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f402b0ae71
* optimize: remove Local implementation and replace with a call to Global This PR starts the process described in #482. It removes the existing Local implementation, replacing with a function that wraps Method to act as a GlobalMethod. This PR also adds a hack to fix an inconsistency with FunctionConverge between Global and Local (and a TODO to make it not a hack in the future)
48 lines
971 B
Go
48 lines
971 B
Go
// Copyright ©2015 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 "math"
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// FunctionConverge tests for the convergence of function values. See comment
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// in Settings.
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type FunctionConverge struct {
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Absolute float64
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Relative float64
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Iterations int
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first bool
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best float64
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iter int
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}
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func (fc *FunctionConverge) Init(f float64) {
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fc.first = true
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fc.best = 0
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fc.iter = 0
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}
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func (fc *FunctionConverge) FunctionConverged(f float64) Status {
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if fc.first {
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fc.best = f
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fc.first = false
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return NotTerminated
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}
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if fc.Iterations == 0 {
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return NotTerminated
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}
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maxAbs := math.Max(math.Abs(f), math.Abs(fc.best))
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if f < fc.best && fc.best-f > fc.Relative*maxAbs+fc.Absolute {
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fc.best = f
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fc.iter = 0
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return NotTerminated
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}
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fc.iter++
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if fc.iter < fc.Iterations {
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return NotTerminated
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}
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return FunctionConvergence
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}
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