Beispiel #1
0
int sfa_one(double *x,     double *gap, int * activeS,
		double *z,     double * v,   double * Av, 
		double lambda, int nn,       int maxStep,
		double *s,     double *g,
		double tol,    int tau){

	int i, iterStep, m;
	int tFlag=0;
	//int n=nn+1;
	double temp;
	int* S=(int *) malloc(sizeof(int)*nn);
	double gapp=-1, gappp=-2;	/*gapp denotes the previous gap*/
	int numS=-100, numSp=-200, numSpp=-300;    
	/*
	   numS denotes the number of elements in the Support Set S
	   numSp denotes the number of elements in the previous Support Set S
	   */

	*gap=-1; /*initialize *gap a value*/

	/*
	   The main algorithm by Nesterov's method

	   B is an nn x nn tridiagonal matrix.

	   The nn eigenvalues of B are 2- 2 cos (i * PI/ n), i=1, 2, ..., nn
	   */


	/*
	   we first do a gradient step based on z
	   */


	/*
	   ---------------------------------------------------
	   A gradient step  begins
	   */
	g[0]=z[0] + z[0] - z[1] - Av[0];
	for (i=1;i<nn-1;i++){
		g[i]= - z[i-1] + z[i] + z[i] - z[i+1] - Av[i];
	}
	g[nn-1]= -z[nn-2] + z[nn-1] + z[nn-1] - Av[nn-1];


	/* 
	   do a gradient step based on z to get the new z
	   */
	m=nn%5;
	if (m!=0){
		for(i=0;i<m; i++)
			z[i]=z[i] - g[i]/4;
	}
	for (i=m;i<nn; i+=5){			
		z[i]   = z[i]   -  g[i]  /4;
		z[i+1] = z[i+1] -  g[i+1]/4;
		z[i+2] = z[i+2] -  g[i+2]/4;
		z[i+3] = z[i+3] -  g[i+3]/4;
		z[i+4] = z[i+4] -  g[i+4]/4;
	}

	/*
	   project z onto the L_{infty} ball with radius lambda

	   z is the new approximate solution
	   */			
	for (i=0;i<nn; i++){
		if (z[i]>lambda)
			z[i]=lambda;
		else
			if (z[i]<-lambda)
				z[i]=-lambda;
	}

	/*
	   ---------------------------------------------------
	   A gradient descent step ends
	   */


	/*compute the gradient at z*/

	g[0]=z[0] + z[0] - z[1] - Av[0];
	for (i=1;i<nn-1;i++){
		g[i]= - z[i-1] + z[i] + z[i] - z[i+1] - Av[i];
	}	
	g[nn-1]= -z[nn-2] + z[nn-1] + z[nn-1] - Av[nn-1];

	for (iterStep=1; iterStep<=maxStep; iterStep++){


		/*
		   ---------------------------------------------------
		   restart the algorithm with x=omega(z)
		   */

		numSpp=numSp;
		numSp=numS; /*record the previous numS*/
		numS = supportSet(x, v, z, g, S, lambda, nn);


		/*With x, we compute z via
		  AA^T z = Av - Ax
		  */

		/*
		   compute s= Av -Ax
		   */

		for (i=0;i<nn; i++)
			s[i]=Av[i] - x[i+1] + x[i];


		/*
		   Apply Rose Algorithm for solving z
		   */

		Thomas(&temp, z, s, nn);

		/*
		   Rose(&temp, z, s, nn);
		   */

		/*
		   project z to [-lambda, lambda]
		   */

		for(i=0;i<nn;i++){		
			if (z[i]>lambda)
				z[i]=lambda;
			else
				if (z[i]<-lambda)
					z[i]=-lambda;
		}

		/*
		   ---------------------------------------------------
		   restart the algorithm with x=omega(z)

		   we have computed a new z, based on the above relationship
		   */


		/*
		   ---------------------------------------------------
		   A gradient step  begins
		   */
		g[0]=z[0] + z[0] - z[1] - Av[0];
		for (i=1;i<nn-1;i++){
			g[i]= - z[i-1] + z[i] + z[i] - z[i+1] - Av[i];
		}
		g[nn-1]= -z[nn-2] + z[nn-1] + z[nn-1] - Av[nn-1];


