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-rw-r--r--dtrain/test/mtm11/mira_update/Hildreth.cpp187
1 files changed, 0 insertions, 187 deletions
diff --git a/dtrain/test/mtm11/mira_update/Hildreth.cpp b/dtrain/test/mtm11/mira_update/Hildreth.cpp
deleted file mode 100644
index 0e67eb15..00000000
--- a/dtrain/test/mtm11/mira_update/Hildreth.cpp
+++ /dev/null
@@ -1,187 +0,0 @@
-#include "Hildreth.h"
-#include "sparse_vector.h"
-
-using namespace std;
-
-namespace Mira {
- vector<double> Hildreth::optimise (vector< SparseVector<double> >& a, vector<double>& b) {
-
- size_t i;
- int max_iter = 10000;
- double eps = 0.00000001;
- double zero = 0.000000000001;
-
- vector<double> alpha ( b.size() );
- vector<double> F ( b.size() );
- vector<double> kkt ( b.size() );
-
- double max_kkt = -1e100;
-
- size_t K = b.size();
-
- double A[K][K];
- bool is_computed[K];
- for ( i = 0; i < K; i++ )
- {
- A[i][i] = a[i].dot(a[i]);
- is_computed[i] = false;
- }
-
- int max_kkt_i = -1;
-
-
- for ( i = 0; i < b.size(); i++ )
- {
- F[i] = b[i];
- kkt[i] = F[i];
- if ( kkt[i] > max_kkt )
- {
- max_kkt = kkt[i];
- max_kkt_i = i;
- }
- }
-
- int iter = 0;
- double diff_alpha;
- double try_alpha;
- double add_alpha;
-
- while ( max_kkt >= eps && iter < max_iter )
- {
-
- diff_alpha = A[max_kkt_i][max_kkt_i] <= zero ? 0.0 : F[max_kkt_i]/A[max_kkt_i][max_kkt_i];
- try_alpha = alpha[max_kkt_i] + diff_alpha;
- add_alpha = 0.0;
-
- if ( try_alpha < 0.0 )
- add_alpha = -1.0 * alpha[max_kkt_i];
- else
- add_alpha = diff_alpha;
-
- alpha[max_kkt_i] = alpha[max_kkt_i] + add_alpha;
-
- if ( !is_computed[max_kkt_i] )
- {
- for ( i = 0; i < K; i++ )
- {
- A[i][max_kkt_i] = a[i].dot(a[max_kkt_i] ); // for version 1
- //A[i][max_kkt_i] = 0; // for version 1
- is_computed[max_kkt_i] = true;
- }
- }
-
- for ( i = 0; i < F.size(); i++ )
- {
- F[i] -= add_alpha * A[i][max_kkt_i];
- kkt[i] = F[i];
- if ( alpha[i] > zero )
- kkt[i] = abs ( F[i] );
- }
- max_kkt = -1e100;
- max_kkt_i = -1;
- for ( i = 0; i < F.size(); i++ )
- if ( kkt[i] > max_kkt )
- {
- max_kkt = kkt[i];
- max_kkt_i = i;
- }
-
- iter++;
- }
-
- return alpha;
- }
-
- vector<double> Hildreth::optimise (vector< SparseVector<double> >& a, vector<double>& b, double C) {
-
- size_t i;
- int max_iter = 10000;
- double eps = 0.00000001;
- double zero = 0.000000000001;
-
- vector<double> alpha ( b.size() );
- vector<double> F ( b.size() );
- vector<double> kkt ( b.size() );
-
- double max_kkt = -1e100;
-
- size_t K = b.size();
-
- double A[K][K];
- bool is_computed[K];
- for ( i = 0; i < K; i++ )
- {
- A[i][i] = a[i].dot(a[i]);
- is_computed[i] = false;
- }
-
- int max_kkt_i = -1;
-
-
- for ( i = 0; i < b.size(); i++ )
- {
- F[i] = b[i];
- kkt[i] = F[i];
- if ( kkt[i] > max_kkt )
- {
- max_kkt = kkt[i];
- max_kkt_i = i;
- }
- }
-
- int iter = 0;
- double diff_alpha;
- double try_alpha;
- double add_alpha;
-
- while ( max_kkt >= eps && iter < max_iter )
- {
-
- diff_alpha = A[max_kkt_i][max_kkt_i] <= zero ? 0.0 : F[max_kkt_i]/A[max_kkt_i][max_kkt_i];
- try_alpha = alpha[max_kkt_i] + diff_alpha;
- add_alpha = 0.0;
-
- if ( try_alpha < 0.0 )
- add_alpha = -1.0 * alpha[max_kkt_i];
- else if (try_alpha > C)
- add_alpha = C - alpha[max_kkt_i];
- else
- add_alpha = diff_alpha;
-
- alpha[max_kkt_i] = alpha[max_kkt_i] + add_alpha;
-
- if ( !is_computed[max_kkt_i] )
- {
- for ( i = 0; i < K; i++ )
- {
- A[i][max_kkt_i] = a[i].dot(a[max_kkt_i] ); // for version 1
- //A[i][max_kkt_i] = 0; // for version 1
- is_computed[max_kkt_i] = true;
- }
- }
-
- for ( i = 0; i < F.size(); i++ )
- {
- F[i] -= add_alpha * A[i][max_kkt_i];
- kkt[i] = F[i];
- if (alpha[i] > C - zero)
- kkt[i]=-kkt[i];
- else if (alpha[i] > zero)
- kkt[i] = abs(F[i]);
-
- }
- max_kkt = -1e100;
- max_kkt_i = -1;
- for ( i = 0; i < F.size(); i++ )
- if ( kkt[i] > max_kkt )
- {
- max_kkt = kkt[i];
- max_kkt_i = i;
- }
-
- iter++;
- }
-
- return alpha;
- }
-}