(final VectorFn f, final double[] x0, final VEval cachedEval, final boolean wantGrad, final boolean wantHessian)
| 92 | |
| 93 | |
| 94 | public VEval maximizeStep(final VectorFn f, final double[] x0, |
| 95 | final VEval cachedEval, |
| 96 | final boolean wantGrad, final boolean wantHessian) { |
| 97 | log.info("start Newton step: " + ((cachedEval!=null)?""+cachedEval.fx:"")); |
| 98 | final VEval[] bestEval = new VEval[1]; // vector so gradient polish can alter value |
| 99 | final int dim = f.dim(); |
| 100 | if(cachedEval!=null && cachedEval.gx!=null && cachedEval.hx!=null) { |
| 101 | bestEval[0] = cachedEval; |
| 102 | } else { |
| 103 | if(null==x0) { |
| 104 | bestEval[0] = f.eval(new double[dim],true,true); |
| 105 | } else { |
| 106 | bestEval[0] = f.eval(x0,true,true); |
| 107 | } |
| 108 | } |
| 109 | log.info("initial Newton v: " + bestEval[0].fx); |
| 110 | final double lastRecord = bestEval[0].fx; |
| 111 | final NewtonReturn nr = newtonStep(dim,bestEval[0]); |
| 112 | if(nr.newX!=null) { |
| 113 | final VEval newEval = f.eval(nr.newX,wantGrad,wantHessian); |
| 114 | if(newEval.fx>lastRecord) { |
| 115 | bestEval[0] = newEval; |
| 116 | } else { |
| 117 | // probe more before giving up |
| 118 | double lambda = 0.5; |
| 119 | double[] trial = new double[dim]; |
| 120 | while(true) { |
| 121 | boolean didPosProbe = false; |
| 122 | { |
| 123 | double maxDiff = 0.0; |
| 124 | for(int i=0;i<dim;++i) { |
| 125 | final double nxi = (1-lambda)*x0[i] + lambda*(newEval.x[i]); |
| 126 | trial[i] = Math.min(boxBound,Math.max(-boxBound,nxi)); |
| 127 | maxDiff = Math.max(maxDiff,Math.abs(trial[i]-x0[i])); |
| 128 | } |
| 129 | if(maxDiff>relImprovementTarget) { |
| 130 | didPosProbe = true; |
| 131 | final VEval cEval = f.eval(trial,false,false); |
| 132 | if(cEval.fx>lastRecord) { |
| 133 | bestEval[0] = cEval; |
| 134 | break; |
| 135 | } |
| 136 | } |
| 137 | } |
| 138 | { |
| 139 | double maxDiff = 0.0; |
| 140 | for(int i=0;i<dim;++i) { |
| 141 | final double nxi = (1-lambda)*x0[i] - lambda*(newEval.x[i]); |
| 142 | trial[i] = Math.min(boxBound,Math.max(-boxBound,nxi)); |
| 143 | maxDiff = Math.max(maxDiff,Math.abs(trial[i]-x0[i])); |
| 144 | } |
| 145 | if(maxDiff>relImprovementTarget) { |
| 146 | final VEval cEval = f.eval(trial,false,false); |
| 147 | if(cEval.fx>lastRecord) { |
| 148 | bestEval[0] = cEval; |
| 149 | break; |
| 150 | } |
| 151 | } |
no test coverage detected