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agomez |
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#include "paraminhooke.h" |
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// ********************************************************
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// functions for class ParaminHooke
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// ********************************************************
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ParaminHooke::ParaminHooke(NetInterface* netInt) : ParaminSearch(netInt) {
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iters = 0;
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returnID = -1;
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lambda = 0;
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rho = 0.5;
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epsilon = 1e-4;
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maxiterations = 1000;
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type = OPTHOOKE;
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// already set in optinfo
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// converge = 0;
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}
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ParaminHooke::~ParaminHooke() {
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}
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void ParaminHooke::read(CommentStream& infile, char* text) {
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int i = 0;
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while (!infile.eof() && strcasecmp(text, "seed") && strcasecmp(text, "[hooke]") && strcasecmp(text, "[bfgs]")) {
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infile >> ws;
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if ((strcasecmp(text, "epsilon") == 0) || (strcasecmp(text, "hookeeps") == 0)) {
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infile >> epsilon;
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} else if ((strcasecmp(text, "maxiterations") == 0) || (strcasecmp(text, "hookeiter") == 0)) {
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infile >> maxiterations;
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} else if (strcasecmp(text, "rho") == 0) {
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infile >> rho;
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} else if (strcasecmp(text, "lambda") == 0) {
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infile >> lambda;
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} else if (strcasecmp(text, "bndcheck") == 0) {
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//JMB - read and ignore bndcheck
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infile >> text;
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} else {
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cerr << "Error while reading optinfo for Hooke - unknown option " << text << endl;
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exit(EXIT_FAILURE);
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}
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infile >> text;
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i++;
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}
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if (i == 0)
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cerr << "Warning - no optinfo give for Hooke in file - using default parameters" << endl;
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//check the values specified in the optinfo file ...
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if ((rho < 0) || (rho > 1)) {
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cerr << "\nError in value of rho - setting to default value of 0.5\n";
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rho = 0.5;
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}
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if ((lambda < 0) || (lambda > 1)) {
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cerr << "\nError in value of lambda - setting to default value of " << rho << endl;
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lambda = rho;
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}
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}
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void ParaminHooke::OptimiseLikelihood() {
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double steplength;
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int i, keep;
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NumberOfHosts = net->getTotalNumProc();
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int maxnumindatagroup = numvar*10;
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// maybe not needed can do resize on the go????
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// Vector tempV(maxnumindatagroup);
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//previousf = tempV;
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previousf.Reset();
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previousf.resize(maxnumindatagroup, 0.0);
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//par = new int[maxnumindatagroup];
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par.resize(maxnumindatagroup, 0);
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xbefore = net->getInitialX();
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fbefore = net->getScore();
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bestx = xbefore;
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bestf = fbefore;
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cout << "in opt hooke and Jeeves best x is " << endl;
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for (i = 0; i < bestx.Size(); i++) {
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cout << bestx[i] << " ";
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};
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cout << endl;
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cout << "in opt hooke and jeeves best f is " << bestf << endl;
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delta.Reset();
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delta.resize(numvar, 0.0);
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int numFromLineSeek;
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// change = new int[numvar];
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// param = new int[numvar];
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change.Reset();
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change.resize(numvar, 0);
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param.Reset();
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param.resize(numvar,0);
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// The original definition of the delta array has not been changed, even
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// though we're sometimes working with scaled x-values.
