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tim |
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#include "Minimizer1D.hpp"
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void Minimizer1D::Minimize(vector<double>& direction), double left, double right); {
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setDirection(direction);
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setRange(left,right);
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minimize();
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}
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int Minimizer1D::checkConvergence(){
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if ((rightVar - leftVar) < stepTol)
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return
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else
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return -1;
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}
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void GoldenSectionMinimizer::minimize(){
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vector<double> tempX;
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vector <double> currentX;
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const double goldenRatio = 0.618034;
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currentX = model->getX();
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alpha = leftVar + (1 - goldenRatio) * (rightVar - leftVar);
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beta = leftVar + goldenRatio * (rightVar - leftVar);
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tempX = currentX + direction * alpha;
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fAlpha = model->calcF(tempX);
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tempX = currentX + direction * beta;
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fBeta = model->calcF(tempX);
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for(currentIter = 0; currentIter < maxIteration; currentIter++){
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if (checkConvergence() > 0){
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minStatus = MINSTATUS_CONVERGE;
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return;
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}
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if (fAlpha > fBeta){
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leftVar = alpha;
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alpha = beta;
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beta = leftVar + goldenRatio * (rightVar - leftVar);
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tempX = currentX + beta * direction;
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prevMinVar = minVar;
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fPrevMinVar = fMinVar;
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minVar = beta;
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fMinVar = model->calcF(tempX);
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}
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else{
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rightVar = beta;
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beta = alpha;
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alpha = leftVar + (1 - goldenRatio) * (rightVar - leftVar);
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tempX = currentX + alpha * direction;
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prevMinVar = minVar;
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fPrevMinVar = fMinVar;
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minVar = alpha;
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fMinVar = model->calcF(tempX);
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}
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}
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minStatus = MINSTATUS_MAXITER;
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}
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/*
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*
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*/
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void BrentMinimizer::minimize(){
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for(currentIter = 0; currentIter < maxIteration; currentIter){
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}
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minStatus = MINSTATUS_MAXITER;
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return;
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}
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