| [2650] | 1 | #include "sopnamsp.h"
|
|---|
| 2 | #include "simplex.h"
|
|---|
| 3 | #include "ntuple.h"
|
|---|
| 4 | #include <math.h>
|
|---|
| 5 |
|
|---|
| 6 | #include "timing.h"
|
|---|
| 7 |
|
|---|
| 8 | //---------------------------------------------------------------
|
|---|
| 9 | //------------------- Classe MinZFunction -------------------
|
|---|
| 10 | //---------------------------------------------------------------
|
|---|
| 11 | // Interface de classe de function multivariable pour le SimplexMinmizer
|
|---|
| [2808] | 12 | /*!
|
|---|
| 13 | \class SOPHYA::MinZFunction
|
|---|
| 14 | \ingroup NTools
|
|---|
| 15 | Interface definition for a function object f(x[]) for which MinZSimplex can
|
|---|
| 16 | search the minimum.
|
|---|
| 17 | The pure virtual method Value() should be implemented by the derived classes.
|
|---|
| 18 | */
|
|---|
| [2650] | 19 |
|
|---|
| 20 | MinZFunction::MinZFunction(unsigned int nvar)
|
|---|
| 21 | : mNVar(nvar)
|
|---|
| 22 | {
|
|---|
| 23 | }
|
|---|
| 24 |
|
|---|
| 25 | MinZFunction::~MinZFunction()
|
|---|
| 26 | {
|
|---|
| 27 | }
|
|---|
| 28 |
|
|---|
| 29 | //---------------------------------------------------------------
|
|---|
| 30 | //------------------- Classe MinZFuncXi2 --------------------
|
|---|
| 31 | //---------------------------------------------------------------
|
|---|
| [2808] | 32 | /*!
|
|---|
| 33 | \class SOPHYA::MinZXi2
|
|---|
| 34 | \ingroup NTools
|
|---|
| 35 | Implements the MinZFunction interface using a xi2 calculator
|
|---|
| 36 | \sa GeneralXi2 GeneralFitData
|
|---|
| 37 | */
|
|---|
| [2650] | 38 | MinZFuncXi2::MinZFuncXi2(GeneralXi2* gxi2, GeneralFitData* gd)
|
|---|
| 39 | : mGXi2(gxi2) , mGData(gd), MinZFunction(gxi2->NPar())
|
|---|
| 40 | {
|
|---|
| 41 | }
|
|---|
| 42 |
|
|---|
| 43 | MinZFuncXi2::~MinZFuncXi2()
|
|---|
| 44 | {
|
|---|
| 45 | }
|
|---|
| 46 |
|
|---|
| 47 | double MinZFuncXi2::Value(double const xp[])
|
|---|
| 48 | {
|
|---|
| 49 | int ndataused;
|
|---|
| 50 | return mGXi2->Value(*mGData, const_cast<double *>(xp), ndataused);
|
|---|
| 51 | }
|
|---|
| 52 |
|
|---|
| 53 | //---------------------------------------------------------------
|
|---|
| 54 | //------------------- Classe MinZTestFunc -------------------
|
|---|
| 55 | //---------------------------------------------------------------
|
|---|
| 56 | class MinZTestFunc : public MinZFunction {
|
|---|
| 57 | public:
|
|---|
| 58 | MinZTestFunc(int sel);
|
|---|
| 59 | virtual double Value(double const xp[]);
|
|---|
| 60 | string ToString();
|
|---|
| 61 | Vector OptParms();
|
|---|
| 62 | protected:
|
|---|
| 63 | static int ISelToNvar(int isel);
|
|---|
| 64 | int mSel;
|
|---|
| 65 | };
|
|---|
| 66 |
|
|---|
| 67 | int MinZTestFunc::ISelToNvar(int isel)
|
|---|
| 68 | {
|
|---|
| 69 | if (isel == 0) return 1;
|
|---|
| 70 | if (isel == 1) return 1;