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for (i = 0; i < numvar; i++) {
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delta[i] = fabs(bestx[i] * rho);
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if (delta[i] == 0.0)
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delta[i] = rho;
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param[i] = i;
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}
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steplength = ((lambda < verysmall) ? rho : lambda);
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lineS = new LineSeeker();
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while ((iters < maxiterations) && (steplength > epsilon)) {
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/* randomize the order of the parameters once in a while, to avoid */
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/* the order having an influence on which changes are accepted. */
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randomOrder(param);
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/* find best new point, one coord at a time */
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bestNearby();
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//JMB check for too many iterations here
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/* if we made some improvements, pursue that direction */
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keep = 1;
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while ((bestf < fbefore) && (keep == 1) && (iters < maxiterations)) {
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// cout << "some improvement from bestNearby" << endl;
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for (i = 0; i < numvar; i++) {
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/* firstly, arrange the sign of delta[] */
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if (bestx[i] <= xbefore[i])
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delta[i] = 0.0 - fabs(delta[i]);
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else
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delta[i] = fabs(delta[i]);
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}
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numFromLineSeek = lineS->doLineseek(xbefore, bestx, bestf, net);
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iters += numFromLineSeek;
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xbefore = bestx;
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fbefore = bestf;
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bestf = lineS->getBestF();
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cout << "hooke and jeeves best f " << bestf << endl;
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bestx = lineS->getBestX();
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// if the further (optimistic) move was bad
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if (bestf >= fbefore) {
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bestf = fbefore;
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bestx = xbefore;
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} else {
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// else, look around from that point
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if (iters < maxiterations) {
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xbefore = bestx;
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fbefore = bestf;
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bestNearby();
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/* if the further (optimistic) move was bad */
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if (bestf < fbefore) {
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// bestf can only be equal or less than fbefore
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/* make sure that the differences between the new and the old */
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/* points are due to actual displacements - beware of roundoff */
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/* errors that might cause newf < fbefore */
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keep = 0;
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for (i = 0; i < numvar; i++) {
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keep = 1;
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// AJ changing to be the same check as in gadget..
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if (fabs(bestx[i] - xbefore[i]) > rathersmall)
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break;
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else
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keep = 0;
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}
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}
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}
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}
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}
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if ((steplength >= epsilon) && (bestf >= fbefore)) {
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steplength = steplength * rho;
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for (i = 0; i < numvar; i++)
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delta[i] *= rho;
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}
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}
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// Must look into this cout.. things.. should be handle...
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cout << "\nStopping Hooke and Jeeves\n\nThe optimisation stopped after " << iters
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<< " iterations (max " << maxiterations << ")\nThe steplength was reduced to "
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<< steplength << " (min " << epsilon << ")\n";
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if (iters >= maxiterations)
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cout << "The optimisation stopped because the maximum number of iterations" << "\nwas reached and NOT because an optimum was found for this run\n";
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else {
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cout << "The optimisation stopped because an optimum was found for this run\n";
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converge = 1;
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}
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delete lineS;
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// delete[] change;
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// delete[] param;
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// delete[] par;
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net->setInitialScore(bestx, bestf);
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score = bestf;
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}
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void ParaminHooke::bestNearby() {
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double ftmp;
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int i, j;
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int withinbounds;
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int newopt;
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net->startNewDataGroup(10 * numvar);
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for (i = 0; i < numvar; i++)
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change[i] = 0;
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numparamset = 0;
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i = 0;
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// sending as many points as there are processors in total.
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// ************
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// AJ if never within bound then will set numvar points!!!!
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//
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while ((i < NumberOfHosts) && (numparamset < numvar)) {
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withinbounds = SetPoint(param[numparamset]);
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if (withinbounds == 1) {
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change[param[numparamset]]++;
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i++;
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}
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numparamset++;
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}
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// send all available data to all free hosts and then receive them
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// back one at a time, sending new points when possible. If point I was
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// trying to set was not within bound then nothing has been set and
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// nothing will be sent. This could lead to poor use of available hosts.
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net->sendToAllIdleHosts();
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while (net->getNumNotAns() > 0) {
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ReceiveValue();
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if (iters % 1000 == 0) {
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cout << "\nAfter " << iters << " function evaluations, f(x) = " << bestf << " at\n";
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for (j = 0; j < bestx.Size(); j++)
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cout << bestx[j] << sep;
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cout << endl;
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}
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if (iters < maxiterations) {
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if (MyDataGroup()) {
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// Update the optimum if received a better value
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newopt = UpdateOpt();
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if (!newopt) {
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SetPointNearby();
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};
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}
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if (net->allSent())
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SetPointNextCoord();
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if (!net->allSent())
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net->sendToIdleHosts();
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} else {
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net->receiveAll();
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// This takes time, ?? need to do this
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// since I am receiving all, maybe should check if any
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// of the return values are optimum.
