/**
* Description not yet available.
* \param
*/
dvar_vector::dvar_vector(const independent_variables& t)
{
allocate(t.indexmin(),t.indexmax());
if (va)
{
for (int i=indexmin(); i<=indexmax(); i++)
{
va[i].x=(t.v)[i];
}
make_indvar_list(*this);
}
}
/**
* Description not yet available.
* \param
*/
void function_minimizer::quasi_newton_block(int nvar,int _crit,
independent_variables& x,const dvector& _g,const double& _f)
{
int ifn_trap=0;
int itn_trap=0;
int on=0;
int nopt=0;
if ( (on=option_match(ad_comm::argc,ad_comm::argv,"-fntrap",nopt))>-1)
{
if (nopt !=2)
{
cerr <<
"Usage -fntrap option needs two non-negative integers -- ignored.\n";
}
else
{
ifn_trap=atoi(ad_comm::argv[on+1]);
itn_trap=atoi(ad_comm::argv[on+2]);
}
}
double & f= (double&)_f;
dvector & g= (dvector&)_g;
// *********************************************************
// block for quasi-newton minimization
//int itnold=0;
fmm fmc(negdirections ? negdirections->indexmax() : nvar);
int on1;
if ( (on1=option_match(ad_comm::argc,ad_comm::argv,"-nox"))>-1)
{
fmc.noprintx=1;
}
fmc.maxfn= maxfn;
if ( (on1=option_match(ad_comm::argc,ad_comm::argv,"-dd",nopt))>-1)
{
if (!nopt)
{
cerr << "Usage -iprint option needs integer -- ignored" << endl;
//fmc.iprint=iprint;
}
else
{
int jj=atoi(ad_comm::argv[on1+1]);
fmc.dcheck_flag=jj;
}
}
nopt=0;
if ( (on1=option_match(ad_comm::argc,ad_comm::argv,"-iprint",nopt))>-1)
{
if (!nopt)
{
cerr << "Usage -iprint option needs integer -- ignored" << endl;
fmc.iprint=iprint;
}
else
{
int jj=atoi(ad_comm::argv[on1+1]);
fmc.iprint=jj;
}
}
else
{
fmc.iprint= iprint;
}
fmc.crit = crit;
fmc.imax = imax;
fmc.dfn= dfn;
double _dfn=1.e-2;
if ( (on=option_match(ad_comm::argc,ad_comm::argv,"-dfn",nopt))>-1)
{
if (!nopt)
{
cerr << "Usage -dfn option needs number -- ignored" << endl;
}
else
{
istringstream ist(ad_comm::argv[on+1]);
ist >> _dfn;
if (_dfn<=0)
{
cerr << "Usage -dfn option needs positive number -- ignored" << endl;
_dfn=0.0;
}
}
}
if (_dfn>0)
{
fmc.dfn=_dfn;
}
fmc.scroll_flag= scroll_flag;
fmc.min_improve=min_improve;
gradient_structure::set_YES_DERIVATIVES();
// set convergence criterion for this phase
if (_crit)
{
fmc.crit = _crit;
}
if (!(!convergence_criteria))
{
int ind=min(convergence_criteria.indexmax(),
initial_params::current_phase);
fmc.crit=convergence_criteria(ind);
}
if (!(!maximum_function_evaluations))
{
int ind=min(maximum_function_evaluations.indexmax(),
initial_params::current_phase);
fmc.maxfn= (int) maximum_function_evaluations(ind);
}
int unvar=1;
if (random_effects_flag)
{
initial_params::set_active_only_random_effects();
//cout << nvar << endl;
unvar=initial_params::nvarcalc(); // get the number of active
initial_params::restore_start_phase();
initial_params::set_inactive_random_effects();
int nvar1=initial_params::nvarcalc(); // get the number of active
if (nvar1 != nvar)
{
cerr << "failed sanity check in "
"void function_minimizer::quasi_newton_block" << endl;
ad_exit(1);
}
}
if (!random_effects_flag || !unvar)
{
dvariable xf=initial_params::reset(dvar_vector(x));
reset_gradient_stack();
gradcalc(0,g);
if (negdirections==0)
{
while (fmc.ireturn>=0)
{
fmc.fmin(f,x,g);
if (fmc.ireturn>0)
{
dvariable vf=0.0;
vf=initial_params::reset(dvar_vector(x));
*objective_function_value::pobjfun=0.0;
pre_userfunction();
if ( no_stuff ==0 && quadratic_prior::get_num_quadratic_prior()>0)
{
quadratic_prior::get_M_calculations();
}
vf+=*objective_function_value::pobjfun;
f=value(vf);
gradcalc(nvar,g);
}
}
}
else
{
int i;
int nx=negdirections->indexmax();
independent_variables u(1,nx);
dvector gu(1,nx);
for (i=1;i<=nx;i++) u(i)=1.e-3;
dvector x0(1,x.indexmax());
x0=x;
while (fmc.ireturn>=0)
{
fmc.fmin(f,u,gu);
if (fmc.ireturn>0)
{
dvariable vf=0.0;
x=x0;
for (i=1;i<=nx;i++)
{
x+=u(i)*(*negdirections)(i);
}
vf=initial_params::reset(dvar_vector(x));
*objective_function_value::pobjfun=0.0;
