unsigned int OneDimensionOptimizationTools::lineMinimization(DirectionFunction & f1dim, ParameterList & parameters, vector<double> & xi, double tolerance, ostream * profiler, ostream * messenger, int verbose)
{
// Initial guess for brackets:
double ax = 0.;
double xx = 0.01;
f1dim.setConstraintPolicy(AutoParameter::CONSTRAINTS_AUTO);
f1dim.setMessageHandler(messenger);
f1dim.init(parameters, xi);
BrentOneDimension bod(&f1dim);
bod.setMessageHandler(messenger);
bod.setProfiler(profiler);
bod.setVerbose(verbose >= 1 ? 1 : 0);
bod.setOptimizationProgressCharacter(".");
bod.getStopCondition()->setTolerance(0.01);
bod.setInitialInterval(ax, xx);
bod.setConstraintPolicy(AutoParameter::CONSTRAINTS_KEEP);
ParameterList singleParameter;
singleParameter.addParameter(Parameter("x", 0.0));
bod.init(singleParameter);
bod.optimize();
//Update parameters:
//parameters.matchParametersValues(f1dim.getFunction()->getParameters());
double xmin = f1dim.getParameters()[0]->getValue();
for(unsigned int j = 0; j < parameters.size(); j++)
{
xi[j] *= xmin;
parameters[j]->setValue(parameters[j]->getValue() + xi[j]);
}
return bod.getNumberOfEvaluations();
}
unsigned int OneDimensionOptimizationTools::lineSearch(DirectionFunction& f1dim,
ParameterList& parameters,
std::vector<double>& xi,
std::vector<double>& gradient,
OutputStream* profiler,
OutputStream* messenger,
int verbose)
{
size_t size = xi.size();
f1dim.setConstraintPolicy(AutoParameter::CONSTRAINTS_AUTO);
f1dim.setMessageHandler(messenger);
f1dim.init(parameters, xi);
double slope=0;
for (unsigned int i=0; i<size; i++)
slope+=xi[i]*gradient[i];
// if (slope>=0)
// throw Exception("Slope problem in OneDimensionOptimizationTools::lineSearch. Slope="+TextTools::toString(slope));
double x, temp, test=0;
for (unsigned int i=0; i<size; i++) {
x=abs(parameters[i].getValue());
temp=abs(xi[i]);
if (x>1.0)
temp/=x;
if (temp>test)
test=temp;
}
NewtonBacktrackOneDimension nbod(&f1dim, slope, test);
nbod.setMessageHandler(messenger);
nbod.setProfiler(profiler);
nbod.setVerbose(verbose >= 1 ? 1 : 0);
nbod.setOptimizationProgressCharacter(".");
nbod.getStopCondition()->setTolerance(0.0001);
// nbod.setInitialInterval(ax, xx);
nbod.setConstraintPolicy(AutoParameter::CONSTRAINTS_KEEP);
ParameterList singleParameter;
singleParameter.addParameter(Parameter("x", 0.0));
nbod.init(singleParameter);
nbod.optimize();
//Update parameters:
//parameters.matchParametersValues(f1dim.getFunction()->getParameters());
double xmin = f1dim.getParameters()[0].getValue();
for(unsigned int j = 0; j < parameters.size(); j++)
{
xi[j] *= xmin;
parameters[j].setValue(parameters[j].getValue() + xi[j]);
}
return nbod.getNumberOfEvaluations();
}