|
|---|
| 71 | else if (isel == 2) return 1;
|
|---|
| 72 | else if (isel == 3) return 2;
|
|---|
| 73 | else if (isel == 4) return 3;
|
|---|
| 74 | else return 1;
|
|---|
| 75 | }
|
|---|
| 76 |
|
|---|
| 77 | MinZTestFunc::MinZTestFunc(int sel)
|
|---|
| 78 | : MinZFunction(ISelToNvar(sel))
|
|---|
| 79 | {
|
|---|
| 80 | if ((sel < 0) || (sel > 4)) sel = 0;
|
|---|
| 81 | mSel = sel;
|
|---|
| 82 | }
|
|---|
| 83 |
|
|---|
| 84 | string MinZTestFunc::ToString()
|
|---|
| 85 | {
|
|---|
| 86 | string rs;
|
|---|
| 87 | if (mSel == 0) {
|
|---|
| 88 | rs = "-x+(x-2)^2";
|
|---|
| 89 | }
|
|---|
| 90 | else if (mSel == 1) {
|
|---|
| 91 | rs = "0.1*x^2-3exp(-(x-2)^2)-5*exp(-0.5*(x+3)^2)";
|
|---|
| 92 | }
|
|---|
| 93 | else if (mSel == 2) {
|
|---|
| 94 | rs = "0.1*x^2-3exp(-(x-2)^2)+5*exp(-0.5*(x+3)^2)";
|
|---|
| 95 | }
|
|---|
| 96 | else if (mSel == 3) {
|
|---|
| 97 | rs = "1.3*(x-50.35)^2+25*(y+3.14)^2";
|
|---|
| 98 | }
|
|---|
| 99 | else if (mSel == 4) {
|
|---|
| 100 | rs = "(x-2.2)^2+2.*(y+3.6)^2+3.*(z-1.1)^2";
|
|---|
| 101 | }
|
|---|
| 102 | else rs = "????";
|
|---|
| 103 | return rs;
|
|---|
| 104 | }
|
|---|
| 105 |
|
|---|
| 106 | Vector MinZTestFunc::OptParms()
|
|---|
| 107 | {
|
|---|
| 108 | Vector xx;
|
|---|
| 109 | if (mSel == 0) {
|
|---|
| 110 | Vector rv(1);
|
|---|
| 111 | rv = 2.5;
|
|---|
| 112 | return rv;
|
|---|
| 113 | }
|
|---|
| 114 | else if (mSel == 1) {
|
|---|
| 115 | Vector rv(1);
|
|---|
| 116 | rv = -2.883;
|
|---|
| 117 | return rv;
|
|---|
| 118 | }
|
|---|
| 119 | else if (mSel == 2) {
|
|---|
| 120 | Vector rv(1);
|
|---|
| 121 | rv = 1.812;
|
|---|
| 122 | return rv;
|
|---|
| 123 | }
|
|---|
| 124 | else if (mSel == 3) {
|
|---|
| 125 | Vector rv(2);
|
|---|
| 126 | rv(0) = 50.35;
|
|---|
| 127 | rv(1) = -3.14;
|
|---|
| 128 | return rv;
|
|---|
| 129 | }
|
|---|
| 130 | else if (mSel == 4) {
|
|---|
| 131 | Vector rv(3);
|
|---|
| 132 | rv(0) = 2.2;
|
|---|
| 133 | rv(1) = -3.6;
|
|---|
| 134 | rv(2) = 1.1;
|
|---|
| 135 | return rv;
|
|---|
| 136 | }
|
|---|
| 137 | else xx = 0.;
|
|---|
| 138 | return xx ;
|
|---|
| 139 | }
|
|---|
| 140 |
|
|---|
| 141 |
|
|---|
| 142 | double MinZTestFunc::Value(double const xp[])
|
|---|
| 143 | {
|
|---|
| 144 | double retval = 0;
|
|---|
| 145 | if (mSel == 0) {
|
|---|
| 146 | double x = xp[0];
|
|---|
| 147 | retval = -x+(x-2.)*(x-2.);
|
|---|
| 148 | }
|
|---|
| 149 | else if ((mSel == 1) || (mSel == 2)) {
|
|---|
| 150 | double x = xp[0];
|
|---|
| 151 | retval = 0.1*x*x;
|
|---|
| 152 | x = xp[0]-2.;
|
|---|
| 153 | x = x*x;
|
|---|
| 154 | retval -= 3*exp(-x);
|
|---|
| 155 | x = xp[0]+3.;
|
|---|
| 156 | x = 0.5*x*x;
|
|---|
| 157 | if (mSel == 1) retval -= 5*exp(-x);
|
|---|
| 158 | else retval += 5*exp(-x);
|
|---|
| 159 | }
|
|---|
| 160 | else if (mSel == 3) {
|
|---|
| 161 | double x = xp[0]-50.35;
|
|---|
