From e26434979adc33bd949566ba7bf02dff64e80a3e Mon Sep 17 00:00:00 2001 From: Chris Dyer Date: Tue, 2 Oct 2012 00:19:43 -0400 Subject: cdec cleanup, remove bayesian stuff, parsing stuff --- gi/posterior-regularisation/simplex_pg.py | 55 ------------------------------- 1 file changed, 55 deletions(-) delete mode 100644 gi/posterior-regularisation/simplex_pg.py (limited to 'gi/posterior-regularisation/simplex_pg.py') diff --git a/gi/posterior-regularisation/simplex_pg.py b/gi/posterior-regularisation/simplex_pg.py deleted file mode 100644 index 5da796d3..00000000 --- a/gi/posterior-regularisation/simplex_pg.py +++ /dev/null @@ -1,55 +0,0 @@ -# -# Following Leunberger and Ye, Linear and Nonlinear Progamming, 3rd ed. p367 -# "The gradient projection method" -# applied to an equality constraint for a simplex. -# -# min f(x) -# s.t. x >= 0, sum_i x = d -# -# FIXME: enforce the positivity constraint - a limit on the line search? -# - -from numpy import * -from scipy import * -from linesearch import line_search -# local copy of scipy's Amijo line_search - wasn't enforcing alpha max correctly -import sys - -dims = 4 - -def f(x): - fv = x[0]*x[0] + x[1]*x[1] + x[2]*x[2] + x[3]*x[3] - 2*x[0] - 3*x[3] - # print 'evaluating f at', x, 'value', fv - return fv - -def g(x): - return array([2*x[0] - 2, 2*x[1], 2*x[2], 2*x[3]-3]) - -def pg(x): - gv = g(x) - return gv - sum(gv) / dims - -x = ones(dims) / dims -old_fval = None - -while True: - fv = f(x) - gv = g(x) - dv = pg(x) - - print 'x', x, 'f', fv, 'g', gv, 'd', dv - - if old_fval == None: - old_fval = fv + 0.1 - - # solve for maximum step size i.e. when positivity constraints kick in - # x - alpha d = 0 => alpha = x/d - amax = max(x/dv) - if amax < 1e-8: break - - stuff = line_search(f, pg, x, -dv, dv, fv, old_fval, amax=amax) - alpha = stuff[0] # Nb. can avoid next evaluation of f,g,d using 'stuff' - if alpha < 1e-8: break - x -= alpha * dv - - old_fval = fv -- cgit v1.2.3