NewtonOneDimension.cpp

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//
// File: NewtonOneDimension.cpp
// Authors:
//   Julien Dutheil
// Created: 2007-04-26 14:16:00
//
 
/*
  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
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  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 "../NumTools.h"
#include "NewtonOneDimension.h"
 
using namespace bpp;
 
/******************************************************************************/
 
NewtonOneDimension::NewtonOneDimension(DerivableSecondOrder* function) :
  AbstractOptimizer(function),
  _param(),
  _maxCorrection(10)
{
  setDefaultStopCondition_(new FunctionStopCondition(this));
  setStopCondition(*getDefaultStopCondition());
  nbEvalMax_ = 10000;
}
 
/******************************************************************************/
 
void NewtonOneDimension::doInit(const ParameterList& params)
{
  // Set the initial value (no use here! Use setInitialValues() instead).
  if (params.size() != 1)
    throw Exception("NewtonOneDimension::init(). This optimizer only deals with one parameter.");
  _param = params[0].getName();
  currentValue_ = getFunction()->f(getParameters());
  getStopCondition()->init();
}
 
/******************************************************************************/
 
double NewtonOneDimension::doStep()
{
  double movement;
  ParameterList newPoint = getParameters();
  ParameterList bckPoint = getFunction()->getParameters();
  double newValue;
  double firstOrderDerivative = getFunction()->getFirstOrderDerivative(_param);
  double secondOrderDerivative = getFunction()->getSecondOrderDerivative(_param);
  if (secondOrderDerivative <= 0)
  {
    printMessage("!!! Second order derivative is negative (" + TextTools::toString(getParameters()[0].getValue()) + "). No move performed.");
    // movements[i] = 0;  // We want to reach a minimum, not a maximum!
    // My personnal improvement:
    movement = -firstOrderDerivative / secondOrderDerivative;
  }
  else
    movement = firstOrderDerivative / secondOrderDerivative;
  if (std::isnan(movement))
  {
    printMessage("!!! Non derivable point. No move performed. (f=" + TextTools::toString(currentValue_) + ", d1=" + TextTools::toString(firstOrderDerivative) + ", d2=" + TextTools::toString(secondOrderDerivative) + ").");
    movement = 0; // Either first or second order derivative is infinity. This may happen when the function == inf at this point.
  }
  newPoint[0].setValue(getParameters()[0].getValue() - movement);
  newValue = getFunction()->f(newPoint);
 
  // Check newValue:
  unsigned int count = 0;
  while (newValue > currentValue_)
  {
    // Restore previous point (all parameters in case of global constraint):
    getFunction()->setParameters(bckPoint);
 
    count++;
    if (count >= _maxCorrection)
    {
      printMessage("!!! Felsenstein-Churchill correction applied too much time. Stopping here. Convergence probably not reached.");
      tolIsReached_ = true;
      return currentValue_;
      // throw Exception("NewtonOneDimension::step(). Felsenstein-Churchill correction applied more than 10000 times.");
    }
    printMessage("!!! Function at new point is greater than at current point: " + TextTools::toString(newValue) + ">" + TextTools::toString(currentValue_) + ". Applying Felsenstein-Churchill correction, value = " + TextTools::toString(newPoint[0].getValue()));
    movement = movement / 2;
    newPoint[0].setValue(getParameters()[0].getValue() - movement);
    newValue = getFunction()->f(newPoint);
  }
 
  getParameters_() = newPoint; // Function as been set to newPoint by the call of f(newPoint).
  return newValue;
}
 
/******************************************************************************/