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authorChris Dyer <cdyer@cs.cmu.edu>2012-10-11 14:06:32 -0400
committerChris Dyer <cdyer@cs.cmu.edu>2012-10-11 14:06:32 -0400
commit07ea7b64b6f85e5798a8068453ed9fd2b97396db (patch)
tree644496a1690d84d82a396bbc1e39160788beb2cd /gi/posterior-regularisation/prjava/src/optimization/linesearch/ArmijoLineSearchMinimization.java
parent37b9e45e5cb29d708f7249dbe0b0fb27685282a0 (diff)
parenta36fcc5d55c1de84ae68c1091ebff2b1c32dc3b7 (diff)
Merge branch 'master' of https://github.com/redpony/cdec
Diffstat (limited to 'gi/posterior-regularisation/prjava/src/optimization/linesearch/ArmijoLineSearchMinimization.java')
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diff --git a/gi/posterior-regularisation/prjava/src/optimization/linesearch/ArmijoLineSearchMinimization.java b/gi/posterior-regularisation/prjava/src/optimization/linesearch/ArmijoLineSearchMinimization.java
deleted file mode 100644
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--- a/gi/posterior-regularisation/prjava/src/optimization/linesearch/ArmijoLineSearchMinimization.java
+++ /dev/null
@@ -1,102 +0,0 @@
-package optimization.linesearch;
-
-import optimization.util.Interpolation;
-
-
-/**
- * Implements Back Tracking Line Search as described on page 37 of Numerical Optimization.
- * Also known as armijo rule
- * @author javg
- *
- */
-public class ArmijoLineSearchMinimization implements LineSearchMethod{
-
- /**
- * How much should the step size decrease at each iteration.
- */
- double contractionFactor = 0.5;
- double c1 = 0.0001;
-
- double sigma1 = 0.1;
- double sigma2 = 0.9;
-
-
-
- double initialStep;
- int maxIterations = 10;
-
-
- public ArmijoLineSearchMinimization(){
- this.initialStep = 1;
- }
-
- //Experiment
- double previousStepPicked = -1;;
- double previousInitGradientDot = -1;
- double currentInitGradientDot = -1;
-
-
- public void reset(){
- previousStepPicked = -1;;
- previousInitGradientDot = -1;
- currentInitGradientDot = -1;
- }
-
- public void setInitialStep(double initial){
- initialStep = initial;
- }
-
- /**
- *
- */
-
- public double getStepSize(DifferentiableLineSearchObjective o) {
- currentInitGradientDot = o.getInitialGradient();
- //Should update all in the objective
- o.updateAlpha(initialStep);
- int nrIterations = 0;
- //System.out.println("tried alpha" + initialStep + " value " + o.getCurrentValue());
- while(!WolfeConditions.suficientDecrease(o,c1)){
- if(nrIterations >= maxIterations){
- o.printLineSearchSteps();
- return -1;
- }
- double alpha=o.getAlpha();
- double alphaTemp =
- Interpolation.quadraticInterpolation(o.getOriginalValue(), o.getInitialGradient(), alpha, o.getCurrentValue());
- if(alphaTemp >= sigma1 || alphaTemp <= sigma2*o.getAlpha()){
-// System.out.println("using alpha temp " + alphaTemp);
- alpha = alphaTemp;
- }else{
-// System.out.println("Discarding alpha temp " + alphaTemp);
- alpha = alpha*contractionFactor;
- }
-// double alpha =o.getAlpha()*contractionFactor;
-
- o.updateAlpha(alpha);
- //System.out.println("tried alpha" + alpha+ " value " + o.getCurrentValue());
- nrIterations++;
- }
-
- //System.out.println("Leavning line search used:");
- //o.printLineSearchSteps();
-
- previousInitGradientDot = currentInitGradientDot;
- previousStepPicked = o.getAlpha();
- return o.getAlpha();
- }
-
- public double getInitialGradient() {
- return currentInitGradientDot;
-
- }
-
- public double getPreviousInitialGradient() {
- return previousInitGradientDot;
- }
-
- public double getPreviousStepUsed() {
- return previousStepPicked;
- }
-
-}