void RpropMinus::init(
ObjectiveFunctionType & objectiveFunction,
SearchPointType const& startingPoint,
double initDelta
) {
checkFeatures(objectiveFunction);
objectiveFunction.init();
m_parameterSize = startingPoint.size();
m_delta.resize(m_parameterSize);
m_oldDerivative.resize(m_parameterSize);
std::fill(m_delta.begin(),m_delta.end(),initDelta);
m_oldDerivative.clear();
m_best.point = startingPoint;
//evaluate initial point
m_best.value = objectiveFunction.evalDerivative(m_best.point,m_derivative);
}
void AbstractLineSearchOptimizer::init(ObjectiveFunctionType& objectiveFunction, SearchPointType const& startingPoint) {
checkFeatures(objectiveFunction);
objectiveFunction.init();
m_linesearch.init(objectiveFunction);
m_dimension = startingPoint.size();
m_best.point = startingPoint;
m_best.value = objectiveFunction.evalDerivative(m_best.point,m_derivative);
// Get space for the different vectors we store.
m_lastPoint.resize(m_dimension);
m_searchDirection = -m_derivative;
m_initialStepLength = 0.0;//1.0 as step length might be very wrong.
for (size_t i = 0; i < m_derivative.size(); ++i)
m_initialStepLength += std::abs(m_derivative(i));
m_initialStepLength = std::min(1.0, 1.0 / m_initialStepLength);
initModel();
}