		/* 
		   do a gradient step based on z to get the new z
		   */
		m=nn%5;
		if (m!=0){
			for(i=0;i<m; i++)
				z[i]=z[i] - g[i]/4;
		}
		for (i=m;i<nn; i+=5){			
			z[i]   = z[i]   -  g[i]  /4;
			z[i+1] = z[i+1] -  g[i+1]/4;
			z[i+2] = z[i+2] -  g[i+2]/4;
			z[i+3] = z[i+3] -  g[i+3]/4;
			z[i+4] = z[i+4] -  g[i+4]/4;
		}

		/*
		   project z onto the L_{infty} ball with radius lambda

		   z is the new approximate solution
		   */			
		for (i=0;i<nn; i++){
			if (z[i]>lambda)
				z[i]=lambda;
			else
				if (z[i]<-lambda)
					z[i]=-lambda;
		}

		/*
		   ---------------------------------------------------
		   A gradient descent step ends
		   */

		/*compute the gradient at z*/

		g[0]=z[0] + z[0] - z[1] - Av[0];
		for (i=1;i<nn-1;i++){
			g[i]= - z[i-1] + z[i] + z[i] - z[i+1] - Av[i];
		}	
		g[nn-1]= -z[nn-2] + z[nn-1] + z[nn-1] - Av[nn-1];


		if (iterStep % tau==0){
			gappp=gapp;
			gapp=*gap;  /*record the previous gap*/

			dualityGap2(gap, z, g, s, Av, lambda, nn);
			/*g, the gradient of z should be computed before calling this function*/


			/*
			   printf("\n iterStep=%d, numS=%d, gap=%e",iterStep, numS, *gap);
			   */


			/*
			   printf("\n  %d  & %d   &  %2.0e \\\\ \n \\hline ",iterStep, numS, *gap);
			   */


			/*
			   printf("\n %e",*gap);
			   */

			/*		

					printf("\n %d",numS);

*/

			if (*gap <=tol){
				//tFlag=1;
				break;
			}

			m=1;
			if (nn > 1000000)
				m=5;
			else
				if (nn > 100000)
					m=3;

			if ( abs( numS-numSp) <m ){

				/*
				   printf("\n numS=%d, numSp=%d",numS,numSp);
				   */

				m=generateSolution(x, z, gap, v, Av,
						g, s, S, lambda, nn);
				/*g, the gradient of z should be computed before calling this function*/

				if (*gap < tol){

					numS=m;
					tFlag=2;
					break;
				}


				if ( (*gap ==gappp) && (numS==numSpp) ){

					tFlag=2;
					break;

				}

			} /*end of if*/

		}/*end of if tau*/


	} /*end of for*/



	if (tFlag!=2){
		numS=generateSolution(x, z, gap, v, Av, g, s, S, lambda, nn);
		/*g, the gradient of z should be computed before calling this function*/
	}

	free(S);

	*activeS=numS;
	return(iterStep);
}
Beispiel #2
0
		int sfa(double *x,     double *gap, int * activeS,
				double *z,     double *z0,   double * v,   double * Av, 
				double lambda, int nn,       int maxStep,
				double *s,     double *g,
				double tol,    int tau,       int flag){

			int i, iterStep, m, tFlag=0, n=nn+1;
			double alphap=0, alpha=1, beta=0, temp;
			int* S=(int *) malloc(sizeof(int)*nn);
			double gapp=-1, gappp=-1;	/*gapp denotes the previous gap*/
			int numS=-1, numSp=-2, numSpp=-3;;    
			/*
			   numS denotes the number of elements in the Support Set S
			   numSp denotes the number of elements in the previous Support Set S
			   */

			*gap=-1; /*initial a value -1*/

			/*
			   The main algorithm by Nesterov's method

			   B is an nn x nn tridiagonal matrix.