| 162 | double y = xp[1]+3.14;
|
|---|
| 163 | retval = 1.3*x*x+25.*y*y;
|
|---|
| 164 | }
|
|---|
| 165 | else if (mSel == 4) {
|
|---|
| 166 | double x = xp[0]-2.2;
|
|---|
| 167 | double y = xp[1]+3.6;
|
|---|
| 168 | double z = xp[2]-1.1;
|
|---|
| 169 | retval = x*x+2.*y*y+3.*z*z;
|
|---|
| 170 | }
|
|---|
| 171 | else retval = 0.;
|
|---|
| 172 | return retval;
|
|---|
| 173 | }
|
|---|
| 174 |
|
|---|
| 175 | //---------------------------------------------------------------
|
|---|
| 176 | //------------------- Classe MinZSimplex --------------------
|
|---|
| 177 | //---------------------------------------------------------------
|
|---|
| 178 | string __Vec2Str4MinZ_AutoTest(Vector& xx)
|
|---|
| 179 | {
|
|---|
| 180 | string rs;
|
|---|
| 181 | char buff[32];
|
|---|
| 182 | for(int i=0; i<xx.Size(); i++) {
|
|---|
| 183 | sprintf(buff," %g " , xx(i));
|
|---|
| 184 | rs += buff;
|
|---|
| 185 | }
|
|---|
| 186 | return rs;
|
|---|
| 187 | }
|
|---|
| 188 |
|
|---|
| [2808] | 189 | /*!
|
|---|
| 190 | \class SOPHYA::MinZSimplex
|
|---|
| 191 | \ingroup NTools
|
|---|
| 192 | This class implements non linear minimization (optimization)
|
|---|
| 193 | in a multidimensional space following the \b Simplex method.
|
|---|
| 194 | A \b Simplex is a geometrical figure made of N+1 points in a
|
|---|
| 195 | N-dimensional space. (triangle in a plane, tetrahedron in 3-d space).
|
|---|
| 196 | The minimization method implemented in this class is based on the
|
|---|
| 197 | algorithm described in "Numerical Recipes, Chapter X".
|
|---|
| 198 |
|
|---|
| 199 | The algorithm has been slightly enhanced :
|
|---|
| 200 | - More complex convergence / stop test
|
|---|
| 201 | - A new transformation of the simplex has been included (ExpandHigh)
|
|---|
| 202 |
|
|---|
| 203 | For each step, on of the following geometrical transform is performed
|
|---|
| 204 | on the Simplex figure:
|
|---|
| 205 | - Reflection : reflection away from the high point (expansion by factor Alpha)
|
|---|
| 206 | - ReflecExpand : reflection way from the high point and expansion by factor Beta2
|
|---|
| 207 | - ContractHigh : Contraction along the high point (factor Beta)
|
|---|
| 208 | - ContractLow : Contraction toward the low point (factor Beta2)
|
|---|
| 209 | - ExpandHigh : Expansion along the high point
|
|---|
| 210 |
|
|---|
| 211 | \sa GeneralFit
|
|---|
| 212 |
|
|---|
| 213 | The following sample code shows a usage example:
|
|---|
| 214 | \code
|
|---|
| 215 | include "simplex.h"
|
|---|
| 216 | ...
|
|---|
| 217 | // Define our function to be minimized:
|
|---|
| 218 | class MySFunc : public MinZFunction {
|
|---|
| 219 | public:
|
|---|
| 220 | MySFunc() : MinZFunction(2) {}
|
|---|
| 221 | virtual double Value(double const xp[])
|
|---|
| 222 | { return (xp[0]*xp[0]+2*xp[1]*xp[1]); }
|
|---|
| 223 | };
|
|---|
| 224 |
|
|---|
| 225 | ...
