Annotation of /trunk/paramin-beta/armijo.cc

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1 :	agomez	1	#include "armijo.h"
2 :
3 :			// ********************************************************
4 :			// Functions for class Armijo
5 :			// ********************************************************
6 :			Armijo::Armijo() {
7 :			cond = new LineSeekerCondition(this);
8 :			beta = 0.3;
9 :			sigma = 0.01;
10 :			alpha = 0.0;
11 :			}
12 :
13 :			Armijo::~Armijo() {
14 :			delete cond;
15 :			}
16 :
17 :			double Armijo::getAlpha() {
18 :			return alpha;
19 :			}
20 :
21 :			int Armijo::conditionSatisfied(double y) {
22 :			int returnID = net->getReceiveID();
23 :			// Vector temp(1);
24 :			// temp = (net->getX(returnID));
25 :			if ((initialf - y) >= (-sigma * net->getX(returnID)[0] * df))
26 :			return 1;
27 :			else
28 :			return 0;
29 :			}
30 :
31 :			void Armijo::doArmijo(const DoubleVector& v1, double fx, double dery,
32 :			const DoubleVector& h, NetInterface *netI, double s1) {
33 :
34 :			int cond_satisfied;
35 :			alpha = 0.0;
36 :			power = -1;
37 :			numVar = netI->getNumVarsInDataGroup();
38 :			x = v1;
39 :			s = s1;
40 :			f = fx;
41 :			initialx = v1;
42 :			initialf = fx;
43 :			hvec = h;
44 :			net = netI;
45 :			df = dery;
46 :
47 :			prepareNewLineSearch();
48 :			initiateAlphas();
49 :			cond_satisfied = net->sendAndReceiveSetData(cond);
50 :			if (cond_satisfied == -1) {
51 :			cerr << "Error in linesearch - cannot receive or send data\n";
52 :			net->stopUsingDataGroup();
53 :			exit(EXIT_FAILURE);
54 :			} else if (cond_satisfied == 1) {
55 :			// check this better should be working???
56 :			} else {
57 :			net->stopNetComm();
58 :			exit(EXIT_FAILURE);
59 :			}
60 :			net->stopUsingDataGroup();
61 :			}
62 :
63 :			int Armijo::computeConditionFunction() {
64 :			int returnID, i, cond_satisfied = 0;
65 :			int counter = net->getNumDataItemsSet();
66 :			int newreturns = net->getNumDataItemsAnswered();
67 :			double y;
68 :			// Vector temp;
69 :
70 :			returnID = net->getReceiveID();
71 :			if (returnID >= 0) {
72 :			//temp = net->getX(returnID);
73 :			y = net->getY(returnID);
74 :			cond_satisfied = ((conditionSatisfied(y) == 1) && (f > y));
75 :			if (cond_satisfied) {
76 :			cout << "New optimum value f(x) = " << y << " at \n";
77 :			f = y;
78 :			power = returnID - 1;
79 :			alpha = net->getX(returnID)[0];
80 :			x = net->makeVector(net->getX(returnID));
81 :			for (i = 0; i < x.Size() ; i++)
82 :			cout << x[i] << " ";
83 :			cout << endl << endl;
84 :			}
85 :			}
86 :
87 :			if (power == -1) {
88 :			if (net->dataGroupFull()) {
89 :			if ((0.8 * counter) <= newreturns) {
90 :			// cannot set more data and have received 8/10 of all data - bailing out
91 :			power = 1;
92 :			alpha = 0.0;
93 :			return 1;
94 :
95 :			} else
96 :			return 0;
97 :
98 :			} else {
99 :			// dataGroup not full
100 :			i = setData();
101 :			return cond_satisfied;
102 :			}
103 :
104 :			} else if (power >= 0) {
105 :			// not setting any more data, have already found optimal value
106 :			if ((0.8 * counter) <= newreturns) {
107 :			// have found optimal value and received 8/10 of all data set
108 :			return 1;
109 :			} else
110 :			return 0;
111 :
112 :			} else
113 :			return 1;
114 :			}
115 :
116 :			void Armijo::prepareNewLineSearch() {
117 :			net->startNewDataGroup(numAlpha, x, hvec);
118 :			if (df > 0) {
119 :			cerr << "Error in linesearch - bad derivative\n";
120 :			net->stopUsingDataGroup();
121 :			}
122 :			DoubleVector tempx(1,0.0);
123 :			// tempx[0] = 0.0;
124 :			net->setDataPair(tempx, initialf);
125 :			}
126 :
127 :			void Armijo::initiateAlphas() {
128 :			int i = net->getTotalNumProc();
129 :			int j;
130 :			DoubleVector tempx(1);
131 :			assert(beta > 0.0);
132 :			assert(beta <= 0.5);
133 :			for (j = 0; j < i; j++) {
134 :			tempx[0] = pow(beta, j) * s;
135 :			net->setX(tempx);
136 :			}
137 :			}
138 :
139 :			void Armijo::setSigma(double s) {
140 :			sigma = s;
141 :			}
142 :
143 :			void Armijo::setBeta(double b) {
144 :			beta = b;
145 :			}
146 :
147 :			double Armijo::getBeta() {
148 :			return beta;
149 :			}
150 :
151 :			int Armijo::getPower() {
152 :			return power;
153 :			}
154 :
155 :			int Armijo::outstandingRequests() {
156 :			int out;
157 :			int pending = net->getNumNotAns();
158 :			out = (pending > 0);
159 :			return out;
160 :			}
161 :
162 :			int Armijo::setData() {
163 :			DoubleVector tempx(1);
164 :			int counter = net->getNumDataItemsSet() - 1;
165 :			double a = pow(beta, counter) * s;
166 :			tempx[0] = a;
167 :			int ok = -1;
168 :			if (net->dataGroupFull()) {
169 :			cerr << "Error in armijo - have set too many values\n";
170 :			ok = 0;
171 :			} else {
172 :			net->setXFirstToSend(tempx);
173 :			ok = 1;
174 :			}
175 :			return ok;
176 :			}
177 :

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