add optimization library source code

git-svn-id: https://ws10smt.googlecode.com/svn/trunk@204 ec762483-ff6d-05da-a07a-a48fb63a330f

1 files changed, 92 insertions, 0 deletions

diff --git a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/ConjugateGradient.java b/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/ConjugateGradient.java
new file mode 100644
index 00000000..28295729
--- /dev/null
+++ b/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/ConjugateGradient.java
@@ -0,0 +1,92 @@
+package optimization.gradientBasedMethods;
+
+import optimization.gradientBasedMethods.stats.OptimizerStats;
+import optimization.linesearch.DifferentiableLineSearchObjective;
+import optimization.linesearch.LineSearchMethod;
+import optimization.stopCriteria.StopingCriteria;
+import optimization.util.MathUtils;
+
+
+
+public class ConjugateGradient extends AbstractGradientBaseMethod{
+	
+	
+	double[] previousGradient;
+	double[] previousDirection;
+
+	public ConjugateGradient(LineSearchMethod lineSearch) {
+		this.lineSearch = lineSearch;
+	}
+	
+	public void reset(){
+		super.reset();
+		java.util.Arrays.fill(previousDirection, 0);
+		java.util.Arrays.fill(previousGradient, 0);
+	}
+	
+	public void initializeStructures(Objective o,OptimizerStats stats, StopingCriteria stop){
+		super.initializeStructures(o, stats, stop);
+		previousGradient = new double[o.getNumParameters()];
+		previousDirection = new double[o.getNumParameters()];
+	}
+	public void updateStructuresBeforeStep(Objective o,OptimizerStats stats, StopingCriteria stop){
+		System.arraycopy(gradient, 0, previousGradient, 0, gradient.length);
+		System.arraycopy(direction, 0, previousDirection, 0, direction.length);	
+	}
+	
+//	public boolean optimize(Objective o,OptimizerStats stats, StopingCriteria stop){
+//		DifferentiableLineSearchObjective lso = new DifferentiableLineSearchObjective(o);
+//		stats.collectInitStats(this, o);
+//		direction = new double[o.getNumParameters()];
+//		initializeStructures(o, stats, stop);
+//		for (currentProjectionIteration = 0; currentProjectionIteration < maxNumberOfIterations; currentProjectionIteration++){
+//			previousValue = currValue;
+//			currValue = o.getValue();
+//			gradient =o.getGradient();
+//			if(stop.stopOptimization(gradient)){
+//				stats.collectFinalStats(this, o);
+//				return true;
+//			}
+//			getDirection();
+//			updateStructures(o, stats, stop);
+//			lso.reset(direction);
+//			step = lineSearch.getStepSize(lso);	
+//			if(step==-1){
+//				System.out.println("Failed to find a step size");
+//				System.out.println("Failed to find step");
+//				stats.collectFinalStats(this, o);
+//				return false;	
+//			}
+//			
+//			stats.collectIterationStats(this, o);
+//		}
+//		stats.collectFinalStats(this, o);
+//		return false;
+//	}
+	
+	public double[] getDirection(){
+		direction = MathUtils.negation(gradient);
+		if(currentProjectionIteration != 1){
+			//Using Polak-Ribiere method (book equation 5.45)
+			double b = MathUtils.dotProduct(gradient, MathUtils.arrayMinus(gradient, previousGradient))
+			/MathUtils.dotProduct(previousGradient, previousGradient);
+			if(b<0){
+				System.out.println("Defaulting to gradient descent");
+				b = Math.max(b, 0);
+			}
+			MathUtils.plusEquals(direction, previousDirection, b);
+			//Debug code
+			if(MathUtils.dotProduct(direction, gradient) > 0){
+				System.out.println("Not an descent direction reseting to gradien");
+				direction = MathUtils.negation(gradient);
+			}
+		}
+		return direction;
+	}
+	
+	
+	
+
+
+
+}