			   The nn eigenvalues of B are 2- 2 cos (i * PI/ n), i=1, 2, ..., nn
			   */

			for (iterStep=1; iterStep<=maxStep; iterStep++){


				/*-------------   Step 1 ---------------------*/

				beta=(alphap -1 ) / alpha;
				/*
				   compute search point

				   s= z + beta * z0

				   We follow the style of CLAPACK
				   */
				m=nn % 5;
				if (m!=0){
					for (i=0;i<m; i++)
						s[i]=z[i]+ beta* z0[i];
				}
				for (i=m;i<nn;i+=5){
					s[i]   =z[i]   + beta* z0[i];
					s[i+1] =z[i+1] + beta* z0[i+1];
					s[i+2] =z[i+2] + beta* z0[i+2];
					s[i+3] =z[i+3] + beta* z0[i+3];			
					s[i+4] =z[i+4] + beta* z0[i+4];
				}

				/*
				   s and g are of size nn x 1

				   compute the gradient at s

				   g= B * s - Av,

				   where B is an nn x nn tridiagonal matrix. and is defined as

				   B= [ 2  -1   0    0;
				   -1  2   -1   0;
				   0  -1   2    -1;
				   0   0   -1   2]

				   We assume n>=3, which leads to nn>=2
				   */
				g[0]=s[0] + s[0] - s[1] - Av[0];
				for (i=1;i<nn-1;i++){
					g[i]= - s[i-1] + s[i] + s[i] - s[i+1] - Av[i];
				}
				g[nn-1]= -s[nn-2] + s[nn-1] + s[nn-1] - Av[nn-1];


				/* 
				   z0 stores the previous -z 
				   */
				m=nn%7;
				if (m!=0){
					for (i=0;i<m;i++)
						z0[i]=-z[i];
				}
				for (i=m; i <nn; i+=7){
					z0[i]   = - z[i];
					z0[i+1] = - z[i+1];
					z0[i+2] = - z[i+2];
					z0[i+3] = - z[i+3];
					z0[i+4] = - z[i+4];
					z0[i+5] = - z[i+5];
					z0[i+6] = - z[i+6];
				}


				/* 
				   do a gradient step based on s to get z
				   */
				m=nn%5;
				if (m!=0){
					for(i=0;i<m; i++)
						z[i]=s[i] - g[i]/4;
				}
				for (i=m;i<nn; i+=5){			
					z[i]   = s[i]   -  g[i]  /4;
					z[i+1] = s[i+1] -  g[i+1]/4;
					z[i+2] = s[i+2] -  g[i+2]/4;
					z[i+3] = s[i+3] -  g[i+3]/4;
					z[i+4] = s[i+4] -  g[i+4]/4;
				}

				/*
				   project z onto the L_{infty} ball with radius lambda

				   z is the new approximate solution
				   */			
				for (i=0;i<nn; i++){
					if (z[i]>lambda)
						z[i]=lambda;
					else
						if (z[i]<-lambda)
							z[i]=-lambda;
				}

				/*
				   compute the difference between the new solution 
				   and the previous solution (stored in z0=-z_p)

				   the difference is written to z0
				   */

				m=nn%5;
				if (m!=0){
					for (i=0;i<m;i++)
						z0[i]+=z[i];
				}
				for(i=m;i<nn; i+=5){
					z0[i]  +=z[i];
					z0[i+1]+=z[i+1];
					z0[i+2]+=z[i+2];
					z0[i+3]+=z[i+3];
					z0[i+4]+=z[i+4];
				}


				alphap=alpha;
				alpha=(1+sqrt(4*alpha*alpha+1))/2;		

				/*
				   check the termination condition
				   */
				if (iterStep%tau==0){


					/*
					   The variables g and s can be modified

					   The variables x, z0 and z can be revised for case 0, but not for the rest
					   */
					switch (flag){
						case 1:

							/*

							   terminate the program once the "duality gap" is smaller than tol

							   compute the duality gap:

							   x= v - A^T z
							   Ax = Av - A A^T z = -g, 
							   where
							   g = A A^T z - A v 


							   the duality gap= lambda * \|Ax\|-1 - <z, Ax>
							   = lambda * \|g\|_1 + <z, g>

							   In fact, gap=0 indicates that,
							   if g_i >0, then z_i=-lambda
							   if g_i <0, then z_i=lambda
							   */

							gappp=gapp;
							gapp=*gap;  /*record the previous gap*/
							numSpp=numSp;
							numSp=numS; /*record the previous numS*/

							dualityGap(gap, z, g, s, Av, lambda, nn);
							/*g is computed as the gradient of z in this function*/


