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optimize: completely overhaul Global (#352)

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* optimize: completely overhaul Global

The previous implementation of Global was a minefield for incorrectly implementing global optimization methods. It was very difficult to correctly implement methods (both of the provided methods were incorrect), and the resulting code is very ugly. This commit switches to use channels to communicate, allowing a more clear ordering of concurrent code. This also enables better shutdown of methods.

In addition to the main fix of Global, this refactors the two Global methods to use the updated interface, and makes some small improvements that were previously not possible. In addition, there are some small cleanups of Local to better match between the two calls.

If anyone has been curious about what is meant by 'Don't communicate by sharing memory, share memory by communicating' this is it, and why.

* respond to PR comments

* make constants

* simplify termination logic

* optimize: simplify stats collection

* overhaul documentation and respond to PR comments

* implement PR requests

* clean up cmaes
This commit is contained in:
Brendan Tracey
2018-02-05 08:44:02 -07:00
committed by GitHub
parent 95fab73f1d
commit 996b88e8f8
8 changed files with 565 additions and 440 deletions
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10
optimize/types.go
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@@ -38,6 +38,10 @@ const (
// MajorIteration indicates that the next candidate location for
// an optimum has been found and convergence should be checked.
MajorIteration
// MethodDone declares that the method is done running. A method must
// be a Statuser in order to use this iteration, and after returning
// MethodDone, the Status must return other than NotTerminated.
MethodDone
// FuncEvaluation specifies that the objective function
// should be evaluated.
FuncEvaluation
@@ -47,6 +51,8 @@ const (
// HessEvaluation specifies that the Hessian
// of the objective function should be evaluated.
HessEvaluation
// signalDone is used internally to signal completion.
signalDone
// Mask for the evaluating operations.
evalMask = FuncEvaluation | GradEvaluation | HessEvaluation
@@ -76,6 +82,8 @@ var operationNames = map[Operation]string{
InitIteration: "InitIteration",
MajorIteration: "MajorIteration",
PostIteration: "PostIteration",
MethodDone: "MethodDone",
signalDone: "signalDone",
}
// Location represents a location in the optimization procedure.
@@ -201,7 +209,7 @@ type Settings struct {
// Runtime is the maximum runtime allowed. RuntimeLimit status is returned
// if the duration of the run is longer than this value. Runtime is only
// checked at iterations of the Method.
// checked at MajorIterations of the Method.
// If it equals zero, this setting has no effect.
// The default value is 0.
Runtime time.Duration