|
|---|
| 226 |
|
|---|
| 227 | MySFunc mysf;
|
|---|
| 228 | MinZSimplex simplex(&mysf);
|
|---|
| 229 | // Guess the center and step for constructing the initial simplex
|
|---|
| 230 | Vector x0(2); x0 = 1.;
|
|---|
| 231 | Vector step(2); step = 2.;
|
|---|
| 232 | simplex.SetInitialPoint(x0);
|
|---|
| 233 | simplex.SetInitialStep(step);
|
|---|
| 234 | Vector oparm(2);
|
|---|
| 235 | int rc = simplex.Minimize(oparm);
|
|---|
| 236 | if (rc != 0) {
|
|---|
| 237 | string srt;
|
|---|
| 238 | int sr = simplex.StopReason(srt);
|
|---|
| 239 | cout << " Convergence Pb, StopReason= " << sr << " : " << srt << endl;
|
|---|
| 240 | }
|
|---|
| 241 | else {
|
|---|
| 242 | cout << " Converged: NStep= " << simplex.NbIter()
|
|---|
| 243 | << " OParm= " << oparm << endl;
|
|---|
| 244 | }
|
|---|
| 245 | \endcode
|
|---|
| 246 | */
|
|---|
| 247 |
|
|---|
| 248 | /*!
|
|---|
| 249 | \brief Auto test function
|
|---|
| 250 | \param tsel : select autotest (0,1,2,3,4) , tsel<0 -> all
|
|---|
| 251 | \param prtlev : printlevel
|
|---|
| 252 | */
|
|---|
| [2650] | 253 | int MinZSimplex::AutoTest(int tsel, int prtlev)
|
|---|
| 254 | {
|
|---|
| 255 | int rc = 0;
|
|---|
| 256 | cout << " --- MinZSimplex::AutoTest() --- TSel= " << tsel << " PrtLev=" << prtlev << endl;
|
|---|
| 257 | for(int i=0; i<5; i++) {
|
|---|
| 258 | if ((tsel >= 0) && (tsel != i)) continue;
|
|---|
| 259 | cout << " ======= Test avec ISel= " << i;
|
|---|
| 260 | Vector xx;
|
|---|
| 261 | MinZTestFunc mzf(i);
|
|---|
| 262 | cout << " - Func= " << mzf.ToString() << endl;
|
|---|
| 263 | Vector rv = mzf.OptParms();
|
|---|
| 264 | xx = rv;
|
|---|
| 265 | for(int j=0; j<2; j++) {
|
|---|
| 266 | double vi = 50.*(j-0.5);
|
|---|
| 267 | for(int k=0; k<2; k++) {
|
|---|
| 268 | double vs = (k == 0) ? 1. : 10. ;
|
|---|
| 269 | cout << "--[" << j << "," << k
|
|---|
| 270 | << "] Initialisation avec IniPoint= " << vi << " IniStep= " << vs << endl;
|
|---|
| 271 | MinZSimplex simplex(&mzf);
|
|---|
| 272 | xx = vi;
|
|---|
| 273 | simplex.SetInitialPoint(xx);
|
|---|
| 274 | xx = vs;
|
|---|
| 275 | simplex.SetInitialStep(xx);
|
|---|
| 276 | simplex.SetPrtLevel(prtlev);
|
|---|
| 277 | int rcs = simplex.Minimize(xx);
|
|---|
| 278 | Vector diff = rv-xx;
|
|---|
| 279 | double d2 = diff.Norm2();
|
|---|
| 280 | cout << " Rc(simplex.Minimize() = " << rc << " NIter= "
|
|---|
| 281 | << simplex.NbIter() << " ===> Distance^2= " << d2
|
|---|
| 282 | << "\nConverged to " << __Vec2Str4MinZ_AutoTest(xx)
|
|---|
| 283 | << " Best Value= " << __Vec2Str4MinZ_AutoTest(rv)
|
|---|
| 284 | << " Diff = " << __Vec2Str4MinZ_AutoTest(diff) << endl;
|
|---|
| 285 | if ((rcs > 5) || (d2 > 0.5)) rc ++;
