 2nd power
- final double d1 = d__.getEntry(iact);
+ final double d1 = trialStepPoint.getEntry(iact);
delsq -= d1 * d1;
if (delsq <= ZERO) {
state = 190; break;
@@ -2065,6 +2003,7 @@ public class BOBYQAOptimizer
}
}
case 90: {
+ printState(90); // XXX
crvmin = ZERO;
// Prepare for the alternative iteration by calculating some scalars
@@ -2073,6 +2012,7 @@ public class BOBYQAOptimizer
}
case 100: {
+ printState(100); // XXX
if (nact >= n - 1) {
state = 190; break;
}
@@ -2082,13 +2022,13 @@ public class BOBYQAOptimizer
for (int i = 0; i < n; i++) {
if (xbdi.getEntry(i) == ZERO) {
// Computing 2nd power
- double d1 = d__.getEntry(i);
+ double d1 = trialStepPoint.getEntry(i);
dredsq += d1 * d1;
- dredg += d__.getEntry(i) * gnew.getEntry(i);
+ dredg += trialStepPoint.getEntry(i) * gnew.getEntry(i);
// Computing 2nd power
d1 = gnew.getEntry(i);
gredsq += d1 * d1;
- s.setEntry(i, d__.getEntry(i));
+ s.setEntry(i, trialStepPoint.getEntry(i));
} else {
s.setEntry(i, ZERO);
}
@@ -2099,6 +2039,7 @@ public class BOBYQAOptimizer
// and the reduced G that is orthogonal to the reduced D.
}
case 120: {
+ printState(120); // XXX
++iterc;
temp = gredsq * dredsq - dredg * dredg;
if (temp <= qred * 1e-4 * qred) {
@@ -2107,7 +2048,7 @@ public class BOBYQAOptimizer
temp = Math.sqrt(temp);
for (int i = 0; i < n; i++) {
if (xbdi.getEntry(i) == ZERO) {
- s.setEntry(i, (dredg * d__.getEntry(i) - dredsq * gnew.getEntry(i)) / temp);
+ s.setEntry(i, (dredg * trialStepPoint.getEntry(i) - dredsq * gnew.getEntry(i)) / temp);
} else {
s.setEntry(i, ZERO);
}
@@ -2123,8 +2064,8 @@ public class BOBYQAOptimizer
iact = -1;
for (int i = 0; i < n; i++) {
if (xbdi.getEntry(i) == ZERO) {
- tempa = xopt.getEntry(i) + d__.getEntry(i) - sl.getEntry(i);
- tempb = su.getEntry(i) - xopt.getEntry(i) - d__.getEntry(i);
+ tempa = trustRegionCenterOffset.getEntry(i) + trialStepPoint.getEntry(i) - lowerDifference.getEntry(i);
+ tempb = upperDifference.getEntry(i) - trustRegionCenterOffset.getEntry(i) - trialStepPoint.getEntry(i);
if (tempa <= ZERO) {
++nact;
xbdi.setEntry(i, MINUS_ONE);
@@ -2135,12 +2076,12 @@ public class BOBYQAOptimizer
state = 100; break;
}
// Computing 2nd power
- double d1 = d__.getEntry(i);
+ double d1 = trialStepPoint.getEntry(i);
// Computing 2nd power
double d2 = s.getEntry(i);
ssq = d1 * d1 + d2 * d2;
// Computing 2nd power
- d1 = xopt.getEntry(i) - sl.getEntry(i);
+ d1 = trustRegionCenterOffset.getEntry(i) - lowerDifference.getEntry(i);
temp = ssq - d1 * d1;
if (temp > ZERO) {
temp = Math.sqrt(temp) - s.getEntry(i);
@@ -2151,7 +2092,7 @@ public class BOBYQAOptimizer
}
}
// Computing 2nd power
- d1 = su.getEntry(i) - xopt.getEntry(i);
+ d1 = upperDifference.getEntry(i) - trustRegionCenterOffset.getEntry(i);
temp = ssq - d1 * d1;
if (temp > ZERO) {
temp = Math.sqrt(temp) + s.getEntry(i);
@@ -2169,14 +2110,15 @@ public class BOBYQAOptimizer
state = 210; break;
}
case 150: {
+ printState(150); // XXX
shs = ZERO;
dhs = ZERO;
dhd = ZERO;
for (int i = 0; i < n; i++) {
if (xbdi.getEntry(i) == ZERO) {
shs += s.getEntry(i) * hs.getEntry(i);
- dhs += d__.getEntry(i) * hs.getEntry(i);
- dhd += d__.getEntry(i) * hred.getEntry(i);
+ dhs += trialStepPoint.getEntry(i) * hs.getEntry(i);
+ dhd += trialStepPoint.getEntry(i) * hred.getEntry(i);
}
}
@@ -2230,8 +2172,8 @@ public class BOBYQAOptimizer
for (int i = 0; i < n; i++) {
gnew.setEntry(i, gnew.getEntry(i) + (cth - ONE) * hred.getEntry(i) + sth * hs.getEntry(i));
if (xbdi.getEntry(i) == ZERO) {
