double iterfcn(int n, int s, int iter, int gbest, struct swarm *pop)
{
bool stop = false;
int stat;
double ret = 1.0;
double evaltime;
//Get Execution Time
end = clock();
evaltime = ((double)(end-start))/CLOCKS_PER_SEC;
//Iteration Printing
if(printLevel > 1 && iter > 0) {
if(iter == 10 || !(iter%100))
mexPrintf(" iter feval time[s] leader objective\n");
mexPrintf("%5d %5d %5.2f %5d %12.5g\n",iter,noFeval,evaltime,gbest,pop->fy[gbest]);
mexEvalString("drawnow;"); //flush draw buffer
}
//Check for Ctrl-C
if (utIsInterruptPending()) {
utSetInterruptPending(false); /* clear Ctrl-C status */
mexPrintf("\nCtrl-C Detected. Exiting PSwarm...\n\n");
ret = -1.0;
ctrlCExit = true;
}
//Iteration Callback
if(iterF.enabled && iter > 0)
{
iterF.plhs[0] = NULL;
memcpy(mxGetData(iterF.prhs[1]), &iter, sizeof(int));
memcpy(mxGetPr(iterF.prhs[2]), &pop->fy[gbest], sizeof(double));
memcpy(mxGetPr(iterF.prhs[3]), &pop->y[gbest*n], n * sizeof(double));
stat = mexCallMATLAB(1, iterF.plhs, 4, iterF.prhs, iterF.f);
if(stat)
mexErrMsgTxt("Error calling Callback Function!");
//Collect return argument
stop = *(bool*)mxGetData(iterF.plhs[0]);
if(stop)
{
ctrlCExit = true;
mexPrintf("\nIterFun Called Stop. Exiting PSwarm...\n\n");
ret = -1;
}
// Clean up Ptr
mxDestroyArray(iterF.plhs[0]);
}
//Check for maxtime expiry
if(evaltime > maxtime)
{
mexPrintf("\nMaximum Solver Time Exceeded. Exiting PSwarm...\n\n");
ret = -1.0;
}
return ret;
}
int train_callback(mkl_network *net){
learning_info info;
char in_message[1024];
info.MSE = net->MSE;
info.grad = 0;
info.time = net->elpased_time;
info.epoch = net->epoch;
net_send_info(&info);
mexPrintf("MSE: %e\tTime: %d\n", net->MSE, net->elpased_time);
MSE_log[net->epoch - 1] = net->MSE;
time_log[net->epoch - 1] = net->elpased_time;
mexEvalString("drawnow;");
if (utIsInterruptPending()){
mexPrintf("Cought Ctrl+C. Wait a 5 sec.\n");
mexEvalString("drawnow;");
utSetInterruptPending(0);
return -1;
}
if (net_receive_info(in_message)){
if(!strcmp("{command:stop}", in_message)){
return -1
}
}
return 0;
}
//Solver Iteration Callback Monitor
int user_exit(int n, int k, struct blockmatrix C, double *a, double dobj, double pobj, double constant_offset, struct constraintmatrix *con, struct blockmatrix X, double *y, struct blockmatrix Z, struct paramstruc params)
{
double evaltime;
//Get Execution Time
end = clock();
evaltime = ((double)(end-start))/CLOCKS_PER_SEC;
//Check max time
if(evaltime > maxtime)
return CSDP_MAX_TIME;
//Check ctrl-c
if (utIsInterruptPending()) {
utSetInterruptPending(false); /* clear Ctrl-C status */
mexPrintf("\nCtrl-C Detected. Exiting CSDP...\n\n");
return CSDP_USER_TERMINATION; //terminate
}
if(printLevel>1 && citer) {
//Display heading if % 20 iters
if(citer==1 || citer % 20 == 0)
mexPrintf("Iter Time PP Objective DD Objective\n");
//Display parameters