|
|---|
| 286 | }
|
|---|
| 287 | }
|
|---|
| 288 | }
|
|---|
| 289 | cout << " --- MinZSimplex::AutoTest() --- Rc=" << rc << " -- END ----- " << endl;
|
|---|
| 290 | return rc;
|
|---|
| 291 | }
|
|---|
| 292 |
|
|---|
| [2808] | 293 | //! Constructor from pointer to MinZFunction object
|
|---|
| [2650] | 294 | MinZSimplex::MinZSimplex(MinZFunction *mzf)
|
|---|
| 295 | : mZF(mzf) , mPoint0(mZF->NVar()) , mStep0(mZF->NVar())
|
|---|
| 296 | {
|
|---|
| 297 | SetMaxIter();
|
|---|
| 298 | SetControls();
|
|---|
| 299 | Vector xx(NDim());
|
|---|
| 300 | xx = 0.;
|
|---|
| 301 | SetInitialPoint(xx);
|
|---|
| 302 | xx = 1.0;
|
|---|
| 303 | SetInitialStep(xx);
|
|---|
| 304 | SetStopTolerance();
|
|---|
| 305 | mIter = -1;
|
|---|
| 306 | mStop = -1;
|
|---|
| 307 | SetPrtLevel();
|
|---|
| 308 | }
|
|---|
| 309 |
|
|---|
| 310 | MinZSimplex::~MinZSimplex()
|
|---|
| 311 | {
|
|---|
| 312 | }
|
|---|
| 313 |
|
|---|
| [2808] | 314 | //! Perform the minimization
|
|---|
| 315 | /*!
|
|---|
| 316 | Return 0 if success
|
|---|
| 317 | \param fpoint : vector containing the optimal point
|
|---|
| 318 |
|
|---|
| 319 | Convergence test :
|
|---|
| 320 | \verbatim
|
|---|
| 321 | On minimise f(x) f=mZF->Value() ,
|
|---|
| 322 | f_max = max(f) sur simplex , f_min = min(f) sur simplex
|
|---|
| 323 | fm = (abs(f_max)+abs(f_min))
|
|---|
| 324 | [Delta f] = abs(f_max-f_min)
|
|---|
| 325 | [Delta f/f]simplex = 2.*Delta f / fm
|
|---|
| 326 | fm2 = (abs(f_max)+abs(f_max(iter-1)))
|
|---|
| 327 | [Delta f_max/f_max]iter = [f_max(iter-1)-f_max]/fm2
|
|---|
| 328 | Test d'arret :
|
|---|
| 329 | fm < mTol0 OU
|
|---|
| 330 | [Delta f/f]simplex < mTol1 mRep1 fois de suite OU
|
|---|
| 331 | [Delta f_max/f_max]iter < mTol2 mRep2 fois de suite
|
|---|
| 332 | */
|
|---|
| [2650] | 333 | int MinZSimplex::Minimize(Vector& fpoint)
|
|---|
| 334 | {
|
|---|
| 335 | // vector< TVector<r_8> > splx;
|
|---|
| 336 | Vector splx[100];
|
|---|
| 337 | Vector Y(NDim()+1);
|
|---|
| 338 | // On calcule le simplex initial
|
|---|
| 339 | // N = NDim, N+1 points (pp) ds l'espace a N dimensions
|
|---|
| 340 | // Point0, Point0 + Step0(i) e_i
|
|---|
| 341 | Vector pp,ppc;
|
|---|
| 342 | pp = mPoint0;
|
|---|
| 343 | //ppc = pp;
|
|---|
| 344 | //splx.push_back(ppc);
|
|---|
| 345 | splx[0] = pp;
|
|---|
| 346 | int i,j,k;
|
|---|
| 347 | for(i=0; i<NDim(); i++) {
|
|---|
| 348 | Vector pps;
|
|---|
| 349 | pps = mPoint0;
|
|---|
| 350 | pps(i) += mStep0(i);
|
|---|
| 351 | //splx.push_back(pps);
|
|---|
| 352 | splx[i+1] = pps;
|
|---|
| 353 | }
|
|---|
| 354 | int mpts = NDim()+1;
|
|---|
| 355 | // calcul des valeurs de la fonction sur les sommets
