Commit Graph

8 Commits

Author SHA1 Message Date
Brendan Tracey
d56ca496c1 optimize: Change Settings to allow InitialLocation (#497)
* optimize: Change Settings to allow InitialLocation

This modifies Settings to allow specifying an initial location and properties of the function (value, gradient, etc.). This allows to work with local optimizers that are seeded with initial settings. This has two fields that must be specified, InitX and InitValues. Ideally this would only be one location, but the difficulty is that the default value of the function is 0. We either must require the user to specify it is set (in this case that InitValues is non-zero), or require the user to change the default value away if it is not set. The former seems much safer.
2018-06-06 09:11:04 -06:00
Brendan Tracey
996b88e8f8 optimize: completely overhaul Global (#352)
* 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
2018-02-05 08:44:02 -07:00
kortschak
805531d142 all: change capitalization of gonum in license header 2017-11-02 06:54:08 +10:30
Brendan Tracey
38fbc22caf optimize: Update documentation for Global and clean up usage of globa… (#265)
* optimize: Update documentation for Global and clean up usage of globalStatus
2017-10-17 09:15:41 -06:00
Brendan Tracey
0d639745f1 all: update packages from mat64 to mat.
This mostly changes package name and code, but also fixes a couple of name clashes with the new package names
2017-06-13 10:28:21 -06:00
Vladimir Chalupecky
49d4aa112a optimize: remove lint found by megacheck 2017-06-01 22:07:40 +02:00
Brendan Tracey
d33397aa65 all: change import paths 2017-05-23 00:03:03 -06:00
Brendan Tracey
37c29d47e7 optimize: imported optimize as a subtree 2017-05-23 00:02:57 -06:00