mexPrintf("%-3d %6.2f %16.8e %16.8e\n",citer,evaltime,pobj,dobj);
mexEvalString("drawnow;"); //flush draw buffer
}
citer++;
//Return ok
return(0);
}
//Solver Iteration Callback Monitor
static int DSDPMonitor(DSDP dsdp, void* dummy)
{
int iter;
double pobj,dobj,pstp=0,dstp,mu,res,pnorm,pinfeas;
double evaltime;
//Get Execution Time
end = clock();
evaltime = ((double)(end-start))/CLOCKS_PER_SEC;
//Check max time
if(evaltime > maxtime)
return DSDP_MAX_TIME;
//Check ctrl-c
if (utIsInterruptPending()) {
utSetInterruptPending(false); /* clear Ctrl-C status */
mexPrintf("\nCtrl-C Detected. Exiting DSDP...\n\n");
return DSDP_USER_TERMINATION; //terminate
}
if(printLevel>1) {
DSDPGetIts(dsdp,&iter);
DSDPGetDDObjective(dsdp,&dobj);
DSDPGetPPObjective(dsdp,&pobj);
DSDPGetR(dsdp,&res);
DSDPGetPInfeasibility(dsdp,&pinfeas);
DSDPGetStepLengths(dsdp,&pstp,&dstp);
DSDPGetBarrierParameter(dsdp,&mu);
DSDPGetPnorm(dsdp,&pnorm);
//Display heading if % 20 iters
if(iter==0 || iter % 20 == 0)
mexPrintf("Iter Time[s] PP Objective DD Objective PInfeas DInfeas Nu StepLength Pnrm\n");
//Display parameters
mexPrintf("%-3d %6.2f %16.8e %16.8e %9.1e %9.1e %9.1e",iter,evaltime,pobj,dobj,pinfeas,res,mu);
mexPrintf(" %4.2f %4.2f",pstp,dstp);
if (pnorm>1.0e3)
mexPrintf(" %1.0e \n",pnorm);
else
mexPrintf(" %5.2f \n",pnorm);
mexEvalString("drawnow;"); //flush draw buffer
}
//Return ok
return(0);
}
bool lbfgsb_program::iterCallback (int t, double etime, double* x, double f)
{
bool stop = false;
//Check for Ctrl-C
if (utIsInterruptPending()) {
utSetInterruptPending(false); /* clear Ctrl-C status */
mexPrintf("\nCtrl-C Detected. Exiting L-BFGS-B...\n\n");
return true; //terminate asap
}
//Iteration Printing
if(printLevel > 1) {
if(t==1 || !(t%10))
mexPrintf(" iter feval time[s] objective\n");
mexPrintf("%5d %5d %5.2f %12.5g\n",t,noFevals,etime,f);
mexEvalString("drawnow;"); //flush draw buffer
}
//Iteration Callback
if(iterF->enabled)
{
iterF->plhs[0] = NULL;
memcpy(mxGetData(iterF->prhs[1]), &t, sizeof(int));
memcpy(mxGetPr(iterF->prhs[2]), &f, sizeof(double));
memcpy(mxGetPr(iterF->prhs[3]), x, this->ndec * sizeof(double));
try {
mexCallMATLAB(1, iterF->plhs, 4, iterF->prhs, iterF->f);
}
catch(...)
{
mexWarnMsgTxt("Unrecoverable Error from Iteration Callback, Exiting LBFGSB...\n");
//Force exit
return true;
}
//Collect return argument
stop = *(bool*)mxGetData(iterF->plhs[0]);
// Clean up Ptr
mxDestroyArray(iterF->plhs[0]);
}
return stop;
}
void lbfgsb_program::computeGradient (int n, double* x, double* g)
{
double *gval;
grad->plhs[0] = NULL;
memcpy(mxGetPr(grad->prhs[grad->xrhs]), x, n * sizeof(double));
try {
mexCallMATLAB(1, grad->plhs, grad->nrhs, grad->prhs, grad->f);
//Get Gradient
gval = mxGetPr(grad->plhs[0]);
memcpy(g,gval,n*sizeof(double));
// Clean up Ptr
mxDestroyArray(grad->plhs[0]);
}
catch(...)