|
|---|
| 356 | for(i=0; i<mpts; i++)
|
|---|
| 357 | Y(i) = Value(splx[i]);
|
|---|
| 358 |
|
|---|
| 359 | int iter = 0;
|
|---|
| 360 | mIter = iter;
|
|---|
| 361 | mStop = 0;
|
|---|
| 362 |
|
|---|
| 363 | int nbugrtol2 = 0;
|
|---|
| 364 | bool stop = false, stop0=false;
|
|---|
| 365 | int rc = 0;
|
|---|
| 366 | int ilo, ihi, inhi;
|
|---|
| 367 | int move = 0;
|
|---|
| [3572] | 368 | const char* smov[6] = { "None", "Reflection", "ReflecExpand", "ContractHigh", "ContractLow", "ExpandHigh" };
|
|---|
| [2650] | 369 | int movcnt[6] = {0,0,0,0,0,0};
|
|---|
| 370 |
|
|---|
| 371 | int nrep1=0, nrep2=0;
|
|---|
| 372 | FindMinMax12(Y, ilo, ihi, inhi);
|
|---|
| 373 | double yhilast = Y(ihi);
|
|---|
| 374 | yhilast += fabs(yhilast);
|
|---|
| 375 |
|
|---|
| 376 | while (!stop) { //
|
|---|
| 377 | FindMinMax12(Y, ilo, ihi, inhi);
|
|---|
| 378 | double ymean = (fabs(Y(ihi))+fabs(Y(ilo)));
|
|---|
| 379 | if (ymean < mTol0) { stop0 = true; ymean = mTol0; }
|
|---|
| 380 | double rtol1 = 2.*fabs(Y(ihi)-Y(ilo))/ymean;
|
|---|
| 381 | double ym2 = (fabs(yhilast)+fabs(Y(ihi)));
|
|---|
| 382 | if (ym2 < mTol0) ym2 = mTol0;
|
|---|
| 383 | double rtol2 = 2.*(yhilast-Y(ihi))/ym2;
|
|---|
| 384 | yhilast = Y(ihi);
|
|---|
| 385 | if (rtol2 < 0.) {
|
|---|
| 386 | if (move != 40) {
|
|---|
| 387 | cout << " !!!! MinZSimplex::Minimize() BUG RTol2< 0. --> Chs " << endl;
|
|---|
| 388 | nbugrtol2++;
|
|---|
| 389 | }
|
|---|
| 390 | else nrep2 = 0;
|
|---|
| 391 | rtol2 = -rtol2;
|
|---|
| 392 | }
|
|---|
| 393 | if (PrtLevel() > 1)
|
|---|
| 394 | cout << "--MinZSimplex::Minimize() - Iter=" << iter
|
|---|
| 395 | << " Move= " << move << " (" << smov[move/10] << ")" << endl;
|
|---|
| 396 | if (PrtLevel() > 2)
|
|---|
| 397 | cout << "..ILO=" << ilo << " IHI=" << ihi << " INHI=" << inhi
|
|---|
| 398 | << " Y(ILO)=" << Y(ilo) << " Y(IHI)=" << Y(ihi) << "\n"
|
|---|
| 399 | << "...YMean_Abs=" << ymean << " RTOL1=" << rtol1 << " RTOL2=" << rtol2 << endl;
|
|---|
| 400 | if (PrtLevel() > 3) {
|
|---|
| 401 | for(i=0; i<mpts; i++) {
|
|---|
| 402 | cout << "....Simplex[" << i << "]= ";
|
|---|
| 403 | for(j=0; j<NDim(); j++) cout << splx[i](j) << " , ";
|
|---|
| 404 | cout << " Y=Value= " << Y(i) << endl;
|
|---|
| 405 | }
|
|---|
| 406 | }
|
|---|
| 407 | if (rtol1 < mTol1) nrep1++;
|
|---|
| 408 | else nrep1 = 0;
|
|---|
| 409 | if (rtol2 < mTol2) nrep2++;
|
|---|
| 410 | else nrep2 = 0;
|
|---|
| 411 |
|
|---|
| 412 | if (stop0) { mStop = 1; rc = 0; stop = true; break; }
|
|---|
| 413 | if (nrep1 > mRep1) { mStop = 2; rc = 0; stop = true; break; }
|
|---|
| 414 | if (nrep2 > mRep2) { mStop = 3; rc = 0; stop = true; break; }
