[2650] | 1 | #include "sopnamsp.h"
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| 2 | #include "simplex.h"
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| 3 | #include "ntuple.h"
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| 4 | #include <math.h>
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| 5 |
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| 6 | #include "timing.h"
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| 7 |
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| 8 | //---------------------------------------------------------------
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| 9 | //------------------- Classe MinZFunction -------------------
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| 10 | //---------------------------------------------------------------
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| 11 | // Interface de classe de function multivariable pour le SimplexMinmizer
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| 12 |
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| 13 | MinZFunction::MinZFunction(unsigned int nvar)
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| 14 | : mNVar(nvar)
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| 15 | {
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| 16 | }
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| 17 |
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| 18 | MinZFunction::~MinZFunction()
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| 19 | {
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| 20 | }
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| 21 |
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| 22 | //---------------------------------------------------------------
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| 23 | //------------------- Classe MinZFuncXi2 --------------------
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| 24 | //---------------------------------------------------------------
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| 25 | MinZFuncXi2::MinZFuncXi2(GeneralXi2* gxi2, GeneralFitData* gd)
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| 26 | : mGXi2(gxi2) , mGData(gd), MinZFunction(gxi2->NPar())
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| 27 | {
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| 28 | }
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| 29 |
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| 30 | MinZFuncXi2::~MinZFuncXi2()
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| 31 | {
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| 32 | }
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| 33 |
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| 34 | double MinZFuncXi2::Value(double const xp[])
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| 35 | {
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| 36 | int ndataused;
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| 37 | return mGXi2->Value(*mGData, const_cast<double *>(xp), ndataused);
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| 38 | }
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| 39 |
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| 40 | //---------------------------------------------------------------
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| 41 | //------------------- Classe MinZTestFunc -------------------
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| 42 | //---------------------------------------------------------------
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| 43 | class MinZTestFunc : public MinZFunction {
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| 44 | public:
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| 45 | MinZTestFunc(int sel);
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| 46 | virtual double Value(double const xp[]);
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| 47 | string ToString();
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| 48 | Vector OptParms();
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| 49 | protected:
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| 50 | static int ISelToNvar(int isel);
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| 51 | int mSel;
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| 52 | };
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| 53 |
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| 54 | int MinZTestFunc::ISelToNvar(int isel)
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| 55 | {
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| 56 | if (isel == 0) return 1;
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| 57 | if (isel == 1) return 1;
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| 58 | else if (isel == 2) return 1;
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| 59 | else if (isel == 3) return 2;
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| 60 | else if (isel == 4) return 3;
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| 61 | else return 1;
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| 62 | }
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| 63 |
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| 64 | MinZTestFunc::MinZTestFunc(int sel)
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| 65 | : MinZFunction(ISelToNvar(sel))
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| 66 | {
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| 67 | if ((sel < 0) || (sel > 4)) sel = 0;
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| 68 | mSel = sel;
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| 69 | }
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| 70 |
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| 71 | string MinZTestFunc::ToString()
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| 72 | {
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| 73 | string rs;
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| 74 | if (mSel == 0) {
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| 75 | rs = "-x+(x-2)^2";
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| 76 | }
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| 77 | else if (mSel == 1) {
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| 78 | rs = "0.1*x^2-3exp(-(x-2)^2)-5*exp(-0.5*(x+3)^2)";
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| 79 | }
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| 80 | else if (mSel == 2) {
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| 81 | rs = "0.1*x^2-3exp(-(x-2)^2)+5*exp(-0.5*(x+3)^2)";
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| 82 | }
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| 83 | else if (mSel == 3) {
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| 84 | rs = "1.3*(x-50.35)^2+25*(y+3.14)^2";
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| 85 | }
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| 86 | else if (mSel == 4) {
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| 87 | rs = "(x-2.2)^2+2.*(y+3.6)^2+3.*(z-1.1)^2";
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| 88 | }
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| 89 | else rs = "????";
