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c07f678f3f
* 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.
93 lines
2.0 KiB
Go
93 lines
2.0 KiB
Go
// Copyright ©2016 The Gonum Authors. All rights reserved.
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// Use of this source code is governed by a BSD-style
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// license that can be found in the LICENSE file.
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package optimize
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import (
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"math"
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"gonum.org/v1/gonum/stat/distmv"
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)
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var _ Method = (*GuessAndCheck)(nil)
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// GuessAndCheck is a global optimizer that evaluates the function at random
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// locations. Not a good optimizer, but useful for comparison and debugging.
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type GuessAndCheck struct {
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Rander distmv.Rander
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bestF float64
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bestX []float64
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}
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func (*GuessAndCheck) Uses(has Available) (uses Available, err error) {
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return has.function()
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}
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func (g *GuessAndCheck) Init(dim, tasks int) int {
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if dim <= 0 {
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panic(nonpositiveDimension)
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}
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if tasks < 0 {
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panic(negativeTasks)
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}
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g.bestF = math.Inf(1)
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g.bestX = resize(g.bestX, dim)
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return tasks
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}
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func (g *GuessAndCheck) sendNewLoc(operation chan<- Task, task Task) {
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g.Rander.Rand(task.X)
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task.Op = FuncEvaluation
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operation <- task
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}
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func (g *GuessAndCheck) updateMajor(operation chan<- Task, task Task) {
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// Update the best value seen so far, and send a MajorIteration.
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if task.F < g.bestF {
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g.bestF = task.F
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copy(g.bestX, task.X)
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} else {
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task.F = g.bestF
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copy(task.X, g.bestX)
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}
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task.Op = MajorIteration
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operation <- task
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}
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func (g *GuessAndCheck) Run(operation chan<- Task, result <-chan Task, tasks []Task) {
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// Send initial tasks to evaluate
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for _, task := range tasks {
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g.sendNewLoc(operation, task)
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}
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// Read from the channel until PostIteration is sent.
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Loop:
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for {
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task := <-result
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switch task.Op {
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default:
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panic("unknown operation")
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case PostIteration:
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break Loop
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case MajorIteration:
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g.sendNewLoc(operation, task)
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case FuncEvaluation:
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g.updateMajor(operation, task)
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}
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}
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// PostIteration was sent. Update the best new values.
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for task := range result {
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switch task.Op {
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default:
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panic("unknown operation")
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case MajorIteration:
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case FuncEvaluation:
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g.updateMajor(operation, task)
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}
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}
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close(operation)
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}
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