|
|---|
| 415 | if (iter > MaxIter() ) { mStop = 0, rc = iter; break; }
|
|---|
| 416 | iter++;
|
|---|
| 417 | if (iter > 0) movcnt[move/10]++;
|
|---|
| 418 |
|
|---|
| 419 | // Next iteration, on modifie le simplex
|
|---|
| 420 | // Calcul du centre de gravite su simplex, hors le point le + haut
|
|---|
| 421 | Vector pbar(NDim());
|
|---|
| 422 | pbar = 0.;
|
|---|
| 423 | for(i=0; i<mpts; i++) {
|
|---|
| 424 | if (i == ihi) continue;
|
|---|
| 425 | pbar += splx[i];
|
|---|
| 426 | }
|
|---|
| 427 | pbar /= (double)NDim();
|
|---|
| 428 | // On calcule le sommet oppose a point IHI (le + haut)
|
|---|
| 429 | Vector pr, prr;
|
|---|
| 430 | double YPR, YPRR;
|
|---|
| 431 | pr = (1.+Alpha())*pbar-Alpha()*splx[ihi];
|
|---|
| 432 | YPR = Value(pr);
|
|---|
| 433 | if (YPR < Y(ilo)) { // Amelioaration par rapport au meilleur point,
|
|---|
| 434 | // on va plus loin d'un facteur gamma
|
|---|
| 435 | prr = Gamma()*pr+(1.-Gamma())*pbar;
|
|---|
| 436 | YPRR = Value(prr);
|
|---|
| 437 | if (YPRR < Y(ilo)) { // On remplace le IHI par YPRR
|
|---|
| 438 | splx[ihi] = prr;
|
|---|
| 439 | Y(ihi) = YPRR;
|
|---|
| 440 | move = 20;
|
|---|
| 441 | }
|
|---|
| 442 | else { // sinon, on remplace par YPR
|
|---|
| 443 | splx[ihi] = pr;
|
|---|
| 444 | Y(ihi) = YPR;
|
|---|
| 445 | move = 10;
|
|---|
| 446 | }
|
|---|
| 447 | }
|
|---|
| 448 | else { // Moins bon que le meilleur point ..
|
|---|
| 449 | if (YPR > Y(inhi)) { // Plus mauvais que le second plus haut (INHI)
|
|---|
| 450 | if (YPR < Y(ihi)) { // Mais meilleur que le plus haut (IHI)
|
|---|
| 451 | splx[ihi] = pr; // On remplace donc le plus haut
|
|---|
| 452 | Y(ihi) = YPR;
|
|---|
| 453 | move = 11;
|
|---|
| 454 | }
|
|---|
| 455 | else { // Plus mauvais que le plus mauvais IHI
|
|---|
| 456 | // on tente avec un point intermediaire
|
|---|
| 457 | prr = Beta()*splx[ihi]+(1.-Beta())*pbar;
|
|---|
| 458 | YPRR = Value(prr);
|
|---|
| 459 | if (YPRR < Y(ihi)) { // Le point intermediaire ameliore les choses
|
|---|
| 460 | splx[ihi] = prr; // On remplace donc le point le + haut
|
|---|
| 461 | Y(ihi) = YPRR;
|
|---|
| 462 | move = 30;
|
|---|
| 463 | }
|
|---|
| 464 | else {
|
|---|
| 465 | // On tente aussi de rester du meme cote, mais aller plus loin
|
|---|
| 466 | prr = Gamma2()*splx[ihi]+(1.-Gamma2())*pbar;
|
|---|
| 467 | YPRR = Value(prr);
|
|---|
| 468 | if (YPRR < Y(ihi)) { // Le point intermediaire ameliore les choses
|
|---|
| 469 | splx[ihi] = prr; // On remplace donc le point le + haut
|
|---|
| 470 | Y(ihi) = YPRR;
|
|---|
| 471 | move = 50;
|
|---|
| 472 | }
|
|---|
| 473 | else {
|
|---|
| 474 | // Rien n'y fait, on contracte autour du meilleur point