							/*
							   printf("\n Iteration: %d, gap=%e, numS=%d", iterStep, *gap, numS);
							   */

							/*
							   If *gap <=tol, we terminate the iteration
							   Otherwise, we restart the algorithm
							   */

							if (*gap <=tol){
								tFlag=1;
								break;

							} /* end of *gap <=tol */
							else{

								/* we apply the restarting technique*/

								/*
								   we compute the solution by the second way
								   */
								numS = supportSet(x, v, z, g, S, lambda, nn);	
								/*g, the gradient of z should be computed before calling this function*/

								/*With x, we compute z via
								  AA^T z = Av - Ax
								  */

								/*
								   printf("\n iterStep=%d, numS=%d, gap=%e",iterStep, numS, *gap);
								   */


								m=1;
								if (nn > 1000000)
									m=10;
								else
									if (nn > 100000)
										m=5;

								if ( abs(numS-numSp) < m){

									numS=generateSolution(x, z, gap, v, Av,
											g, s, S, lambda, nn);
									/*g, the gradient of z should be computed before calling this function*/


									if (*gap <tol){
										tFlag=2;	 /*tFlag =2 shows that the result is already optimal
													   There is no need to call generateSolution for recomputing the best solution
													   */					
										break;
									}

									if ( (*gap ==gappp) && (numS==numSpp) ){

										tFlag=2;
										break;

									}

									/*we terminate the program is *gap <1
									  numS==numSP
									  and gapp==*gap
									  */
								}

								/*
								   compute s= Av -Ax
								   */
								for (i=0;i<nn; i++)
									s[i]=Av[i] - x[i+1] + x[i];

								/*
								   apply Rose Algorithm for solving z
								   */

								Thomas(&temp, z, s, nn);

								/*
								   Rose(&temp, z, s, nn);
								   */

								/*
								   printf("\n Iteration: %d, %e", iterStep, temp);
								   */

								/*
								   project z to [-lambda2, lambda2]
								   */
								for(i=0;i<nn;i++){
									if (z[i]>lambda)
										z[i]=lambda;
									else
										if (z[i]<-lambda)
											z[i]=-lambda;
								}



								m=nn%7;
								if (m!=0){
									for (i=0;i<m;i++)
										z0[i]=0;
								}
								for (i=m; i<nn; i+=7){
									z0[i]   = z0[i+1] 
										= z0[i+2]
										= z0[i+3]
										= z0[i+4]
										= z0[i+5]
										= z0[i+6]
										=0;
								}


								alphap=0; alpha=1;

								/*
								   we restart the algorithm
								   */

							}

							break; /*break case 1*/ 

						case 2: 

							/*
							   The program is terminated either the summation of the absolution change (denoted by z0)
							   of z (from the previous zp) is less than tol * nn,
							   or the maximal number of iteration (maxStep) is achieved
Note: tol indeed measures the averaged per element change.
*/
							temp=0;
							m=nn%5;
							if (m!=0){
								for(i=0;i<m;i++)
									temp+=fabs(z0[i]);
							}
							for(i=m;i<nn;i+=5)
								temp=temp + fabs(z0[i])
									+ fabs(z0[i+1])
									+ fabs(z0[i+2])
									+ fabs(z0[i+3])
									+ fabs(z0[i+4]);
							*gap=temp / nn;

							if (*gap <=tol){

								tFlag=1;
							}

							break;

						case 3:

							/*

							   terminate the program once the "duality gap" is smaller than tol

							   compute the duality gap:

							   x= v - A^T z
							   Ax = Av - A A^T z = -g, 
							   where
							   g = A A^T z - A v 


							   the duality gap= lambda * \|Ax\|-1 - <z, Ax>
							   = lambda * \|g\|_1 + <z, g>