pre_userfunction();
if ( no_stuff ==0 && quadratic_prior::get_num_quadratic_prior()>0)
{
quadratic_prior::get_M_calculations();
}
vf+=*objective_function_value::pobjfun;
f=value(vf);
gradcalc(nvar,g);
gu=(*negdirections)*g;
}
}
x=x0;
for (i=1;i<=nx;i++)
{
x+=u(i)*(*negdirections)(i);
}
delete negdirections;
negdirections=0;
}
}
else
{
// calculate the number of random effects unvar
// this turns on random effects variables and turns off
// everything else
//cout << nvar << endl;
initial_params::set_active_only_random_effects();
//cout << nvar << endl;
int _unvar=initial_params::nvarcalc(); // get the number of active
//df1b2_gradlist::set_no_derivatives();
if (funnel_init_var::py)
{
delete funnel_init_var::py;
funnel_init_var::py=0;
}
if (lapprox)
{
delete lapprox;
lapprox=0;
df1b2variable::pool->deallocate();
for (int i=1;i<df1b2variable::adpool_counter;i++)
{
delete df1b2variable::adpool_vector[i];
df1b2variable::adpool_vector[i]=0;
df1b2variable::nvar_vector[i]=0;
}
df1b2variable::adpool_counter=0;
}
lapprox=new laplace_approximation_calculator(nvar,_unvar,1,nvar+_unvar,
this);
if (lapprox==0)
{
cerr << "Error allocating memory for lapprox" << endl;
ad_exit(1);
}
initial_df1b2params::current_phase=initial_params::current_phase;
initial_df1b2params::save_varsptr();
allocate();
initial_df1b2params::restore_varsptr();
df1b2_gradlist::set_no_derivatives();
dvector y(1,initial_params::nvarcalc_all());
initial_params::xinit_all(y);
initial_df1b2params::reset_all(y);
gradient_structure::set_NO_DERIVATIVES();
//vmon_begin();
// see what kind of hessian we are dealing with
if (lapprox->have_users_hesstype==0)
{
if (initial_df1b2params::separable_flag)
{
if ( (on=option_match(ad_comm::argc,ad_comm::argv,"-newht",nopt))>-1)
{
lapprox->check_hessian_type2(this);
}
else
{
lapprox->check_hessian_type(this);
}
// Print Hessian type and related info
switch(lapprox->hesstype)
{
case 1:
cout << "Hessian type 1 " << endl;
break;
case 2:
cout << "\nBlock diagonal Hessian (Block size =" <<
(lapprox->usize)/(lapprox->num_separable_calls) << ")\n" << endl;
break;
case 3:
cout << "\nBanded Hessian (Band width = " << lapprox->bw << ")\n"
<< endl;
break;
case 4:
cout << "Hessian type 4 " << endl;
break;
default:
cerr << "This can't happen" << endl;
ad_exit(1);
}
}
}
/*
cout << "NEED to remove !!!! " << endl;
initial_df1b2params::separable_flag=0;
lapprox->hesstype=1;
*/
// linear mixed effects optimization
if (laplace_approximation_calculator::variance_components_vector)
{
if (!lapprox)
{
cerr << "this can't happen" << endl;
ad_exit(1);
}
lapprox->get_hessian_components_banded_lme(this);
}
if (negdirections==0)
{
while (fmc.ireturn>=0)
{
fmc.fmin(f,x,g);
if (fmc.ireturn>0)
{
if (ifn_trap)
{
if (ifn_trap==fmc.ifn && itn_trap == fmc.itn)
{
cout << "we are here" << endl;
}
}
g=(*lapprox)(x,f,this);
if (bad_step_flag==1)
{
g=1.e+4;
f=2.*fmc.fbest;
bad_step_flag=0;
}
if (lapprox->init_switch==0)
{
if (f<fmc.fbest)
{
lapprox->ubest=lapprox->uhat;
}
}
}
}
}
else
{
int i;
int nx=negdirections->indexmax();
independent_variables u(1,nx);
dvector x0(1,x.indexmax());
x0=x;
dvector gu(1,nx);
for (i=1;i<=nx;i++) u(i)=1.e-3;
while (fmc.ireturn>=0)
{
fmc.fmin(f,u,gu);
if (fmc.ireturn>0)
{
x=x0;
for (i=1;i<=nx;i++)
{
x+=u(i)*(*negdirections)(i);
}
g=(*lapprox)(x,f,this);
gu=(*negdirections)*g;
}
}
x=x0;
for (i=1;i<=nx;i++)
{
x+=u(i)*(*negdirections)(i);
}
delete negdirections;
negdirections=0;
}
initial_params::set_inactive_only_random_effects();
}
if (funnel_init_var::py)
{
delete funnel_init_var::py;
funnel_init_var::py=0;
}
gradient_structure::set_NO_DERIVATIVES();
ffbest=fmc.fbest;
g=fmc.gbest(1,fmc.gbest.indexmax());
iexit=fmc.iexit;
ifn=fmc.ifn;
ihflag=fmc.ihflag;
ihang=fmc.ihang;
maxfn_flag=fmc.maxfn_flag;
quit_flag=fmc.quit_flag;
objective_function_value::gmax=fabs(fmc.gmax);
} // end block for quasi newton minimization