|
|---|
| 475 | for(i=0; i<mpts; i++) {
|
|---|
| 476 | if (i == ilo) continue;
|
|---|
| 477 | splx[i] = Beta2()*splx[i]+(1.-Beta())*splx[ilo];
|
|---|
| 478 | Y(i) = Value(splx[i]);
|
|---|
| 479 | move = 40;
|
|---|
| 480 | }
|
|---|
| 481 | }
|
|---|
| 482 | }
|
|---|
| 483 | }
|
|---|
| 484 | }
|
|---|
| 485 | else { // Meilleur que le IHI et le INHI
|
|---|
| 486 | splx[ihi] = pr; // On remplace le plus haut
|
|---|
| 487 | Y(ihi) = YPR;
|
|---|
| 488 | move = 12;
|
|---|
| 489 | }
|
|---|
| 490 | }
|
|---|
| 491 | } // Fin de la boucle while principale
|
|---|
| 492 |
|
|---|
| 493 | fpoint = splx[ilo];
|
|---|
| 494 | mIter = iter;
|
|---|
| 495 |
|
|---|
| 496 | if (PrtLevel() > 0) {
|
|---|
| 497 | string sr;
|
|---|
| 498 | StopReason(sr);
|
|---|
| 499 | cout << "-----MinZSimplex::Minimize()/Ended - NIter=" << iter
|
|---|
| 500 | << " Moves[0..5]= " << movcnt[0] << "," << movcnt[1] << ","
|
|---|
| 501 | << movcnt[2] << "," << movcnt[3] << ","
|
|---|
| 502 | << movcnt[4] << "," << movcnt[5]
|
|---|
| 503 | << "\n..MinZSimplex Stop=" << StopReason() << " -> " << sr << endl;
|
|---|
| 504 |
|
|---|
| 505 | if (nbugrtol2 > 0) cout << "MinZSimplex::Minimize()/Warning - nbugrtol2= " << nbugrtol2 << endl;
|
|---|
| 506 | }
|
|---|
| 507 | return rc;
|
|---|
| 508 | }
|
|---|
| 509 |
|
|---|
| [2808] | 510 | //! Return the stop reason and fills the corresponding string description
|
|---|
| [2650] | 511 | int MinZSimplex::StopReason(string& s)
|
|---|
| 512 | {
|
|---|
| [3572] | 513 | const char* sr[5] = { "NoConverg, MaxIterReached", "OK, fm<Tol0", "OK, Df/f<Tol1",
|
|---|
| [2650] | 514 | "OK, [Df/f max]Iter<Tol2" "Error - Wrong StopReason" };
|
|---|
| 515 | int stop = mStop;
|
|---|
| 516 | if ((stop < 0) || (stop > 3)) stop = 4;
|
|---|
| 517 | s = sr[stop];
|
|---|
| 518 | return mStop;
|
|---|
| 519 | }
|
|---|
| 520 |
|
|---|
| 521 | int MinZSimplex::FindMinMax12(Vector& fval, int& ilo, int& ihi, int& inhi)
|
|---|
| 522 | {
|
|---|
| 523 | ilo = 0;
|
|---|
| 524 | if (fval(0) > fval(1)) { ihi = 0; inhi = 1; }
|
|---|
| 525 | else { ihi = 1; inhi = 0; }
|
|---|
| 526 |
|
|---|
| 527 | for(int k=0; k<fval.Size(); k++) {
|
|---|
| 528 | if (fval(k) < fval(ilo)) ilo = k;
|
|---|
| 529 | if (fval(k) > fval(ihi)) {
|
|---|
| 530 | inhi = ihi;
|
|---|
| 531 | ihi = k;
|
|---|
| 532 | }
|
|---|
| 533 | else if (fval(k) > fval(inhi)) {
|
|---|
| 534 | if (k != ihi) inhi = k; // ce test n'est peut-etre pas necessaire ???
|
|---|
| 535 | }
|
|---|
| 536 | }
|
|---|
| 537 | return ilo;
|
|---|
| 538 | }
|
|---|
![(please configure the [header_logo] section in trac.ini)](/PI/chrome/site/your_project_logo.png){kind=logo}
