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agomez |
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#include "optinfo.h" |
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#include "errorhandler.h" |
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#include "gadget.h" |
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#include "global.h" |
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OptInfoBFGS::OptInfoBFGS()
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: OptInfo(), bfgsiter(10000), bfgseps(0.01), beta(0.3), sigma(0.01),
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step(1.0), gradacc(1e-6), gradstep(0.5), gradeps(1e-10) {
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type = OPTBFGS;
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handle.logMessage(LOGMESSAGE, "Initialising BFGS optimisation algorithm");
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}
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void OptInfoBFGS::read(CommentStream& infile, char* text) {
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handle.logMessage(LOGMESSAGE, "Reading BFGS optimisation parameters");
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int count = 0;
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while (!infile.eof() && strcasecmp(text, "[simann]") && strcasecmp(text, "[hooke]") && strcasecmp(text, "[bfgs]")) {
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infile >> ws;
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if (strcasecmp(text, "seed") == 0) {
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int seed = 0;
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infile >> seed >> ws;
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handle.logMessage(LOGMESSAGE, "Initialising random number generator with", seed);
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srand(seed);
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} else if (strcasecmp(text,"beta") == 0) {
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infile >> beta;
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count++;
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} else if (strcasecmp(text, "sigma") == 0) {
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infile >> sigma;
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count++;
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} else if (strcasecmp(text, "step") == 0) {
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infile >> step;
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count++;
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} else if (strcasecmp(text, "gradacc") == 0) {
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infile >> gradacc;
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count++;
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} else if (strcasecmp(text, "gradstep") == 0) {
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infile >> gradstep;
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count++;
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} else if (strcasecmp(text, "gradeps") == 0) {
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infile >> gradeps;
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count++;
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} else if ((strcasecmp(text, "bfgsiter") == 0) || (strcasecmp(text, "maxiter") == 0)) {
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infile >> bfgsiter;
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count++;
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} else if (strcasecmp(text, "bfgseps") == 0) {
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infile >> bfgseps;
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count++;
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} else {
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handle.logMessage(LOGINFO, "Warning in optinfofile - unrecognised option", text);
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infile >> text; //read and ignore the next entry
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}
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infile >> text;
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}
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if (count == 0)
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handle.logMessage(LOGINFO, "Warning - no parameters specified for BFGS optimisation algorithm");
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//check the values specified in the optinfo file ...
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if ((beta < rathersmall) || (beta > 1.0)) {
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handle.logMessage(LOGINFO, "Warning in optinfofile - value of beta outside bounds", beta);
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beta = 0.3;
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}
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if ((sigma < rathersmall)|| (sigma > 1.0)) {
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handle.logMessage(LOGINFO, "Warning in optinfofile - value of sigma outside bounds", sigma);
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sigma = 0.01;
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}
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if (step < 1.0) {
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handle.logMessage(LOGINFO, "Warning in optinfofile - value of step outside bounds", step);
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step = 1.0;
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}
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if (bfgseps < rathersmall) {
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handle.logMessage(LOGINFO, "Warning in optinfofile - value of bfgseps outside bounds", bfgseps);
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bfgseps = 0.01;
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}
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if ((gradacc < rathersmall) || (gradacc > 1.0)) {
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handle.logMessage(LOGINFO, "Warning in optinfofile - value of gradacc outside bounds", gradacc);
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gradacc = 1e-6;
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}
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if ((gradstep < rathersmall) || (gradstep > 1.0)) {
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handle.logMessage(LOGINFO, "Warning in optinfofile - value of gradstep outside bounds", gradstep);
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gradstep = 0.5;
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}
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if ((gradeps < verysmall) || (gradeps > gradacc)) {
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handle.logMessage(LOGINFO, "Warning in optinfofile - value of gradeps outside bounds", gradeps);
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gradeps = 1e-10;
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}
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}
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void OptInfoBFGS::Print(ofstream& outfile, int prec) {
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outfile << "; BFGS algorithm ran for " << iters
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<< " function evaluations\n; and stopped when the likelihood value was "
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<< setprecision(prec) << score;
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if (converge == -1)
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outfile << "\n; because an error occured during the optimisation\n";
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else if (converge == 1)
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outfile << "\n; because the convergence criteria were met\n";
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else if (converge == 2)
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outfile << "\n; because the accuracy limit for the gradient calculation was reached\n";
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else
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outfile << "\n; because the maximum number of function evaluations was reached\n";
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}
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