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#include "Minimizer1D.hpp"
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#include "math.h"
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//----------------------------------------------------------------------------//
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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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//----------------------------------------------------------------------------//
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GoldenSectionMinimizer::GoldenSectionMinimizer(NLModel* nlp)
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:Minimizer1D(nlp){
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setName("GoldenSection");
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}
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int GoldenSectionMinimizer::checkConvergence(){
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if ((rightVar - leftVar) < stepTol)
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return 1
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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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* Brent's method is a root-finding algorithm which combines root bracketing, interval bisection,
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* and inverse quadratic interpolation.
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*/
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BrentMinimizer::BrentMinimizer(NLModel* nlp)
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:Minimizer1D(nlp){
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setName("Brent");
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}
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void BrentMinimizer::minimize(){
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double fu, fv, fw;
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double p, q, r;
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double u, v, w;
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double d;
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double e;
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double etemp;
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double stepTol2;
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double fLeft, fRight;
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const double goldenRatio = 0.3819660;
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vector<double> tempX, currentX;
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stepTol2 = 2 * stepTol;
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e = 0;
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d = 0;
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currentX = tempX = model->getX();
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tempX = currentX + leftVar * direction;
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fLeft = model->calcF(tempX);
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tempX = currentX + rightVar * direction;
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fRight = model->calcF(tempX);
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if(fRight < fLeft) {
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prevMinPoint = rightVar;
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fPrevMinVar = fRight;
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v = leftVar;
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fv = fLeftVar;
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}
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else {
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prevMinVar = leftVar;
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fPrevMinVar = fLeft;
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v = rightVar;
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fv = fRight;
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}
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for(currentIter = 0; currentIter < maxIteration; currentIter){
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// a trial parabolic fit
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if (fabs(e) > stepTol){
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r = (minVar - prevMinVar) * (fMinVar - fv);
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q = (minVar - v) * (fMinVar - fPrevMinVar);
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p = (minVar - v) *q -(minVar - prevMinVar)*r;
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q = 2.0 *(q-r);
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if (q > 0.0)
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p = -p;
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q = fabs(q);
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etemp = e;
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e = d;
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if(fabs(p) >= fabs(0.5*q*etemp)) || p <= q*(leftVar - minVar) || p >= q*(rightVar - minVar)){
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e = minVar >= midVar ? leftVar - minVar : rightVar - minVar;
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d = goldenRatio * e;
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}
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else{
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d = p/q;
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u = minVar + d;
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if ( u - leftVar < stepTol2 || rightVar - u < stepTol2)
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d = midVar > minVar ? stepTol : - stepTol;
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}
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}
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//golden section
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else{
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e = minVar >=midVar? leftVar - minVar : rightVar - minVar;
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d =goldenRatio * e;
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}
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u = fabs(d) >= stepTol ? minVar + d : minVar + copysign(d, stepTol);
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tempX = currentX + u * direction;
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fu = model->calcF();
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if(fu <= fMinVar){
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if(u >= minVar)
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leftVar = minVar;
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else
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rightVar = minVar;
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v = prevMinVar;
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fv = fPrevMinVar;
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prevMinVar = minVar;
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fPrevMinVar = fMinVar;
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minVar = u;
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fMinVar = fu;
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}
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else{
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if (u < minVar) leftVar = u;
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else rightVar= u;
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if(fu <= fPrevMinVar || prevMinVar == minVar) {
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v = prevMinVar;
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fv = fPrevMinVar;
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prevMinVar = u;
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fPrevMinVar = fu;
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}
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else if ( fu <= fv || v == minVar || v == prevMinVar ) {
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v = u;
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fv = fu;
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}
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}
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midVar = leftVar + rightVar;
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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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}
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minStatus = MINSTATUS_MAXITER;
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return;
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//----------------------------------------------------------------------------//
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}
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BrentMinimizer::checkConvergence(){
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if (fabs(minVar - midVar) < stepTol)
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return 1;
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else
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return -1;
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}
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