mat Layer::forwardprop(const mat pa) {
this->pa = addcol(pa, 1);
z = this->pa * W;
a = funcop(z, act);
return a;
}
mat Layer::backprop(const mat d) {
// compute this delta and grad
mat actdz = funcop(z, actd);
mat delta = d;
delta = delta % addcol(actdz, 1);
delta.shed_col(0);
grad = pa.t() * delta;
// regularization
grad = grad + lambda * W;
// compute new delta to throw to next layer
mat newdelta = delta * W.t();
return newdelta;
}
void direc ( void )
{
/* Local Declarations */
int modr; /* logical */
double p, t, gtp, ytp, sum, tst, dmax, dmin, gtp1, told, dnorm;
int i, j, k, ii, kadd, ksub, nn, nns;
static int msgcg;
if ( ipr >= 5 ) fprintf ( ioout, "DIREC ENTERED\n" );
update = 0;
dfail = 1;
drop = ( drop == 1 || nsuper == 0 ) ? 1 : 0;
varmet = ( nsuper <= maxrm ) ? 1 : 0;
conjgr = ( varmet == 0 ) ? 1 : 0;
if ( jstfes == 1 ) restrt = 1;
if ( drop == 1 ) goto w500;
if ( conjgr == 1 ) goto w110;
/* COMPLEMENTARY DFP VARIABLE METRIC ALGORITHM */
if ( nsear == 0 ) goto w60;
if ( sbchng == 1 ) goto w50;
if ( restrt == 1 ) goto w60;
move = ( step > eps ) ? 1 : 0;
/* msgcg CAUSES cg TO PRINT ON NEXT CALL */
if ( ipr3 >= 0 ) msgcg = 1;
modr = 0;
if ( move == 0 ) goto w70;
ytp = 0.0;
gtp = 0.0;
gtp1 = 0.0;
for ( i=1; i<=nsuper; i++ ) {
p = d[i];
y[i] = gradf[i] - gradp[i];
ytp = y[i] * p + ytp;
gtp = gradp[i] * p + gtp;
gtp1 = gradf[i] * p + gtp1;
}
/* USE comdfp UPDATE ONLY IF gtp1/ gtp < 0.9(say).
NOTE THAT gtp < 0 */
modr = ( gtp1 > 0.99 * gtp ) ? 1 : 0;
if ( modr == 0 && ipr >= 4 ) {
fprintf ( ioout, "MODR FALSE, SKIP UPDATE OF HESSIAN\n" );
fprintf ( ioout, " GTP1 = %e GTP = %e\n", gtp1, gtp );
}
goto w70;
/* HESSIAN UPDATE WHEN BASIC VARIABLE HITS BOUND */
w50 :
if ( nsupp > maxrm && ipr3 >= 0 )
fprintf ( ioout, "SWITCH TO VARIABLE METRIC\n" );
resetr();
goto w80;
/* RESET HESSIAN */
w60 :
resetr();
goto w80;
/* HESSIAN UPDATE WHEN NO VARIABLE HITS BOUND */
w70 :
if ( modr == 0 ) goto w80;
kadd = 4;
ksub = 4;
comdfp( ytp, gtp, &kadd, &ksub );
update = 1;
/* COMPUTE SEARCH DIRECTION, D */
w80 :
for ( j=1; j<=nsuper; j++ ) d[j] = -gradf[j];
rtrsol( r, d, nsuper);
/* COMPUTE CONDITION NUMBER OF DIAGONAL OF R */
dmin = plinfy;
dmax = 0.0;
k = 0;
for ( i=1; i<=nsuper; i++ ) {
k += i;
t = fabs( r[k] );
if ( dmin > t ) dmin = t;
if ( dmax < t ) dmax = t;
}
cond = plinfy;
if ( dmin < eps ) goto w120;
cond = ( dmax / dmin ) * ( dmax / dmin );
goto w140;
/* CONJUGATE GRADIENT METHOD */
w110 :
if ( uncon == 0 || sbchng == 1 ) restrt = 1;
cg(&msgcg);
/* CHECK IF DIRECTION IS DOWNHILL */
w120 :
sum = 0.0;
for ( i=1; i<=nsuper; i++ ) sum = sum + d[i]*gradf[i];
if ( sum < -eps ) goto w145;
/* BAD DIRECTION. RESET */
if ( restrt == 1 ) goto w235;
if ( ipr3 >= 2 )
fprintf ( ioout, "DIRECTION NOT DOWNHILL. RESET.\n" );
restrt = 1;
if ( varmet == 1 ) goto w60;
