L_BFGS<FunctionType>::L_BFGS(FunctionType& function,
const size_t numBasis,
const size_t maxIterations,
const double armijoConstant,
const double wolfe,
const double minGradientNorm,
const size_t maxLineSearchTrials,
const double minStep,
const double maxStep) :
function(function),
numBasis(numBasis),
maxIterations(maxIterations),
armijoConstant(armijoConstant),
wolfe(wolfe),
minGradientNorm(minGradientNorm),
maxLineSearchTrials(maxLineSearchTrials),
minStep(minStep),
maxStep(maxStep)
{
// Get the dimensions of the coordinates of the function; GetInitialPoint()
// might return an arma::vec, but that's okay because then n_cols will simply
// be 1.
const size_t rows = function.GetInitialPoint().n_rows;
const size_t cols = function.GetInitialPoint().n_cols;
newIterateTmp.set_size(rows, cols);
s.set_size(rows, cols, numBasis);
y.set_size(rows, cols, numBasis);
// Allocate the pair holding the min iterate information.
minPointIterate.first.zeros(rows, cols);
minPointIterate.second = std::numeric_limits<double>::max();
}
SA<FunctionType, CoolingScheduleType>::SA(
FunctionType& function,
CoolingScheduleType& coolingSchedule,
const size_t maxIterations,
const double initT,
const size_t initMoves,
const size_t moveCtrlSweep,
const double tolerance,
const size_t maxToleranceSweep,
const double maxMoveCoef,
const double initMoveCoef,
const double gain) :
function(function),
coolingSchedule(coolingSchedule),
maxIterations(maxIterations),
temperature(initT),
initMoves(initMoves),
moveCtrlSweep(moveCtrlSweep),
tolerance(tolerance),
maxToleranceSweep(maxToleranceSweep),
gain(gain)
{
const size_t rows = function.GetInitialPoint().n_rows;
const size_t cols = function.GetInitialPoint().n_cols;
maxMove.set_size(rows, cols);
maxMove.fill(maxMoveCoef);
moveSize.set_size(rows, cols);
moveSize.fill(initMoveCoef);
}