{
mexWarnMsgTxt("Unrecoverable Error from Gradient Callback, Exiting LBFGSB...\n");
//Force exit
utSetInterruptPending(true);
}
}
double lbfgsb_program::computeObjective (int n, double* x)
{
double f = 0;
fun->plhs[0] = NULL;
memcpy(mxGetPr(fun->prhs[fun->xrhs]), x, n * sizeof(double));
noFevals++;
try {
mexCallMATLAB(1, fun->plhs, fun->nrhs, fun->prhs, fun->f);
//Get Objective
f = mxGetScalar(fun->plhs[0]);
// Clean up Ptr
mxDestroyArray(fun->plhs[0]);
}
catch(...)
{
mexWarnMsgTxt("Unrecoverable Error from Objective Callback, Exiting LBFGSB...\n");
//Force exit
utSetInterruptPending(true);
}
return f;
}
//MATLAB Callback
static void SIMUL(int *indic, int *n, double *x, double *f, double *g, int *izs, float *rzs, double *dzs)
{
int stat;
double *grad;
bool stop = false;
double evaltime;
//Get Execution Time
end = clock();
evaltime = ((double)(end-start))/CLOCKS_PER_SEC;
//Check for Ctrl-C
if (utIsInterruptPending()) {
utSetInterruptPending(false); /* clear Ctrl-C status */
mexPrintf("\nCtrl-C Detected. Exiting M1QN3...\n\n");
*indic = 0; //terminate
return;
}
//Check for maxtime expiry
if(evaltime > maxtime)
{
mexPrintf("\nMaximum Solver Time Exceeded. Exiting M1QN3...\n\n");
*indic = 0; //terminate
return;
}
//Only compute f and g if requested
if(*indic == 4)
{
fun.plhs[0] = NULL;
memcpy(mxGetPr(fun.prhs[fun.xrhs]), x, *n * sizeof(double));
stat = mexCallMATLAB(1, fun.plhs, fun.nrhs, fun.prhs, fun.f);
if(stat)
mexErrMsgTxt("Error calling Objective Function!");
//Get Objective
*f = *mxGetPr(fun.plhs[0]);
// Clean up Ptr
mxDestroyArray(fun.plhs[0]);
//Check for inf, nan
if(mxIsInf(*f) || mxIsNaN(*f))
*indic = -1; //indicate smaller step size
//Get Gradient
fun.plhs[0] = NULL;
memcpy(mxGetPr(fun.prhs_g[fun.xrhs_g]), x, *n * sizeof(double));
stat = mexCallMATLAB(1, fun.plhs, fun.nrhs_g, fun.prhs_g, fun.g);
if(stat)
mexErrMsgTxt("Error calling Gradient Function!");
//Get Gradient
grad = mxGetPr(fun.plhs[0]);
//Assign Gradient
memcpy(g,grad,*n*sizeof(double));
// Clean up Ptr
mxDestroyArray(fun.plhs[0]);
//Iteration Printing
if(izs[1] > 1) {
if(izs[0] == 1 || !(izs[0]%10))
mexPrintf(" feval time fval\n");
mexPrintf("%5d %5.2f %12.5g\n",izs[0],evaltime,*f);
mexEvalString("drawnow;"); //flush draw buffer
}
//Iteration Callback
if(iterF.enabled)
{
iterF.plhs[0] = NULL;
memcpy(mxGetData(iterF.prhs[1]), izs, sizeof(int));
memcpy(mxGetPr(iterF.prhs[2]), f, sizeof(double));
memcpy(mxGetPr(iterF.prhs[3]), x, *n * sizeof(double));
stat = mexCallMATLAB(1, iterF.plhs, 4, iterF.prhs, iterF.f);
if(stat)
mexErrMsgTxt("Error calling Callback Function!");
//Collect return argument
stop = *(bool*)mxGetData(iterF.plhs[0]);
