void calc_model(mcmc * m, const gsl_vector * old_values) {
unsigned int i;
unsigned int j;
unsigned int n_par = get_n_par(m);
double eta_i;
double p_i;
double l_i;
double prior = 0;
double prob = 0;
(void) old_values;
for (j = 1; j < m->data->size2; j++) {
prior += -pow(get_params_for(m, j) / SIGMA, 2) / 2;
}
set_prior(m, prior);
assert(n_par == m->data->size2 - 1 + 1);
/* eta = [1,x] . params (matrix product) */
for (i = 0; i < m->data->size1; i++) {
eta_i = get_params_for(m, 0);
for (j = 1; j < n_par; j++) {
eta_i += gsl_matrix_get(m->data, i, j) * get_params_for(m, j);
}
if (eta_i > 0)
p_i = 1 / (1 + exp(-eta_i));
else
p_i = exp(eta_i) / (1 + exp(eta_i));
if (gsl_matrix_get(m->data, i, 0) == 0)
l_i = log(1 - p_i);
else
l_i = log(p_i);
prob += l_i;
}
set_prob(m, prior + get_beta(m) * prob);
}
void get_bounds(idxint node_idx, ecos_bb_pwork* prob){
idxint i, ret_code, branchable, viable_rounded_sol;
viable_rounded_sol = 0;
set_prob( prob, get_bool_node_id(node_idx,prob), get_int_node_id(node_idx, prob) );
ret_code = ECOS_solve(prob->ecos_prob);
#if MI_PRINTLEVEL > 1
if (prob->stgs->verbose){ print_ecos_solution(prob); }
if (ret_code != ECOS_OPTIMAL && ret_code != ECOS_PINF && ret_code != ECOS_DINF){
PRINTTEXT("1Exit code: %u\n", ret_code);
}
#endif
if (ret_code >= 0 ||
ret_code == ECOS_MAXIT ||
ret_code == ECOS_NUMERICS )
{
prob->nodes[node_idx].L = eddot(prob->ecos_prob->n, prob->ecos_prob->x, prob->ecos_prob->c);
/* Figure out if x is already an integer solution
if the solution had no numerical errors*/
branchable = 1;
for (i=0; i<prob->num_bool_vars; ++i){
prob->tmp_bool_node_id[i] = (char) pfloat_round( prob->ecos_prob->x[prob->bool_vars_idx[i]] );
branchable &= float_eqls( prob->ecos_prob->x[i] , (pfloat) prob->tmp_bool_node_id[i], prob->stgs->integer_tol );
}
for (i=0; i<prob->num_int_vars; ++i){
prob->tmp_int_node_id[2 * i + 1] = pfloat_round(prob->ecos_prob->x[prob->int_vars_idx[i]] );
prob->tmp_int_node_id[2*i] = -(prob->tmp_int_node_id[2*i + 1]);
branchable &= float_eqls( prob->ecos_prob->x[i] , prob->tmp_int_node_id[2*i + 1], prob->stgs->integer_tol );
}
branchable = !branchable;
#if MI_PRINTLEVEL > 1
if (prob->stgs->verbose){ PRINTTEXT("Is branchable: %u\n",branchable); }
#endif
if (branchable){ /* pfloat_round and check feasibility*/
get_branch_var(prob, &(prob->nodes[node_idx].split_idx), &(prob->nodes[node_idx].split_val) );
prob->nodes[node_idx].status = MI_SOLVED_BRANCHABLE;
#if MI_PRINTLEVEL > 1
if (prob->stgs->verbose){ print_node(prob,-1); PRINTTEXT("Rounded Solution:\n"); }
#endif
set_prob(prob, prob->tmp_bool_node_id, prob->tmp_int_node_id);
ret_code = ECOS_solve(prob->ecos_prob);
#if MI_PRINTLEVEL > 1
if (prob->stgs->verbose){ print_ecos_solution(prob); }
if (ret_code != ECOS_OPTIMAL && ret_code != ECOS_PINF && ret_code != ECOS_DINF){
PRINTTEXT("2Exit code: %u\n", ret_code);
}
#endif
if (ret_code == ECOS_OPTIMAL){
/* Use the node's U as tmp storage */
prob->nodes[node_idx].U = eddot(prob->ecos_prob->n, prob->ecos_prob->x, prob->ecos_prob->c);
viable_rounded_sol = 1;
}
}else{ /* This is already an integer solution*/
prob->nodes[node_idx].status = MI_SOLVED_NON_BRANCHABLE;
prob->nodes[node_idx].U = eddot(prob->ecos_prob->n, prob->ecos_prob->x, prob->ecos_prob->c);
}
if (prob->nodes[node_idx].U < prob->global_U){
#if MI_PRINTLEVEL > 1
if (prob->stgs->verbose){
PRINTTEXT("New optimal solution, U: %.2f\n", prob->nodes[node_idx].U);
print_ecos_xequil(prob);
print_ecos_c(prob);
print_ecos_solution(prob);
}
#endif
store_solution(prob);
prob->global_U = prob->nodes[node_idx].U;
}
if (viable_rounded_sol){
/* Reset the node's U back to INF because it was not originally feasible */
prob->nodes[node_idx].U = INFINITY;
}
}else { /*Assume node infeasible*/
prob->nodes[node_idx].L = INFINITY;
prob->nodes[node_idx].U = INFINITY;
prob->nodes[node_idx].status = MI_SOLVED_NON_BRANCHABLE;
}
}
void BM::mle(){
double p = suf()->sum()/(n_*suf()->nobs());
set_prob(p);
}