							   In fact, gap=0 indicates that,
							   if g_i >0, then z_i=-lambda
							   if g_i <0, then z_i=lambda
							   */


							g[0]=z[0] + z[0] - z[1] - Av[0];
							for (i=1;i<nn-1;i++){
								g[i]= - z[i-1] + z[i] + z[i] - z[i+1] - Av[i];
							}

							g[nn-1]= -z[nn-2] + z[nn-1] + z[nn-1] - Av[nn-1];

							for (i=0;i<nn;i++)
								if (g[i]>0)
									s[i]=lambda + z[i];
								else
									s[i]=-lambda + z[i];

							temp=0;					
							m=nn%5;
							if (m!=0){
								for(i=0;i<m;i++)
									temp+=s[i]*g[i];
							}					
							for(i=m;i<nn;i+=5)
								temp=temp + s[i]  *g[i]
									+ s[i+1]*g[i+1]
									+ s[i+2]*g[i+2]
									+ s[i+3]*g[i+3]
									+ s[i+4]*g[i+4];
							*gap=temp;

							/*
							   printf("\n %e", *gap);
							   */


							if (*gap <=tol)
								tFlag=1;

							break;

						case 4:

							/*

							   terminate the program once the "relative duality gap" is smaller than tol


							   compute the duality gap:

							   x= v - A^T z
							   Ax = Av - A A^T z = -g, 
							   where
							   g = A A^T z - A v 


							   the duality gap= lambda * \|Ax\|-1 - <z, Ax>
							   = lambda * \|g\|_1 + <z, g>

							   In fact, gap=0 indicates that,
							   if g_i >0, then z_i=-lambda
							   if g_i <0, then z_i=lambda


							   Here, the "relative duality gap" is defined as:
							   duality gap / - 1/2 \|A^T z\|^2 + < z, Av>

							   We efficiently compute - 1/2 \|A^T z\|^2 + < z, Av> using the following relationship

							   - 1/2 \|A^T z\|^2 + < z, Av>
							   = -1/2 <z, A A^T z - Av -Av>
							   = -1/2 <z, g - Av>
							   */


							g[0]=z[0] + z[0] - z[1] - Av[0];
							for (i=1;i<nn-1;i++){
								g[i]= - z[i-1] + z[i] + z[i] - z[i+1] - Av[i];
							}

							g[nn-1]= -z[nn-2] + z[nn-1] + z[nn-1] - Av[nn-1];

							for (i=0;i<nn;i++)
								if (g[i]>0)
									s[i]=lambda + z[i];
								else
									s[i]=-lambda + z[i];

							temp=0;					
							m=nn%5;
							if (m!=0){
								for(i=0;i<m;i++)
									temp+=s[i]*g[i];
							}					
							for(i=m;i<nn;i+=5)
								temp=temp + s[i]  *g[i]
									+ s[i+1]*g[i+1]
									+ s[i+2]*g[i+2]
									+ s[i+3]*g[i+3]
									+ s[i+4]*g[i+4];
							*gap=temp;
							/*
							   Now, *gap contains the duality gap
							   Next, we compute
							   - 1/2 \|A^T z\|^2 + < z, Av>
							   =-1/2 <z, g - Av>
							   */

							temp=0;
							m=nn%5;
							if (m!=0){
								for(i=0;i<m;i++)
									temp+=z[i] * (g[i] - Av[i]);
							}					
							for(i=m;i<nn;i+=5)
								temp=temp + z[i]  * (g[i] -  Av[i])
									+ z[i+1]* (g[i+1]- Av[i+1])
									+ z[i+2]* (g[i+2]- Av[i+2])
									+ z[i+3]* (g[i+3]- Av[i+3])
									+ z[i+4]* (g[i+4]- Av[i+4]);
							temp=fabs(temp) /2; 

							if (temp <1)
								temp=1;

							*gap/=temp;
							/*
							 *gap now contains the relative gap
							 */


							if (*gap <=tol){
								tFlag=1;
							}

							break;

						default:

							/*
							   The program is terminated either the summation of the absolution change (denoted by z0)
							   of z (from the previous zp) is less than tol * nn,
							   or the maximal number of iteration (maxStep) is achieved
Note: tol indeed measures the averaged per element change.
*/
							temp=0;
							m=nn%5;
							if (m!=0){
								for(i=0;i<m;i++)
									temp+=fabs(z0[i]);
							}
							for(i=m;i<nn;i+=5)
								temp=temp + fabs(z0[i])
									+ fabs(z0[i+1])
									+ fabs(z0[i+2])
									+ fabs(z0[i+3])
									+ fabs(z0[i+4]);
							*gap=temp / nn;

							if (*gap <=tol){

								tFlag=1;
							}

							break;

