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authorKenneth Heafield <github@kheafield.com>2012-10-22 12:07:20 +0100
committerKenneth Heafield <github@kheafield.com>2012-10-22 12:07:20 +0100
commit5f98fe5c4f2a2090eeb9d30c030305a70a8347d1 (patch)
tree9b6002f850e6dea1e3400c6b19bb31a9cdf3067f /gi/posterior-regularisation/prjava/src/optimization/examples/GeneralizedRosenbrock.java
parentcf9994131993b40be62e90e213b1e11e6b550143 (diff)
parent21825a09d97c2e0afd20512f306fb25fed55e529 (diff)
Merge remote branch 'upstream/master'
Conflicts: Jamroot bjam decoder/Jamfile decoder/cdec.cc dpmert/Jamfile jam-files/sanity.jam klm/lm/Jamfile klm/util/Jamfile mira/Jamfile
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-rw-r--r--gi/posterior-regularisation/prjava/src/optimization/examples/GeneralizedRosenbrock.java110
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diff --git a/gi/posterior-regularisation/prjava/src/optimization/examples/GeneralizedRosenbrock.java b/gi/posterior-regularisation/prjava/src/optimization/examples/GeneralizedRosenbrock.java
deleted file mode 100644
index 25fa7f09..00000000
--- a/gi/posterior-regularisation/prjava/src/optimization/examples/GeneralizedRosenbrock.java
+++ /dev/null
@@ -1,110 +0,0 @@
-package optimization.examples;
-
-
-import optimization.gradientBasedMethods.ConjugateGradient;
-import optimization.gradientBasedMethods.GradientDescent;
-import optimization.gradientBasedMethods.LBFGS;
-import optimization.gradientBasedMethods.Objective;
-import optimization.gradientBasedMethods.Optimizer;
-import optimization.gradientBasedMethods.stats.OptimizerStats;
-import optimization.linesearch.ArmijoLineSearchMinimization;
-import optimization.linesearch.LineSearchMethod;
-import optimization.stopCriteria.GradientL2Norm;
-import optimization.stopCriteria.StopingCriteria;
-import optimization.util.MathUtils;
-
-/**
- *
- * @author javg
- * f(x) = \sum_{i=1}^{N-1} \left[ (1-x_i)^2+ 100 (x_{i+1} - x_i^2 )^2 \right] \quad \forall x\in\mathbb{R}^N.
- */
-public class GeneralizedRosenbrock extends Objective{
-
-
-
- public GeneralizedRosenbrock(int dimensions){
- parameters = new double[dimensions];
- java.util.Arrays.fill(parameters, 0);
- gradient = new double[dimensions];
-
- }
-
- public GeneralizedRosenbrock(int dimensions, double[] params){
- parameters = params;
- gradient = new double[dimensions];
- }
-
-
- public double getValue() {
- functionCalls++;
- double value = 0;
- for(int i = 0; i < parameters.length-1; i++){
- value += MathUtils.square(1-parameters[i]) + 100*MathUtils.square(parameters[i+1] - MathUtils.square(parameters[i]));
- }
-
- return value;
- }
-
- /**
- * gx = -2(1-x) -2x200(y-x^2)
- * gy = 200(y-x^2)
- */
- public double[] getGradient() {
- gradientCalls++;
- java.util.Arrays.fill(gradient,0);
- for(int i = 0; i < parameters.length-1; i++){
- gradient[i]+=-2*(1-parameters[i]) - 400*parameters[i]*(parameters[i+1] - MathUtils.square(parameters[i]));
- gradient[i+1]+=200*(parameters[i+1] - MathUtils.square(parameters[i]));
- }
- return gradient;
- }
-
-
-
-
-
-
-
- public String toString(){
- String res ="";
- for(int i = 0; i < parameters.length; i++){
- res += "P" + i+ " " + parameters[i];
- }
- res += " Value " + getValue();
- return res;
- }
-
- public static void main(String[] args) {
-
- GeneralizedRosenbrock o = new GeneralizedRosenbrock(2);
- System.out.println("Starting optimization " + " x0 " + o.parameters[0]+ " x1 " + o.parameters[1]);
- ;
-
- System.out.println("Doing Gradient descent");
- //LineSearchMethod wolfe = new WolfRuleLineSearch(new InterpolationPickFirstStep(1),100,0.001,0.1);
- StopingCriteria stop = new GradientL2Norm(0.001);
- LineSearchMethod ls = new ArmijoLineSearchMinimization();
- Optimizer optimizer = new GradientDescent(ls);
- OptimizerStats stats = new OptimizerStats();
- optimizer.setMaxIterations(1000);
- boolean succed = optimizer.optimize(o,stats, stop);
- System.out.println("Suceess " + succed + "/n"+stats.prettyPrint(1));
- System.out.println("Doing Conjugate Gradient descent");
- o = new GeneralizedRosenbrock(2);
- // wolfe = new WolfRuleLineSearch(new InterpolationPickFirstStep(1),100,0.001,0.1);
- optimizer = new ConjugateGradient(ls);
- stats = new OptimizerStats();
- optimizer.setMaxIterations(1000);
- succed = optimizer.optimize(o,stats,stop);
- System.out.println("Suceess " + succed + "/n"+stats.prettyPrint(1));
- System.out.println("Doing Quasi newton descent");
- o = new GeneralizedRosenbrock(2);
- optimizer = new LBFGS(ls,10);
- stats = new OptimizerStats();
- optimizer.setMaxIterations(1000);
- succed = optimizer.optimize(o,stats,stop);
- System.out.println("Suceess " + succed + "/n"+stats.prettyPrint(1));
-
- }
-
-}