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| 90 | return rs;
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| 91 | }
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| 92 |
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| 93 | Vector MinZTestFunc::OptParms()
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| 94 | {
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| 95 | Vector xx;
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| 96 | if (mSel == 0) {
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| 97 | Vector rv(1);
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| 98 | rv = 2.5;
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| 99 | return rv;
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| 100 | }
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| 101 | else if (mSel == 1) {
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| 102 | Vector rv(1);
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| 103 | rv = -2.883;
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| 104 | return rv;
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| 105 | }
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| 106 | else if (mSel == 2) {
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| 107 | Vector rv(1);
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| 108 | rv = 1.812;
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| 109 | return rv;
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| 110 | }
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| 111 | else if (mSel == 3) {
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| 112 | Vector rv(2);
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| 113 | rv(0) = 50.35;
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| 114 | rv(1) = -3.14;
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| 115 | return rv;
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| 116 | }
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| 117 | else if (mSel == 4) {
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| 118 | Vector rv(3);
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| 119 | rv(0) = 2.2;
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| 120 | rv(1) = -3.6;
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| 121 | rv(2) = 1.1;
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| 122 | return rv;
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| 123 | }
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| 124 | else xx = 0.;
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| 125 | return xx ;
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| 126 | }
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| 127 |
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| 128 |
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| 129 | double MinZTestFunc::Value(double const xp[])
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| 130 | {
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| 131 | double retval = 0;
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| 132 | if (mSel == 0) {
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| 133 | double x = xp[0];
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| 134 | retval = -x+(x-2.)*(x-2.);
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| 135 | }
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| 136 | else if ((mSel == 1) || (mSel == 2)) {
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| 137 | double x = xp[0];
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| 138 | retval = 0.1*x*x;
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| 139 | x = xp[0]-2.;
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| 140 | x = x*x;
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| 141 | retval -= 3*exp(-x);
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| 142 | x = xp[0]+3.;
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| 143 | x = 0.5*x*x;
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| 144 | if (mSel == 1) retval -= 5*exp(-x);
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| 145 | else retval += 5*exp(-x);
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| 146 | }
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| 147 | else if (mSel == 3) {
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| 148 | double x = xp[0]-50.35;
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| 149 | double y = xp[1]+3.14;
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| 150 | retval = 1.3*x*x+25.*y*y;
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| 151 | }
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| 152 | else if (mSel == 4) {
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| 153 | double x = xp[0]-2.2;
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| 154 | double y = xp[1]+3.6;
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| 155 | double z = xp[2]-1.1;
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| 156 | retval = x*x+2.*y*y+3.*z*z;
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| 157 | }
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| 158 | else retval = 0.;
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| 159 | return retval;
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| 160 | }
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| 161 |
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| 162 | //---------------------------------------------------------------
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| 163 | //------------------- Classe MinZSimplex --------------------
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| 164 | //---------------------------------------------------------------
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| 165 | string __Vec2Str4MinZ_AutoTest(Vector& xx)
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| 166 | {
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| 167 | string rs;
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| 168 | char buff[32];
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| 169 | for(int i=0; i<xx.Size(); i++) {
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| 170 | sprintf(buff," %g " , xx(i));
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| 171 | rs += buff;
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| 172 | }
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| 173 | return rs;
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| 174 | }
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| 175 |
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| 176 | int MinZSimplex::AutoTest(int tsel, int prtlev)
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| 177 | {
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| 178 | int rc = 0;
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| 179 | cout << " --- MinZSimplex::AutoTest() --- TSel= " << tsel << " PrtLev=" << prtlev << endl;
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| 180 | for(int i=0; i<5; i++) {
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| 181 | if ((tsel >= 0) && (tsel != i)) continue;
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| 182 | cout << " ======= Test avec ISel= " << i;