					}/*end of switch*/

					if (tFlag)
						break;

				}/* end of the if for checking the termination condition */

				/*-------------- Step 3 --------------------*/

			}

			/*
			   for the other cases, except flag=1, compute the solution x according the first way (the primal-dual way)
			   */

			if ( (flag !=1) || (tFlag==0) ){
				x[0]=v[0] + z[0];
				for(i=1;i<n-1;i++)
					x[i]= v[i] - z[i-1] + z[i];
				x[n-1]=v[n-1] - z[n-2];
			}

			if ( (flag==1) && (tFlag==1)){

				/*
				   We assume that n>=3, and thus nn>=2

				   We have two ways for recovering x. 
				   The first way is x = v - A^T z
				   The second way is x =omega(z)
				   */

				/*
				   We first compute the objective function value of the first choice in terms f(x), see our paper
				   */

				/*
				   for numerical reason, we do a gradient descent step
				   */

				/*
				   ---------------------------------------------------
				   A gradient step  begins
				   */
				g[0]=z[0] + z[0] - z[1] - Av[0];
				for (i=1;i<nn-1;i++){
					g[i]= - z[i-1] + z[i] + z[i] - z[i+1] - Av[i];
				}
				g[nn-1]= -z[nn-2] + z[nn-1] + z[nn-1] - Av[nn-1];


				/* 
				   do a gradient step based on z to get the new z
				   */
				m=nn%5;
				if (m!=0){
					for(i=0;i<m; i++)
						z[i]=z[i] - g[i]/4;
				}
				for (i=m;i<nn; i+=5){			
					z[i]   = z[i]   -  g[i]  /4;
					z[i+1] = z[i+1] -  g[i+1]/4;
					z[i+2] = z[i+2] -  g[i+2]/4;
					z[i+3] = z[i+3] -  g[i+3]/4;
					z[i+4] = z[i+4] -  g[i+4]/4;
				}

				/*
				   project z onto the L_{infty} ball with radius lambda

				   z is the new approximate solution
				   */			
				for (i=0;i<nn; i++){
					if (z[i]>lambda)
						z[i]=lambda;
					else
						if (z[i]<-lambda)
							z[i]=-lambda;
				}

				/*
				   ---------------------------------------------------
				   A gradient descent step ends
				   */

				/*compute the gradient at z*/

				g[0]=z[0] + z[0] - z[1] - Av[0];
				for (i=1;i<nn-1;i++){
					g[i]= - z[i-1] + z[i] + z[i] - z[i+1] - Av[i];
				}	
				g[nn-1]= -z[nn-2] + z[nn-1] + z[nn-1] - Av[nn-1];


				numS=generateSolution(x, z, gap, v, Av,
						g, s, S, lambda, nn);
				/*g, the gradient of z should be computed before calling this function*/

			}

			free (S);
			/*
			   free the variables S
			   */

			*activeS=numS;
			return (iterStep);

		}
Beispiel #3
0
static void init()
{
	int i, x, y, col;
	Entity *e, *prev;

	prev = self;

	x = self->x;
	y = self->y + self->h;

	col = 1;

	if (self->mental != 2)
	{
		for (i=0;i<50;i++)
		{
			/* 4 pegs per row, plus 1 score tile and 10 rows */

			e = getFreeEntity();

			if (e == NULL)
			{
				showErrorAndExit("No free slots to add a Mastermind Peg");
			}

			if (col == 5)
			{
				loadProperties("item/mastermind_score", e);

				col = 0;

				e->mental = 1;
			}

			else
			{
				loadProperties("item/mastermind_peg", e);

				e->mental = 0;
			}

			setEntityAnimation(e, "STAND");

			if (i == 0)
			{
				y -= TILE_SIZE;
			}

			if (i != 0 && i % 5 == 0)
			{
				x = self->x;
				y -= TILE_SIZE;
			}

			else if (i != 0)
			{
				x += TILE_SIZE;
			}

			e->face = RIGHT;

			e->x = x;
			e->y = y;

			e->action = &pegWait;

			e->draw = &drawLoopingAnimationToMap;

			prev->target = e;

			prev = e;

			e->target = NULL;

			col++;
		}

		generateSolution();

		addCursor();
	}

	self->action = &entityWait;
}