- d__.setEntry(i, cth * d__.getEntry(i) + sth * s.getEntry(i));
- dredg += d__.getEntry(i) * gnew.getEntry(i);
+ trialStepPoint.setEntry(i, cth * trialStepPoint.getEntry(i) + sth * s.getEntry(i));
+ dredg += trialStepPoint.getEntry(i) * gnew.getEntry(i);
// Computing 2nd power
final double d1 = gnew.getEntry(i);
gredsq += d1 * d1;
@@ -2253,22 +2195,23 @@ public class BOBYQAOptimizer
}
}
case 190: {
+ printState(190); // XXX
dsq = ZERO;
for (int i = 0; i < n; i++) {
// Computing MAX
// Computing MIN
- final double min = Math.min(xopt.getEntry(i) + d__.getEntry(i),
- su.getEntry(i));
- xnew.setEntry(i, Math.max(min, sl.getEntry(i)));
+ final double min = Math.min(trustRegionCenterOffset.getEntry(i) + trialStepPoint.getEntry(i),
+ upperDifference.getEntry(i));
+ newPoint.setEntry(i, Math.max(min, lowerDifference.getEntry(i)));
if (xbdi.getEntry(i) == MINUS_ONE) {
- xnew.setEntry(i, sl.getEntry(i));
+ newPoint.setEntry(i, lowerDifference.getEntry(i));
}
if (xbdi.getEntry(i) == ONE) {
- xnew.setEntry(i, su.getEntry(i));
+ newPoint.setEntry(i, upperDifference.getEntry(i));
}
- d__.setEntry(i, xnew.getEntry(i) - xopt.getEntry(i));
+ trialStepPoint.setEntry(i, newPoint.getEntry(i) - trustRegionCenterOffset.getEntry(i));
// Computing 2nd power
- final double d1 = d__.getEntry(i);
+ final double d1 = trialStepPoint.getEntry(i);
dsq += d1 * d1;
}
return new double[] { dsq, crvmin };
@@ -2278,22 +2221,23 @@ public class BOBYQAOptimizer
// they can be regarded as an external subroutine.
}
case 210: {
+ printState(210); // XXX
int ih = 0;
for (int j = 0; j < n; j++) {
hs.setEntry(j, ZERO);
for (int i = 0; i <= j; i++) {
if (i < j) {
- hs.setEntry(j, hs.getEntry(j) + hq.getEntry(ih) * s.getEntry(i));
+ hs.setEntry(j, hs.getEntry(j) + modelSecondDerivativesValues.getEntry(ih) * s.getEntry(i));
}
- hs.setEntry(i, hs.getEntry(i) + hq.getEntry(ih) * s.getEntry(j));
+ hs.setEntry(i, hs.getEntry(i) + modelSecondDerivativesValues.getEntry(ih) * s.getEntry(j));
ih++;
}
}
- final RealVector tmp = xpt.operate(s).ebeMultiply(pq);
+ final RealVector tmp = interpolationPoints.operate(s).ebeMultiply(modelSecondDerivativesParameters);
for (int k = 0; k < npt; k++) {
- if (pq.getEntry(k) != ZERO) {
+ if (modelSecondDerivativesParameters.getEntry(k) != ZERO) {
for (int i = 0; i < n; i++) {
- hs.setEntry(i, hs.getEntry(i) + tmp.getEntry(k) * xpt.getEntry(k, i));
+ hs.setEntry(i, hs.getEntry(i) + tmp.getEntry(k) * interpolationPoints.getEntry(k, i));
}
}
}
@@ -2325,22 +2269,16 @@ public class BOBYQAOptimizer
* with that name, and DENOM is set to the denominator of the updating
* formula. Elements of ZMAT may be treated as zero if their moduli are
* at most ZTEST. The first NDIM elements of W are used for working space.
- * @param bmat
- * @param zmat
- * @param vlag
* @param beta
* @param denom
* @param knew
*/
private void update(
- Array2DRowRealMatrix bmat,
- Array2DRowRealMatrix zmat,
- ArrayRealVector vlag,
double beta,
double denom,
int knew
) {
- // System.out.println("update"); // XXX
+ printMethod(); // XXX
final int n = currentBest.getDimension();
final int npt = numberOfInterpolationPoints;
@@ -2353,7 +2291,7 @@ public class BOBYQAOptimizer
for (int k = 0; k < npt; k++) {
for (int j = 0; j < nptm; j++) {
// Computing MAX
- ztest = Math.max(ztest, Math.abs(zmat.getEntry(k, j)));
+ ztest = Math.max(ztest, Math.abs(zMatrix.getEntry(k, j)));
}
}
ztest *= 1e-20;
@@ -2361,56 +2299,56 @@ public class BOBYQAOptimizer
// Apply the rotations that put zeros in the KNEW-th row of ZMAT.
