double FDistToMinTest::getTestValue(const NativeSolver &s) const
{
if(relative_ == false)
return s.getFVal() - fMin_;
else
{
double v = (s.getFVal() - fMin_) / fabs(fMin_);
return v > 0.0 ? v : NAN;
}
}
double XDistToMinTest::getTestValue(const NativeSolver &s) const
{
vector< double > dx = s.getX() - xMin_;
if(relative_ == false)
return norm_2(dx);
else
return norm_2(dx) / norm_2(xMin_);
}
double MaxNumIterTest::getTestValue(const NativeSolver &s) const
{
return s.getNumIter();
}
bool MaxNumIterTest::test(const NativeSolver &s) const
{
return (s.getNumIter() >= n_);
}
void MinimizerThread::run()
{
boost::numeric::ublas::vector< double > x0(2);
x0(0) = x0_;
x0(1) = y0_;
if(!solver_->isExternalSolver())
{
NativeSolver *nativeSolver = dynamic_cast< NativeSolver * >(solver_);
if(C_ != NULL)
solver_->setup(*objFunc_, x0, Solver::DefaultSetup(), *C_);
else
solver_->setup(*objFunc_, x0, Solver::DefaultSetup(), NoConstraints());
results_.iterates.clear();
results_.iterates.push_back(x0);
if(nativeSolver->getM() > 1)
{
results_.iteratePointSets.clear();
results_.iteratePointSets.push_back(nativeSolver->getXArray());
}
unsigned int nIter = 0;
NativeSolver::IterationStatus status = NativeSolver::ITERATION_CONTINUE;
while(status == NativeSolver::ITERATION_CONTINUE &&
(nativeSolver->hasBuiltInStoppingCriterion() ||
!stopCrit_->test(*nativeSolver)) &&
nIter < 10000 && !terminationFlag_)
{
status = nativeSolver->iterate();
results_.iterates.push_back(nativeSolver->getX());
if(nativeSolver->getM() > 1)
results_.iteratePointSets.push_back(nativeSolver->getXArray());
nIter++;
}
results_.xMin = nativeSolver->getX()[0];
results_.yMin = nativeSolver->getX()[1];
results_.fMin = nativeSolver->getFVal();
results_.numIter = nativeSolver->getNumIter();
results_.numFuncEval = nativeSolver->getNumFuncEval();
results_.numGradEval = nativeSolver->getNumGradEval();
}
else
{
// TODO: stopping criterion for LMBM?
boost::shared_ptr< Solver::Results > results =
solver_->solve(*objFunc_, x0, GradNormTest(1e-8));
results_.xMin = results->xMin[0];
results_.yMin = results->xMin[1];
results_.fMin = results->fMin;
results_.numIter = results->numIter;
results_.numFuncEval = results->numFuncEval;
results_.numGradEval = results->numGradEval;
//results_.iterates = results->iterates; // TODO: iterates?
}
}