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| 183 | Vector xx;
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| 184 | MinZTestFunc mzf(i);
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| 185 | cout << " - Func= " << mzf.ToString() << endl;
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| 186 | Vector rv = mzf.OptParms();
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| 187 | xx = rv;
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| 188 | for(int j=0; j<2; j++) {
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| 189 | double vi = 50.*(j-0.5);
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| 190 | for(int k=0; k<2; k++) {
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| 191 | double vs = (k == 0) ? 1. : 10. ;
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| 192 | cout << "--[" << j << "," << k
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| 193 | << "] Initialisation avec IniPoint= " << vi << " IniStep= " << vs << endl;
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| 194 | MinZSimplex simplex(&mzf);
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| 195 | xx = vi;
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| 196 | simplex.SetInitialPoint(xx);
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| 197 | xx = vs;
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| 198 | simplex.SetInitialStep(xx);
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| 199 | simplex.SetPrtLevel(prtlev);
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| 200 | int rcs = simplex.Minimize(xx);
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| 201 | Vector diff = rv-xx;
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| 202 | double d2 = diff.Norm2();
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| 203 | cout << " Rc(simplex.Minimize() = " << rc << " NIter= "
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| 204 | << simplex.NbIter() << " ===> Distance^2= " << d2
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| 205 | << "\nConverged to " << __Vec2Str4MinZ_AutoTest(xx)
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| 206 | << " Best Value= " << __Vec2Str4MinZ_AutoTest(rv)
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| 207 | << " Diff = " << __Vec2Str4MinZ_AutoTest(diff) << endl;
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| 208 | if ((rcs > 5) || (d2 > 0.5)) rc ++;
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| 209 | }
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| 210 | }
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| 211 | }
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| 212 | cout << " --- MinZSimplex::AutoTest() --- Rc=" << rc << " -- END ----- " << endl;
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| 213 | return rc;
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| 214 | }
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| 215 |
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| 216 | MinZSimplex::MinZSimplex(MinZFunction *mzf)
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| 217 | : mZF(mzf) , mPoint0(mZF->NVar()) , mStep0(mZF->NVar())
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| 218 | {
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| 219 | SetMaxIter();
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| 220 | SetControls();
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| 221 | Vector xx(NDim());
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| 222 | xx = 0.;
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| 223 | SetInitialPoint(xx);
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| 224 | xx = 1.0;
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| 225 | SetInitialStep(xx);
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| 226 | SetStopTolerance();
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| 227 | mIter = -1;
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| 228 | mStop = -1;
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| 229 | SetPrtLevel();
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| 230 | }
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| 231 |
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| 232 | MinZSimplex::~MinZSimplex()
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| 233 | {
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| 234 | }
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| 235 |
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| 236 | int MinZSimplex::Minimize(Vector& fpoint)
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| 237 | {
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| 238 | // vector< TVector<r_8> > splx;
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| 239 | Vector splx[100];
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| 240 | Vector Y(NDim()+1);
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| 241 | // On calcule le simplex initial
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| 242 | // N = NDim, N+1 points (pp) ds l'espace a N dimensions
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| 243 | // Point0, Point0 + Step0(i) e_i
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| 244 | Vector pp,ppc;
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| 245 | pp = mPoint0;
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| 246 | //ppc = pp;
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| 247 | //splx.push_back(ppc);
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| 248 | splx[0] = pp;
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| 249 | int i,j,k;
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| 250 | for(i=0; i<NDim(); i++) {
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| 251 | Vector pps;
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| 252 | pps = mPoint0;
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| 253 | pps(i) += mStep0(i);
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| 254 | //splx.push_back(pps);
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| 255 | splx[i+1] = pps;
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| 256 | }
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| 257 | int mpts = NDim()+1;
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| 258 | // calcul des valeurs de la fonction sur les sommets
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| 259 | for(i=0; i<mpts; i++)
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| 260 | Y(i) = Value(splx[i]);
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| 261 |
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| 262 | int iter = 0;
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| 263 | mIter = iter;
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| 264 | mStop = 0;
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| 265 |
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| 266 | int nbugrtol2 = 0;
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| 267 | bool stop = false, stop0=false;
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| 268 | int rc = 0;
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| 269 | int ilo, ihi, inhi;
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| 270 | int move = 0;