for (int j = 1; j < nptm; j++) {
- final double d1 = zmat.getEntry(knew, j);
+ final double d1 = zMatrix.getEntry(knew, j);
if (Math.abs(d1) > ztest) {
// Computing 2nd power
- final double d2 = zmat.getEntry(knew, 0);
+ final double d2 = zMatrix.getEntry(knew, 0);
// Computing 2nd power
- final double d3 = zmat.getEntry(knew, j);
+ final double d3 = zMatrix.getEntry(knew, j);
final double d4 = Math.sqrt(d2 * d2 + d3 * d3);
- final double d5 = zmat.getEntry(knew, 0) / d4;
- final double d6 = zmat.getEntry(knew, j) / d4;
+ final double d5 = zMatrix.getEntry(knew, 0) / d4;
+ final double d6 = zMatrix.getEntry(knew, j) / d4;
for (int i = 0; i < npt; i++) {
- final double d7 = d5 * zmat.getEntry(i, 0) + d6 * zmat.getEntry(i, j);
- zmat.setEntry(i, j, d5 * zmat.getEntry(i, j) - d6 * zmat.getEntry(i, 0));
- zmat.setEntry(i, 0, d7);
+ final double d7 = d5 * zMatrix.getEntry(i, 0) + d6 * zMatrix.getEntry(i, j);
+ zMatrix.setEntry(i, j, d5 * zMatrix.getEntry(i, j) - d6 * zMatrix.getEntry(i, 0));
+ zMatrix.setEntry(i, 0, d7);
}
}
- zmat.setEntry(knew, j, ZERO);
+ zMatrix.setEntry(knew, j, ZERO);
}
// Put the first NPT components of the KNEW-th column of HLAG into W,
// and calculate the parameters of the updating formula.
for (int i = 0; i < npt; i++) {
- work.setEntry(i, zmat.getEntry(knew, 0) * zmat.getEntry(i, 0));
+ work.setEntry(i, zMatrix.getEntry(knew, 0) * zMatrix.getEntry(i, 0));
}
final double alpha = work.getEntry(knew);
- final double tau = vlag.getEntry(knew);
- vlag.setEntry(knew, vlag.getEntry(knew) - ONE);
+ final double tau = lagrangeValuesAtNewPoint.getEntry(knew);
+ lagrangeValuesAtNewPoint.setEntry(knew, lagrangeValuesAtNewPoint.getEntry(knew) - ONE);
// Complete the updating of ZMAT.
final double sqrtDenom = Math.sqrt(denom);
final double d1 = tau / sqrtDenom;
- final double d2 = zmat.getEntry(knew, 0) / sqrtDenom;
+ final double d2 = zMatrix.getEntry(knew, 0) / sqrtDenom;
for (int i = 0; i < npt; i++) {
- zmat.setEntry(i, 0,
- d1 * zmat.getEntry(i, 0) - d2 * vlag.getEntry(i));
+ zMatrix.setEntry(i, 0,
+ d1 * zMatrix.getEntry(i, 0) - d2 * lagrangeValuesAtNewPoint.getEntry(i));
}
// Finally, update the matrix BMAT.
for (int j = 0; j < n; j++) {
final int jp = npt + j;
- work.setEntry(jp, bmat.getEntry(knew, j));
- final double d3 = (alpha * vlag.getEntry(jp) - tau * work.getEntry(jp)) / denom;
- final double d4 = (-beta * work.getEntry(jp) - tau * vlag.getEntry(jp)) / denom;
+ work.setEntry(jp, bMatrix.getEntry(knew, j));
+ final double d3 = (alpha * lagrangeValuesAtNewPoint.getEntry(jp) - tau * work.getEntry(jp)) / denom;
+ final double d4 = (-beta * work.getEntry(jp) - tau * lagrangeValuesAtNewPoint.getEntry(jp)) / denom;
for (int i = 0; i <= jp; i++) {
- bmat.setEntry(i, j,
- bmat.getEntry(i, j) + d3 * vlag.getEntry(i) + d4 * work.getEntry(i));
+ bMatrix.setEntry(i, j,
+ bMatrix.getEntry(i, j) + d3 * lagrangeValuesAtNewPoint.getEntry(i) + d4 * work.getEntry(i));
if (i >= npt) {
- bmat.setEntry(jp, (i - npt), bmat.getEntry(i, j));
+ bMatrix.setEntry(jp, (i - npt), bMatrix.getEntry(i, j));
}
}
}
@@ -2421,7 +2359,7 @@ public class BOBYQAOptimizer
* {@link #upperBound} array if no constraints were provided.
*/
private void setup() {
- // System.out.println("setup"); // XXX
+ printMethod(); // XXX
double[] init = getStartPoint();
final int dimension = init.length;
@@ -2474,6 +2412,26 @@ public class BOBYQAOptimizer
if (minDiff < requiredMinDiff) {
initialTrustRegionRadius = minDiff / 3.0;
}
+
+ // Initialize the data structures used by the "bobyqa" method.
+ bMatrix = new Array2DRowRealMatrix(dimension + numberOfInterpolationPoints,
+ dimension);
[... 43 lines stripped ...]