goto w110;
w140 :
if ( ipr3 < 5 ) goto w145;
k = nsuper * ( nsuper + 1 ) / 2;
for ( i=1; i<=k; i++ )
fprintf ( ioout, "R[%d] = %e\n", i, r[i] );
/* THIS CODE DECIDES IF ANY VARIABLES AT BOUNDS ARE TO BE */
/* RELEASED FROM THEM */
w145 :
sum = 0.0;
k = 0;
for ( i=1; i<=nsuper; i++ ) {
dnorm = gradf[i];
/*08/1991 - 11/1991*/
/* Changed line below FROM ( fabs(dnorm) < epstop ) TO */
/* ( fabs(dnorm) < epnewt ) */
/*08/1991 - 11/1991*/
if ( fabs(dnorm) < epnewt ) goto w150;
k++;
sum = sum + dnorm * dnorm;
w150 : ;
}
if ( k == 0 ) goto w400;
told = sqrt( sum ) / k;
goto w501;
w400 :
/*08/1991 - 11/1991*/
/* commented out two lines below */
/*08/1991 - 11/1991*/
/* told = epstop; */
/* goto w501; */
w500 :
/* RELEASE ALL POSSIBLE NONBASICS */
told = 0.0;
w501 :
nn = 10;
nns = nsear;
/*08/1991 - 11/1991*/
/* Changed line below by removing " && ( nns % nn ) != 0 " from if */
/*08/1991 - 11/1991*/
if ( told > epnewt ) goto w540;
j = nsuper + 1;
if ( j > n ) goto w540;
for ( ii=j; ii<=n; ii++ ) {
i = inbv[ii];
/* SKIP FIXED VARIABLES AND EQUALITY SLACKS */
if ( ub[i] == alb[i] ) goto w530;
if ( i <= n ) goto w505;
/* REGULAR VARIABLES AND INEQUALITY SLACKS */
w505 :
tst = gradf[ii];
if ( iub[ii] == 1 ) goto w510;
/* VARIABLE AT LOWER BOUND */
if ( tst >= -told ) goto w530;
if ( i > n && tst >= -100 * told ) goto w530;
goto w520;
/* VARIABLE AT UPPER BOUND */
w510 :
if ( tst <= told ) goto w530;
if ( i > n && tst <= 100 * told ) goto w530;
/* MAKE THIS VARIABLE SUPERBASIC */
w520 :
nsuper++;
inbv[ii] = inbv[nsuper];
inbv[nsuper] = i;
gradf[ii] = gradf[nsuper];
gradf[nsuper] = tst;
iub[ii] = iub[nsuper];
iub[nsuper] = 0;
if ( varmet == 1 ) addcol();
d[nsuper] = -gradf[nsuper];
dfail = 0;
w530 : ;
}
w540 :
if ( drop == 0 ) goto w220;
if ( dfail == 1 && restrt == 1 ) goto w237;
if ( dfail == 1 )
fprintf ( ioout, "COULD NOT DROP ANY CONSTRAINT. TRY -VE GRADIENT DIRECTION.\n" );
/* UPDATE DIRECTION VECTOR */
for ( j=1; j<=nsuper; j++ ) d[j] = -gradf[j];
restrt = 1;
if ( varmet == 1 ) resetr();
w215 :
drop = 0;
w220 :
for ( i=1; i<=n; i++ ) gradp[i] = gradf[i];
nsupp = nsuper;
dfail = 0;
if ( ipr >= 5 ) fprintf ( ioout, "DIREC COMPLETED.\n" );
return;
/* NEGATIVE GRADIENT DIRECTION NOT DOWNHILL */
w235 :
for ( i=1; i<=nsuper; i++ )
if ( d[i] != 0.0 ) goto w239;
/* DIRECTION VECTOR ZERO. TRY DROPPING A CONSTRAINT. */
drop = 1;
if ( ipr >= 1 )
fprintf ( ioout, "DIRECTION VECTOR ZERO. TRY DROPPING A CONSTRAINT.\n" );
goto w500;
w237 :
fprintf ( ioout, "DIRECTION VECTOR ZERO AND NO CONSTRAINT COULD BE DROPPED\n");
fprintf ( ioout, "KUHN-TUCKER CONDITION IMPLIED.\n" );
return;
w239 :
fprintf ( ioout, "NEGATIVE GRADIENT DIRECTION NOT DOWNHILL.\n" );
fprintf ( ioout, "CHECK DERIVATIVES AND/OR TOLERANCES.\n" );
return;
/* end of direc() */
}