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| 271 | char* smov[6] = { "None", "Reflection", "ReflecExpand", "ContractHigh", "ContractLow", "ExpandHigh" };
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| 272 | int movcnt[6] = {0,0,0,0,0,0};
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| 273 |
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| 274 | int nrep1=0, nrep2=0;
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| 275 | FindMinMax12(Y, ilo, ihi, inhi);
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| 276 | double yhilast = Y(ihi);
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| 277 | yhilast += fabs(yhilast);
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| 278 |
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| 279 | while (!stop) { //
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| 280 | FindMinMax12(Y, ilo, ihi, inhi);
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| 281 | double ymean = (fabs(Y(ihi))+fabs(Y(ilo)));
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| 282 | if (ymean < mTol0) { stop0 = true; ymean = mTol0; }
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| 283 | double rtol1 = 2.*fabs(Y(ihi)-Y(ilo))/ymean;
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| 284 | double ym2 = (fabs(yhilast)+fabs(Y(ihi)));
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| 285 | if (ym2 < mTol0) ym2 = mTol0;
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| 286 | double rtol2 = 2.*(yhilast-Y(ihi))/ym2;
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| 287 | yhilast = Y(ihi);
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| 288 | if (rtol2 < 0.) {
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| 289 | if (move != 40) {
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| 290 | cout << " !!!! MinZSimplex::Minimize() BUG RTol2< 0. --> Chs " << endl;
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| 291 | nbugrtol2++;
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| 292 | }
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| 293 | else nrep2 = 0;
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| 294 | rtol2 = -rtol2;
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| 295 | }
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| 296 | if (PrtLevel() > 1)
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| 297 | cout << "--MinZSimplex::Minimize() - Iter=" << iter
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| 298 | << " Move= " << move << " (" << smov[move/10] << ")" << endl;
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| 299 | if (PrtLevel() > 2)
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| 300 | cout << "..ILO=" << ilo << " IHI=" << ihi << " INHI=" << inhi
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| 301 | << " Y(ILO)=" << Y(ilo) << " Y(IHI)=" << Y(ihi) << "\n"
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| 302 | << "...YMean_Abs=" << ymean << " RTOL1=" << rtol1 << " RTOL2=" << rtol2 << endl;
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| 303 | if (PrtLevel() > 3) {
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| 304 | for(i=0; i<mpts; i++) {
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| 305 | cout << "....Simplex[" << i << "]= ";
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| 306 | for(j=0; j<NDim(); j++) cout << splx[i](j) << " , ";
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| 307 | cout << " Y=Value= " << Y(i) << endl;
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| 308 | }
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| 309 | }
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| 310 | if (rtol1 < mTol1) nrep1++;
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| 311 | else nrep1 = 0;
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| 312 | if (rtol2 < mTol2) nrep2++;
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| 313 | else nrep2 = 0;
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| 314 |
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| 315 | if (stop0) { mStop = 1; rc = 0; stop = true; break; }
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| 316 | if (nrep1 > mRep1) { mStop = 2; rc = 0; stop = true; break; }
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| 317 | if (nrep2 > mRep2) { mStop = 3; rc = 0; stop = true; break; }
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| 318 | if (iter > MaxIter() ) { mStop = 0, rc = iter; break; }
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| 319 | iter++;
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| 320 | if (iter > 0) movcnt[move/10]++;
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| 321 |
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| 322 | // Next iteration, on modifie le simplex
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| 323 | // Calcul du centre de gravite su simplex, hors le point le + haut
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| 324 | Vector pbar(NDim());
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| 325 | pbar = 0.;
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| 326 | for(i=0; i<mpts; i++) {
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| 327 | if (i == ihi) continue;
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| 328 | pbar += splx[i];
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| 329 | }
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| 330 | pbar /= (double)NDim();
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| 331 | // On calcule le sommet oppose a point IHI (le + haut)
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| 332 | Vector pr, prr;
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| 333 | double YPR, YPRR;
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| 334 | pr = (1.+Alpha())*pbar-Alpha()*splx[ihi];
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| 335 | YPR = Value(pr);
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| 336 | if (YPR < Y(ilo)) { // Amelioaration par rapport au meilleur point,
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| 337 | // on va plus loin d'un facteur gamma
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| 338 | prr = Gamma()*pr+(1.-Gamma())*pbar;
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| 339 | YPRR = Value(prr);
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| 340 | if (YPRR < Y(ilo)) { // On remplace le IHI par YPRR
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| 341 | splx[ihi] = prr;
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| 342 | Y(ihi) = YPRR;
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| 343 | move = 20;
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| 344 | }
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| 345 | else { // sinon, on remplace par YPR
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| 346 | splx[ihi] = pr;
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| 347 | Y(ihi) = YPR;
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| 348 | move = 10;
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| 349 | }
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| 350 | }
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| 351 | else { // Moins bon que le meilleur point ..
