add optimization library source code

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

1 files changed, 104 insertions, 0 deletions

diff --git a/gi/posterior-regularisation/prjava/src/optimization/projections/BoundsProjection.java b/gi/posterior-regularisation/prjava/src/optimization/projections/BoundsProjection.java
new file mode 100644
index 00000000..0429d531
--- /dev/null
+++ b/gi/posterior-regularisation/prjava/src/optimization/projections/BoundsProjection.java
@@ -0,0 +1,104 @@
+package optimization.projections;
+
+
+import java.util.Random;
+
+import optimization.util.MathUtils;
+import optimization.util.MatrixOutput;
+
+/**
+ * Implements a projection into a box set defined by a and b.
+ * If either a or b are infinity then that bound is ignored.
+ * @author javg
+ *
+ */
+public class BoundsProjection extends Projection{
+
+	double a,b;
+	boolean ignoreA = false;
+	boolean ignoreB = false;
+	public BoundsProjection(double lowerBound, double upperBound) {
+		if(Double.isInfinite(lowerBound)){
+			this.ignoreA = true;
+		}else{
+			this.a =lowerBound;
+		}
+		if(Double.isInfinite(upperBound)){
+			this.ignoreB = true;
+		}else{
+			this.b =upperBound;
+		}
+	}
+	
+	
+	
+	/**
+	* Projects into the bounds
+	* a <= x_i <=b
+	 */
+	public void project(double[] original){
+		for (int i = 0; i < original.length; i++) {
+			if(!ignoreA && original[i] < a){
+				original[i] = a;
+			}else if(!ignoreB && original[i]>b){
+				original[i]=b;
+			}
+		}
+	}
+	
+	/**
+	 * Generates a random number between a and b.
+	 */
+
+	Random r = new Random();
+	
+	public double[] samplePoint(int numParams) {
+		double[] point = new double[numParams];
+		for (int i = 0; i < point.length; i++) {
+			double rand = r.nextDouble();
+			if(ignoreA && ignoreB){
+				//Use const to avoid number near overflow
+				point[i] = rand*(1.E100+1.E100)-1.E100;
+			}else if(ignoreA){
+				point[i] = rand*(b-1.E100)-1.E100;
+			}else if(ignoreB){
+				point[i] = rand*(1.E100-a)-a;
+			}else{
+				point[i] = rand*(b-a)-a;
+			}
+		}
+		return point;
+	}
+	
+	public static void main(String[] args) {
+		BoundsProjection sp = new BoundsProjection(0,Double.POSITIVE_INFINITY);
+		
+		
+		MatrixOutput.printDoubleArray(sp.samplePoint(3), "random 1");
+		MatrixOutput.printDoubleArray(sp.samplePoint(3), "random 2");
+		MatrixOutput.printDoubleArray(sp.samplePoint(3), "random 3");
+		
+		double[] d = {-1.1,1.2,1.4};
+		double[] original = d.clone();
+		MatrixOutput.printDoubleArray(d, "before");
+		
+		sp.project(d);
+		MatrixOutput.printDoubleArray(d, "after");
+		System.out.println("Test projection: " + sp.testProjection(original, d));
+	}
+	
+	double epsilon = 1.E-10;
+	public double[] perturbePoint(double[] point, int parameter){
+		double[] newPoint = point.clone();
+		if(!ignoreA && MathUtils.almost(point[parameter], a)){
+			newPoint[parameter]+=epsilon;
+		}else if(!ignoreB && MathUtils.almost(point[parameter], b)){
+			newPoint[parameter]-=epsilon;
+		}else{
+			newPoint[parameter]-=epsilon;
+		}
+		return newPoint;
+	}
+
+	
+}