/*
* Copyright (c) 2012-2013, Peter Abeles. All Rights Reserved.
*
* This file is part of DDogleg (http://ddogleg.org).
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.ddogleg.optimization;
import org.ddogleg.optimization.funcs.*;
import org.ddogleg.optimization.functions.FunctionNtoM;
import org.ddogleg.optimization.functions.FunctionNtoMxN;
import org.ddogleg.optimization.impl.NumericalJacobianForward;
/**
* @author Peter Abeles
*/
public abstract class UnconstrainedLeastSquaresEvaluator {
boolean verbose = true;
boolean printSummary;
int maxIteration = 500;
protected UnconstrainedLeastSquaresEvaluator(boolean verbose, boolean printSummary) {
this.verbose = verbose;
this.printSummary = printSummary;
}
/**
* Creates a line search algorithm
*
* @return Line search algorithm
*/
protected abstract UnconstrainedLeastSquares createSearch( double minimumValue );
/**
* Run the line search algorithm on the two inputs and compute statistics
*
* @param func Function being searched
* @param deriv Derivative being searched
* @param initial Initial point
* @return statics
*/
private NonlinearResults performTest( FunctionNtoM func , FunctionNtoMxN deriv ,
double initial[] , double optimal[] , double minimValue)
{
if( deriv == null ) {
deriv = new NumericalJacobianForward(func);
}
CallCounterNtoM f = new CallCounterNtoM(func);
CallCounterNtoMxN d = new CallCounterNtoMxN(deriv);
UnconstrainedLeastSquares alg = createSearch(minimValue);
alg.setFunction(f,d);
alg.initialize(initial,1e-10,1e-20);
double initialError = alg.getFunctionValue();
int iter;
for( iter = 0; iter < maxIteration && !alg.iterate() ; iter++ ) {
if( verbose && alg.isUpdated() ) {
double error = alg.getFunctionValue();
System.out.println(" error = "+error);
}
}
if( verbose )
System.out.println("*** total iterations = "+iter);
double found[] = alg.getParameters();
double finalError = alg.getFunctionValue();
if( printSummary ) {
// compute distance from optimal solution if one is provided
double dist = Double.NaN;
if( optimal != null ) {
dist = 0;
for( int i = 0; i < func.getNumOfInputsN(); i++ ) {
dist += Math.pow(found[i]-optimal[i],2);
}
dist = Math.sqrt(dist);
}
System.out.printf("value{ init %7.1e final = %7.2e} optimal %7.1e count f = %2d d = %2d\n",
initialError, finalError, dist , f.count, d.count);
}
NonlinearResults ret = new NonlinearResults();
ret.numFunction = f.count;
ret.numGradient = d.count;
ret.f = finalError;
ret.x = found;
return ret;
}
private NonlinearResults performTest( EvalFuncLeastSquares func ) {
double[] initial = func.getInitial();
return performTest(func.getFunction(),func.getJacobian(),initial,func.getOptimal(),0);
}
public NonlinearResults helicalValley() {
return performTest(new EvalFuncHelicalValley());
}
public NonlinearResults rosenbrock() {
return performTest(new EvalFuncRosenbrock());
}
public NonlinearResults rosenbrockMod( double lambda ) {
return performTest(new EvalFuncRosenbrockMod(lambda));
}
public NonlinearResults variably() {
return performTest(new EvalFuncVariablyDimensioned(10));
}
public NonlinearResults trigonometric() {
return performTest(new EvalFuncTrigonometric(10));
}
public NonlinearResults badlyScaledBrown() {
return performTest(new EvalFuncBadlyScaledBrown());
}
public NonlinearResults powell() {
return performTest(new EvalFuncPowell());
}
}
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