GoldenSectionSearch.cpp

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//
// File: GoldenSectionSearch.cpp
// Authors:
//   Julien Dutheil
// Created: 2003-11-10 10:42:17
//
 
/*
  Copyright or © or Copr. Bio++ Development Team, (November 17, 2004)
  
  This software is a computer program whose purpose is to provide classes
  for numerical calculus.
  
  This software is governed by the CeCILL license under French law and
  abiding by the rules of distribution of free software. You can use,
  modify and/ or redistribute the software under the terms of the CeCILL
  license as circulated by CEA, CNRS and INRIA at the following URL
  "http://www.cecill.info".
  
  As a counterpart to the access to the source code and rights to copy,
  modify and redistribute granted by the license, users are provided only
  with a limited warranty and the software's author, the holder of the
  economic rights, and the successive licensors have only limited
  liability.
  
  In this respect, the user's attention is drawn to the risks associated
  with loading, using, modifying and/or developing or reproducing the
  software by the user in light of its specific status of free software,
  that may mean that it is complicated to manipulate, and that also
  therefore means that it is reserved for developers and experienced
  professionals having in-depth computer knowledge. Users are therefore
  encouraged to load and test the software's suitability as regards their
  requirements in conditions enabling the security of their systems and/or
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  same conditions as regards security.
  
  The fact that you are presently reading this means that you have had
  knowledge of the CeCILL license and that you accept its terms.
*/
 
 
#include "../../Text/TextTools.h"
#include "../NumConstants.h"
#include "../NumTools.h"
#include "GoldenSectionSearch.h"
#include "OneDimensionOptimizationTools.h"
 
using namespace bpp;
 
/******************************************************************************/
 
bool GoldenSectionSearch::GSSStopCondition::isToleranceReached() const
{
  callCount_++;
  if (callCount_ <= burnin_)
    return false;
  return getTolerance() <= tolerance_;
}
 
/******************************************************************************/
 
double GoldenSectionSearch::GSSStopCondition::getCurrentTolerance() const
{
  // NRC Test for done:
  const GoldenSectionSearch* gss = dynamic_cast<const GoldenSectionSearch*>(optimizer_);
  return NumTools::abs(gss->x3 - gss->x0) / (NumTools::abs(gss->x1) + NumTools::abs(gss->x2));
}
 
/******************************************************************************/
 
GoldenSectionSearch::GoldenSectionSearch(Function* function) :
  AbstractOptimizer(function),
  f1(0), f2(0), x0(0), x1(0), x2(0), x3(0), xinf_(0), xsup_(0), isInitialIntervalSet_(false)
{
  nbEvalMax_ = 10000;
  setDefaultStopCondition_(new GSSStopCondition(this));
  setStopCondition(*getDefaultStopCondition());
}
 
/******************************************************************************/
 
void GoldenSectionSearch::doInit(const ParameterList& params)
{
  // Set the initial value (no use here! Use setInitialValues() instead).
  if (params.size() != 1)
    throw Exception("GoldenSectionSearch::init(). This optimizer only deals with one parameter.");
 
  // Bracket the minimum.
  Bracket bracket = OneDimensionOptimizationTools::bracketMinimum(xinf_, xsup_, getFunction(), getParameters());
  if (getVerbose() > 0)
  {
    printMessage("Initial bracketing:");
    printMessage("A: x = " + TextTools::toString(bracket.a.x) + ", f = " + TextTools::toString(bracket.a.f));
    printMessage("B: x = " + TextTools::toString(bracket.b.x) + ", f = " + TextTools::toString(bracket.b.f));
    printMessage("C: x = " + TextTools::toString(bracket.c.x) + ", f = " + TextTools::toString(bracket.c.f));
  }
 
  // At any given time we will keep track of four points, x0, x1, x2 and x3.
  x0 = bracket.a.x;
  x3 = bracket.c.x;
  if (NumTools::abs(bracket.c.x - bracket.b.x)
      > NumTools::abs(bracket.b.x - bracket.a.x))
  {
    // Make x0 to x1 the smaller segment,
    x1 = bracket.b.x;
    // and fill in the new point to be tried.
    x2 = bracket.b.x + NumConstants::GOLDEN_RATIO_C() * (bracket.c.x - bracket.b.x);
  }
  else
  {
    x2 = bracket.b.x;
    x1 = bracket.b.x - NumConstants::GOLDEN_RATIO_C() * (bracket.b.x - bracket.a.x);
  }
  // The initial function evaluations.
  // Note that we never need to evaluate the function at the original endpoints.
  getParameter_(0).setValue(x1); f1 = getFunction()->f(getParameters());
  getParameter_(0).setValue(x2); f2 = getFunction()->f(getParameters());
}
 
/******************************************************************************/
 
void GoldenSectionSearch::setInitialInterval(double inf, double sup)
{
  if (sup > inf)
  {
    xinf_ = inf; xsup_ = sup;
  }
  else
  {
    xinf_ = sup; xsup_ = inf;
  }
  isInitialIntervalSet_ = true;
}
 
/******************************************************************************/
 
double GoldenSectionSearch::doStep()
{
  if (!isInitialIntervalSet_)
    throw Exception("GoldenSectionSearch::step. Initial interval not set: call the 'setInitialInterval' method first!");
 
  nbEval_++;
 
  if (f2 < f1)
  {
    // One possible outcome, its housekeeping,
    NumTools::shift<double>(x0, x1, x2);
    x2 = NumConstants::GOLDEN_RATIO_R() * x1 + NumConstants::GOLDEN_RATIO_C() * x3;
    // and a new function evaluation.
    getParameter_(0).setValue(x2);
    tolIsReached_ = nbEval_ > 2 && getStopCondition()->isToleranceReached();
    NumTools::shift<double>(f1, f2, getFunction()->f(getParameters()));
    return f2;
  }
  else
  {
    // The other outcome,
    NumTools::shift<double>(x3, x2, x1);
    x1 = NumConstants::GOLDEN_RATIO_R() * x2 + NumConstants::GOLDEN_RATIO_C() * x0;
    // and its new function evaluation.
    getParameter_(0).setValue(x1);
    tolIsReached_ = nbEval_ > 2 && getStopCondition()->isToleranceReached();
    NumTools::shift<double>(f2, f1, getFunction()->f(getParameters()));
    return f1;
  }
}
 
/******************************************************************************/
 
double GoldenSectionSearch::getFunctionValue() const
{
  if (!hasFunction())
    throw NullPointerException("GoldenSectionSearch::getFunctionValue. No function associated to this optimizer.");
  // return NumTools::min(f1, f2);
  return currentValue_;
}
 
/******************************************************************************/