package/gonum
1
0
Fork 0
mirror of https://github.com/gonum/gonum.git synced 2025-10-05 15:16:59 +08:00
Code Issues Actions Packages Projects Releases Wiki Activity

optimize: Change initialization, remove Needser, and update Problem f… (#779)

Browse Source 
* optimize: Change initialization, remove Needser, and update Problem function calls

We need a better way to express the Hessian function call so that sparse Hessians can be provided. This change updates the Problem function definitions to allow an arbitrary Symmetric matrix. With this change, we need to change how Location is used, so that we do not allocate a SymDense. Once this location is changed, we no longer need Needser to allocate the appropriate memory, and can shift that to initialization, further simplifying the interfaces.

A 'fake' Problem is passed to Method to continue to make it impossible for the Method to call the functions directly.

Fixes #727, #593.
This commit is contained in:
Brendan Tracey
2019-02-01 15:26:26 +00:00
committed by GitHub
parent 199b7405a3
commit c07f678f3f
20 changed files with 427 additions and 192 deletions
Download Patch File Download Diff File Expand all files Collapse all files

26
optimize/unconstrained_test.go
View File

@@ -1162,9 +1162,21 @@ func testLocal(t *testing.T, tests []unconstrainedTest, method Method) {
settings := &Settings{}
settings.Converger = defaultFunctionConverge()
if method != nil && method.Needs().Gradient {
var uses Available
if method != nil {
var err error
has := availFromProblem(test.p)
uses, err = method.Uses(has)
if err != nil {
t.Errorf("problem and method mismatch: %v", err)
continue
}
}
if method != nil {
// Turn off function convergence checks for gradient-based methods.
settings.Converger = NeverTerminate{}
if uses.Grad {
settings.Converger = NeverTerminate{}
}
} else {
if test.fIter == 0 {
test.fIter = 20
@@ -1222,7 +1234,7 @@ func testLocal(t *testing.T, tests []unconstrainedTest, method Method) {
continue
}
if !method.Needs().Gradient && !method.Needs().Hessian {
if !uses.Grad && !uses.Hess {
// Gradient-free tests can correctly terminate only with
// FunctionConvergence status.
if result.Status != FunctionConvergence {
@@ -1234,11 +1246,11 @@ func testLocal(t *testing.T, tests []unconstrainedTest, method Method) {
// evaluate them.
settings.InitValues = &Location{}
settings.InitValues.F = test.p.Func(test.x)
if method.Needs().Gradient {
if uses.Grad {
settings.InitValues.Gradient = resize(settings.InitValues.Gradient, len(test.x))
test.p.Grad(settings.InitValues.Gradient, test.x)
}
if method.Needs().Hessian {
if uses.Hess {
settings.InitValues.Hessian = mat.NewSymDense(len(test.x), nil)
test.p.Hess(settings.InitValues.Hessian, test.x)
}
@@ -1266,13 +1278,13 @@ func testLocal(t *testing.T, tests []unconstrainedTest, method Method) {
t.Errorf("Providing initial data does not reduce the number of Func calls for:\n%v", test)
continue
}
if method.Needs().Gradient {
if uses.Grad {
if result.GradEvaluations != result2.GradEvaluations+1 {
t.Errorf("Providing initial data does not reduce the number of Grad calls for:\n%v", test)
continue
}
}
if method.Needs().Hessian {
if uses.Hess {
if result.HessEvaluations != result2.HessEvaluations+1 {
t.Errorf("Providing initial data does not reduce the number of Hess calls for:\n%v", test)
continue