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code cleaning + derivative support for NLopt

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This commit is contained in:
Antonin Portelli
2016-04-04 14:56:21 +01:00
parent 2de5a9440b
commit f82b20dc73
8 changed files with 58 additions and 40 deletions
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43
lib/NloptMinimizer.cpp
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@@ -30,12 +30,7 @@ using namespace Latan;
NloptMinimizer::NloptMinimizer(const Algorithm algorithm)
{
setAlgorithm(algorithm);
}
NloptMinimizer::NloptMinimizer(const Index dim, const Algorithm algorithm)
: Minimizer(dim)
{
setAlgorithm(algorithm);
der_.setOrder(1, 1);
}
// access //////////////////////////////////////////////////////////////////////
@@ -67,7 +62,10 @@ const DVec & NloptMinimizer::operator()(const DoubleFunction &f)
min.set_maxeval(getMaxIteration());
min.set_xtol_rel(getPrecision());
min.set_ftol_rel(-1.);
der_.setFunction(f);
data.f = &f;
data.d = &der_;
min.set_min_objective(&funcWrapper, &data);
for (Index i = 0; i < x.size(); ++i)
{
@@ -126,13 +124,12 @@ const DVec & NloptMinimizer::operator()(const DoubleFunction &f)
x(i) = vx[i];
}
n++;
} while ((status != nlopt::XTOL_REACHED) and (status != nlopt::SUCCESS)
and (n < getMaxPass()));
} while (!minSuccess(status) and (n < getMaxPass()));
if (getVerbosity() >= Verbosity::Normal)
{
cout << "=================================================" << endl;
}
if ((status != nlopt::XTOL_REACHED) and (status != nlopt::SUCCESS))
if (!minSuccess(status))
{
LATAN_WARNING("invalid minimum: " + returnMessage(status));
}
@@ -163,13 +160,37 @@ string NloptMinimizer::returnMessage(const nlopt::result status)
}
// NLopt function wrapper //////////////////////////////////////////////////////
double NloptMinimizer::funcWrapper(unsigned int n __dumb, const double *arg,
double NloptMinimizer::funcWrapper(unsigned int n, const double *arg,
double *grad , void *vdata)
{
NloptFuncData &data = *static_cast<NloptFuncData *>(vdata);
assert(grad == nullptr);
if (grad)
{
for (unsigned int i = 0; i < n; ++i)
{
data.d->setDir(i);
grad[i] = (*(data.d))(arg);
}
data.evalCount += data.d->getNPoint()*n;
}
data.evalCount++;
return (*data.f)(arg);
}
// NLopt return status parser //////////////////////////////////////////////////
bool NloptMinimizer::minSuccess(const nlopt::result status)
{
switch (status)
{
case nlopt::SUCCESS:
case nlopt::FTOL_REACHED:
case nlopt::XTOL_REACHED:
return true;
break;
default:
return false;
break;
}
}