// Clean up Ptr
mxDestroyArray(iterF.plhs[0]);
if(stop)
*indic = 0; //force exit
}
//Increment feval counter
izs[0]++;
}
}
//LM_DER Callback
static void jacfunc(int *m, int *n, double *x, double *fvec, double *fjac, int *ldfjac, int *iflag)
{
bool havrnorm = false, stop = false;
int i, stat;
double *fval, rnorm=0, evaltime;
//Get Execution Time
end = clock();
evaltime = ((double)(end-start))/CLOCKS_PER_SEC;
//Function Eval
if(*iflag == 1) {
fun.plhs[0] = NULL;
memcpy(mxGetPr(fun.prhs[fun.xrhs]), x, *n * sizeof(double));
stat = mexCallMATLAB(1, fun.plhs, fun.nrhs, fun.prhs, fun.f);
if(stat)
mexErrMsgTxt("Error calling Objective Function!");
//Get Objective
fval = mxGetPr(fun.plhs[0]);
//Assign Objective + subtract ydata
for(i=0;i<*m;i++)
fvec[i] = fval[i]-ydata[i];
// Clean up Ptr
mxDestroyArray(fun.plhs[0]);
//Iteration Printing
if(printLevel > 1) {
//Calculate Residual Norm
rnorm = 0; havrnorm = true;
for(i=0;i<*m;i++)
rnorm += (fval[i]-ydata[i])*(fval[i]-ydata[i]);
if(citer == 1 || !(citer%10))
mexPrintf(" feval time[s] sse\n");
mexPrintf("%5d %5.2f %12.5g\n",citer,evaltime,rnorm);
mexEvalString("drawnow;"); //flush draw buffer
}
//Iteration Callback
if(iterF.enabled)
{
//Calculate sse if we don't have it
if(!havrnorm)
for(i=0;i<*m;i++)
rnorm += (fval[i]-ydata[i])*(fval[i]-ydata[i]);
iterF.plhs[0] = NULL;
memcpy(mxGetData(iterF.prhs[1]), &citer, sizeof(int));
memcpy(mxGetPr(iterF.prhs[2]), &rnorm, sizeof(double));
memcpy(mxGetPr(iterF.prhs[3]), x, *n * sizeof(double));
stat = mexCallMATLAB(1, iterF.plhs, 4, iterF.prhs, iterF.f);
if(stat)
mexErrMsgTxt("Error calling Callback Function!");
//Collect return argument
stop = *(bool*)mxGetData(iterF.plhs[0]);
// Clean up Ptr
mxDestroyArray(iterF.plhs[0]);
}
//Update feval counter
citer++;
}
//Jacobian Eval
else if(*iflag == 2) {
grad.plhs[0] = NULL;
memcpy(mxGetPr(grad.prhs[grad.xrhs]), x, *n * sizeof(double));
stat = mexCallMATLAB(1, grad.plhs, grad.nrhs, grad.prhs, grad.f);
if(stat)
mexErrMsgTxt("Error calling Gradient Function!");
//Get Objective
fval = mxGetPr(grad.plhs[0]);
//Assign Gradient
memcpy(fjac,fval,*m**n*sizeof(double));
// Clean up Ptr
mxDestroyArray(grad.plhs[0]);
}
//Check for Ctrl-C
if (utIsInterruptPending()) {
utSetInterruptPending(false); /* clear Ctrl-C status */
mexPrintf("\nCtrl-C Detected. Exiting LM_DER...\n\n");
*iflag = -1; //terminate
}
//Check for iterfun terminate
if (stop) {
mexPrintf("\nIterFun called Stop. Exiting LM_DER...\n\n");
*iflag = -1; //terminate
}
//Check for maxtime expiry
if(evaltime > maxtime)
{
mexPrintf("\nMaximum Solver Time Exceeded. Exiting LM_DER...\n\n");
*iflag = -1; //terminate
}
}