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}
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}
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net->stopUsingDataGroup();
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}
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int ParaminHooke::SetPoint(int n) {
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// return 0 and do nothing if the changes goes out of bounds.
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DoubleVector z(bestx);
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double next = bestx[n] + delta[n];
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int numset;
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if (next < lowerbound[n]) {
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return 0;
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}
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else if (next > upperbound[n]) {
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return 0;
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}
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else {
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numset = net->getNumDataItemsSet();
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z[n] = next;
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net->setX(z);
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par[numset] = n;
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| 278 : |
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previousf[numset] = bestf;
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| 279 : |
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return 1;
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| 280 : |
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}
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| 281 : |
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}
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| 282 : |
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int ParaminHooke::MyDataGroup() {
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| 284 : |
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return (returnID >= 0);
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| 285 : |
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}
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| 286 : |
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void ParaminHooke::ReceiveValue() {
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| 288 : |
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int receive = net->receiveOne();
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| 289 : |
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if (receive == net->netError()) {
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| 290 : |
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cerr << "Error in Hooke - failed to receive data in linesearch\n";
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| 291 : |
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net->stopUsingDataGroup();
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| 292 : |
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exit(EXIT_FAILURE);
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| 293 : |
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}
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| 294 : |
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returnID = net->getReceiveID();
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| 295 : |
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if (MyDataGroup()) {
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| 296 : |
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iters++;
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| 297 : |
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freceive = net->getY(returnID);
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| 298 : |
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}
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| 299 : |
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}
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| 300 : |
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int ParaminHooke::UpdateOpt() {
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| 302 : |
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int newopt = 0;
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| 303 : |
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if (freceive < bestf) {
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| 304 : |
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bestf = freceive;
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| 305 : |
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bestx = net->getX(returnID);
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| 306 : |
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newopt = 1;
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| 307 : |
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}
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| 308 : |
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return newopt;
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| 309 : |
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}
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| 310 : |
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void ParaminHooke::SetPointNearby() {
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| 312 : |
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int withinbounds = 0;
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| 313 : |
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int returnparam;
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| 314 : |
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returnparam = par[returnID];
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| 315 : |
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if (change[returnparam] == 1) {
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| 316 : |
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if (freceive < previousf[returnID])
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| 317 : |
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withinbounds = SetPoint(returnparam);
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| 318 : |
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else {
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| 319 : |
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delta[returnparam] = 0.0 - delta[returnparam];
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| 320 : |
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withinbounds = SetPoint(returnparam);
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| 321 : |
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if (withinbounds)
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| 322 : |
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change[returnparam]++;
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| 323 : |
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}
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| 324 : |
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}
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| 325 : |
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}
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| 326 : |
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| 327 : |
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void ParaminHooke::SetPointNextCoord() {
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| 328 : |
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int withinbounds = 0;
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| 329 : |
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while ((numparamset < numvar) && withinbounds == 0) {
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| 330 : |
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withinbounds = SetPoint(param[numparamset]);
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| 331 : |
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if (withinbounds)
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| 332 : |
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change[param[numparamset]]++;
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| 333 : |
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numparamset++;
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| 334 : |
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}
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| 335 : |
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}
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| 336 : |
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void ParaminHooke::Print(ofstream& outfile, int prec) {
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| 337 : |
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outfile << "; Hooke & Jeeves algorithm ran for " << iters
|
| 338 : |
|
|
<< " function evaluations\n; and stopped when the likelihood value was "
|
| 339 : |
|
|
<< setprecision(prec) << score;
|
| 340 : |
|
|
if (converge == -1)
|
| 341 : |
|
|
outfile << "\n; because an error occured during the optimisation\n";
|
| 342 : |
|
|
else if (converge == 1)
|
| 343 : |
|
|
outfile << "\n; because the convergence criteria were met\n";
|
| 344 : |
|
|
else
|
| 345 : |
|
|
outfile << "\n; because the maximum number of function evaluations was reached\n";
|
| 346 : |
|
|
}
|
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