add optimization library source code

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

1 files changed, 37 insertions, 0 deletions

diff --git a/gi/posterior-regularisation/prjava/src/optimization/util/Interpolation.java b/gi/posterior-regularisation/prjava/src/optimization/util/Interpolation.java
new file mode 100644
index 00000000..cdbdefc6
--- /dev/null
+++ b/gi/posterior-regularisation/prjava/src/optimization/util/Interpolation.java
@@ -0,0 +1,37 @@
+package optimization.util;
+
+public class Interpolation {
+
+	/**
+	 * Fits a cubic polinomyal to a function given two points,
+	 * such that either gradB is bigger than zero or funcB >= funcA
+	 * 
+	 * NonLinear Programming appendix C
+	 * @param funcA
+	 * @param gradA
+	 * @param funcB
+	 * @param gradB
+	 */
+	public final static double cubicInterpolation(double a, 
+			double funcA, double gradA, double b,double funcB, double gradB ){
+		if(gradB < 0 && funcA > funcB){
+			System.out.println("Cannot call cubic interpolation");
+			return -1;
+		}
+		
+		double z = 3*(funcA-funcB)/(b-a) + gradA + gradB;
+		double w = Math.sqrt(z*z - gradA*gradB);
+		double min = b -(gradB+w-z)*(b-a)/(gradB-gradA+2*w);
+		return min;
+	}
+	
+	public final static double quadraticInterpolation(double initFValue, 
+			double initGrad, double point,double pointFValue){
+				double min = -1*initGrad*point*point/(2*(pointFValue-initGrad*point-initFValue));
+		return min;
+	}
+	
+	public static void main(String[] args) {
+		
+	}
+}