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| 352 | if (YPR > Y(inhi)) { // Plus mauvais que le second plus haut (INHI)
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| 353 | if (YPR < Y(ihi)) { // Mais meilleur que le plus haut (IHI)
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| 354 | splx[ihi] = pr; // On remplace donc le plus haut
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| 355 | Y(ihi) = YPR;
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| 356 | move = 11;
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| 357 | }
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| 358 | else { // Plus mauvais que le plus mauvais IHI
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| 359 | // on tente avec un point intermediaire
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| 360 | prr = Beta()*splx[ihi]+(1.-Beta())*pbar;
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| 361 | YPRR = Value(prr);
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| 362 | if (YPRR < Y(ihi)) { // Le point intermediaire ameliore les choses
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| 363 | splx[ihi] = prr; // On remplace donc le point le + haut
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| 364 | Y(ihi) = YPRR;
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| 365 | move = 30;
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| 366 | }
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| 367 | else {
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| 368 | // On tente aussi de rester du meme cote, mais aller plus loin
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| 369 | prr = Gamma2()*splx[ihi]+(1.-Gamma2())*pbar;
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| 370 | YPRR = Value(prr);
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| 371 | if (YPRR < Y(ihi)) { // Le point intermediaire ameliore les choses
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| 372 | splx[ihi] = prr; // On remplace donc le point le + haut
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| 373 | Y(ihi) = YPRR;
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| 374 | move = 50;
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| 375 | }
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| 376 | else {
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| 377 | // Rien n'y fait, on contracte autour du meilleur point
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| 378 | for(i=0; i<mpts; i++) {
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| 379 | if (i == ilo) continue;
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| 380 | splx[i] = Beta2()*splx[i]+(1.-Beta())*splx[ilo];
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| 381 | Y(i) = Value(splx[i]);
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| 382 | move = 40;
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| 383 | }
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| 384 | }
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| 385 | }
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| 386 | }
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| 387 | }
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| 388 | else { // Meilleur que le IHI et le INHI
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| 389 | splx[ihi] = pr; // On remplace le plus haut
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| 390 | Y(ihi) = YPR;
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| 391 | move = 12;
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| 392 | }
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| 393 | }
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| 394 | } // Fin de la boucle while principale
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| 395 |
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| 396 | fpoint = splx[ilo];
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| 397 | mIter = iter;
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| 398 |
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| 399 | if (PrtLevel() > 0) {
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| 400 | string sr;
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| 401 | StopReason(sr);
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| 402 | cout << "-----MinZSimplex::Minimize()/Ended - NIter=" << iter
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| 403 | << " Moves[0..5]= " << movcnt[0] << "," << movcnt[1] << ","
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| 404 | << movcnt[2] << "," << movcnt[3] << ","
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| 405 | << movcnt[4] << "," << movcnt[5]
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| 406 | << "\n..MinZSimplex Stop=" << StopReason() << " -> " << sr << endl;
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| 407 |
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| 408 | if (nbugrtol2 > 0) cout << "MinZSimplex::Minimize()/Warning - nbugrtol2= " << nbugrtol2 << endl;
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| 409 | }
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| 410 | return rc;
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| 411 | }
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| 412 |
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| 413 | int MinZSimplex::StopReason(string& s)
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| 414 | {
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| 415 | char* sr[5] = { "NoConverg, MaxIterReached", "OK, fm<Tol0", "OK, Df/f<Tol1",
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| 416 | "OK, [Df/f max]Iter<Tol2" "Error - Wrong StopReason" };
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| 417 | int stop = mStop;
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| 418 | if ((stop < 0) || (stop > 3)) stop = 4;
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| 419 | s = sr[stop];
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| 420 | return mStop;
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| 421 | }
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| 422 |
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| 423 | int MinZSimplex::FindMinMax12(Vector& fval, int& ilo, int& ihi, int& inhi)
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| 424 | {
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| 425 | ilo = 0;
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| 426 | if (fval(0) > fval(1)) { ihi = 0; inhi = 1; }
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| 427 | else { ihi = 1; inhi = 0; }
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| 428 |
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| 429 | for(int k=0; k<fval.Size(); k++) {
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| 430 | if (fval(k) < fval(ilo)) ilo = k;
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| 431 | if (fval(k) > fval(ihi)) {
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| 432 | inhi = ihi;
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| 433 | ihi = k;
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| 434 | }
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| 435 | else if (fval(k) > fval(inhi)) {
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| 436 | if (k != ihi) inhi = k; // ce test n'est peut-etre pas necessaire ???
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| 437 | }
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| 438 | }
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| 439 | return ilo;
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| 440 | }
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