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Diffstat (limited to 'src/domain_minimize.cpp')
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1 files changed, 300 insertions, 0 deletions
diff --git a/src/domain_minimize.cpp b/src/domain_minimize.cpp new file mode 100644 index 0000000..f316e4b --- /dev/null +++ b/src/domain_minimize.cpp @@ -0,0 +1,300 @@ +/* domain_minimize.cpp + * + * Copyright (C) 2013 Jaron Kent-Dobias + * + * This program is free software: you can redistribute it and/or modify + * it under the terms of the GNU General Public License as published by + * the Free Software Foundation, either version 3 of the License, or + * (at your option) any later version. + * + * This program is distributed in the hope that it will be useful, + * but WITHOUT ANY WARRANTY; without even the implied warranty of + * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the + * GNU General Public License for more details. + * + * You should have received a copy of the GNU General Public License + * along with this program. If not, see <http://www.gnu.org/licenses/>. + */ + +// A Newton's method solver for modulated domains. + +// GSL includes. +#include <gsl/gsl_math.h> +#include <gsl/gsl_vector.h> +#include <gsl/gsl_blas.h> + +// Gives the necessary functions for the Lagrangian, gradient, and Hessian. +#include "domain_energy.h" +#include "domain_newton.h" + +struct nakedgetgrad { + nakedgetgrad(double c, unsigned n): c(c), n(n) {} + void operator()(gsl_vector* grad, unsigned size, gsl_vector *state) {domain_energy_nakedGradient(grad, n, state, c);} + + private: + double c; + unsigned n; +}; + +struct nakedgethess { + nakedgethess(double c, unsigned n): c(c), n(n) {} + void operator()(gsl_matrix* hess, unsigned size, gsl_vector *state) {domain_energy_nakedHessian(hess, n, state, c);} + + private: + double c; + unsigned n; +}; + +struct nakedgetenergy { + nakedgetenergy(double c, unsigned n): c(c), n(n) {} + double operator()(unsigned size, gsl_vector *state) {return domain_energy_nakedLagrangian(n, state, c);} + + private: + double c; + unsigned n; +}; + +// Carries out Newton's method. +int domain_minimize_naked(gsl_vector *z, unsigned n, double c, double eps, unsigned N, double beta, double s, double sigma, double gamma, double eta0, bool verb) { + + unsigned size = 3 * n + 2; + unsigned params = 2 * n + 1; + nakedgetgrad grad(c, n); + nakedgethess hess(c, n); + nakedgetenergy energy(c, n); + + return domain_newton(z, size, params, energy, grad, hess, eps, N, beta, s, sigma, gamma, eta0, 0.1, 100, verb); +} + +struct fixedgetgrad { + fixedgetgrad(double c, unsigned n): c(c), n(n) {} + void operator()(gsl_vector* grad, unsigned size, gsl_vector *state) {domain_energy_fixedGradient(grad, n, state, c);} + + private: + double c; + unsigned n; +}; + +struct fixedgethess { + fixedgethess(double c, unsigned n): c(c), n(n) {} + void operator()(gsl_matrix* hess, unsigned size, gsl_vector *state) {domain_energy_fixedHessian(hess, n, state, c);} + + private: + double c; + unsigned n; +}; + +struct fixedgetenergy { + fixedgetenergy(double c, unsigned n): c(c), n(n) {} + double operator()(unsigned size, gsl_vector *state) {return domain_energy_fixedLagrangian(n, state, c);} + + private: + double c; + unsigned n; +}; + +// Carries out Newton's method. +int domain_minimize_fixed(gsl_vector *z, unsigned n, double c, double eps, unsigned N, double beta, double s, double sigma) { + + unsigned size = 3 * n + 3; + unsigned params = 2 * n; + fixedgetgrad grad(c, n); + fixedgethess hess(c, n); + fixedgetenergy energy(c, n); + + return domain_newton(z, size, params, energy, grad, hess, eps, N, beta, s, sigma, 0, 0, 0.1, 10, true); +} + +struct randgetgrad { + randgetgrad(double c, unsigned n, unsigned ord, const gsl_vector *k, const gsl_vector *a, const gsl_vector *phi): c(c), n(n), ord(ord), k(k), a(a), phi(phi) {} + void operator()(gsl_vector* grad, unsigned size, gsl_vector *state) {domain_energy_nakedRandGradient(grad, n, state, c, ord, k, a, phi);} + + private: + double c; + unsigned n; + unsigned ord; + const gsl_vector *k; + const gsl_vector *a; + const gsl_vector *phi; +}; + +struct randgethess { + randgethess(double c, unsigned n, unsigned ord, const gsl_vector *k, const gsl_vector *a, const gsl_vector *phi): c(c), n(n), ord(ord), k(k), a(a), phi(phi) {} + void operator()(gsl_matrix* hess, unsigned size, gsl_vector *state) {domain_energy_nakedRandHessian(hess, n, state, c, ord, k, a, phi);} + + private: + double c; + unsigned n; + unsigned ord; + const gsl_vector *k; + const gsl_vector *a; + const gsl_vector *phi; +}; + +struct randgetenergy { + randgetenergy(double c, unsigned n, unsigned ord, const gsl_vector *k, const gsl_vector *a, const gsl_vector *phi): c(c), n(n), ord(ord), k(k), a(a), phi(phi) {} + double operator()(unsigned size, gsl_vector *state) {return domain_energy_nakedRandLagrangian(n, state, c, ord, k, a, phi);} + + private: + double c; + unsigned n; + unsigned ord; + const gsl_vector *k; + const gsl_vector *a; + const gsl_vector *phi; +}; + +// Carries out Newton's method. +int domain_minimize_rand(gsl_vector *z, unsigned n, double c, unsigned ord, const gsl_vector *k, const gsl_vector *a, const gsl_vector *phi, double eps, unsigned N, double beta, double s, double sigma, double gamma, double bound, bool verb) { + + unsigned size = 3 * n + 2; + unsigned params = 2 * n + 1; + randgetgrad grad(c, n, ord, k, a, phi); + randgethess hess(c, n, ord, k, a, phi); + randgetenergy energy(c, n, ord, k, a, phi); + + return domain_newton(z, size, params, energy, grad, hess, eps, N, beta, s, sigma, gamma, bound, 0.1, 2, verb); +} + +struct nakedwellgetgrad { + nakedwellgetgrad(double c, unsigned n, double w, double s): c(c), n(n), w(w), s(s) {} + void operator()(gsl_vector* grad, unsigned size, gsl_vector *state) {domain_energy_nakedWellGradient(grad, n, state, c, w, s);} + + private: + double c; + double s; + double w; + unsigned n; +}; + +struct nakedwellgethess { + nakedwellgethess(double c, unsigned n, double w, double s): c(c), n(n), w(w), s(s) {} + void operator()(gsl_matrix* hess, unsigned size, gsl_vector *state) {domain_energy_nakedWellHessian(hess, n, state, c, w, s);} + + private: + double c; + double s; + double w; + unsigned n; +}; + +struct nakedwellgetenergy { + nakedwellgetenergy(double c, unsigned n, double w, double s): c(c), n(n), w(w), s(s) {} + double operator()(unsigned size, gsl_vector *state) {return domain_energy_nakedWellLagrangian(n, state, c, w, s);} + + private: + double c; + double s; + double w; + unsigned n; +}; + +// Carries out Newton's method. +int domain_minimize_nakedWell(gsl_vector *z, unsigned n, double c, double w, double ss, double eps, unsigned N, double beta, double s, double sigma, double gamma, double eta0, bool verb) { + + unsigned size = 3 * n + 2; + unsigned params = 2 * n + 1; + nakedwellgetgrad grad(c, n, w, ss); + nakedwellgethess hess(c, n, w, ss); + nakedwellgetenergy energy(c, n, w, ss); + + return domain_newton(z, size, params, energy, grad, hess, eps, N, beta, s, sigma, gamma, eta0, 0.1, 100, verb); +} + + +struct randwellgetgrad { + randwellgetgrad(double c, unsigned n, unsigned ord, const gsl_vector *k, const gsl_vector *a, const gsl_vector *phi, double w, double s): c(c), n(n), ord(ord), k(k), a(a), phi(phi), w(w), s(s) {} + void operator()(gsl_vector* grad, unsigned size, gsl_vector *state) {domain_energy_randWellGradient(grad, n, state, c, ord, k, a, phi, w, s);} + + private: + double c; + double s; + double w; + unsigned n; + unsigned ord; + const gsl_vector *k; + const gsl_vector *a; + const gsl_vector *phi; +}; + +struct randwellgethess { + randwellgethess(double c, unsigned n, unsigned ord, const gsl_vector *k, const gsl_vector *a, const gsl_vector *phi, double w, double s): c(c), n(n), ord(ord), k(k), a(a), phi(phi), w(w), s(s) {} + void operator()(gsl_matrix* hess, unsigned size, gsl_vector *state) {domain_energy_randWellHessian(hess, n, state, c, ord, k, a, phi, w, s);} + + private: + double c; + double s; + double w; + unsigned n; + unsigned ord; + const gsl_vector *k; + const gsl_vector *a; + const gsl_vector *phi; +}; + +struct randwellgetenergy { + randwellgetenergy(double c, unsigned n, unsigned ord, const gsl_vector *k, const gsl_vector *a, const gsl_vector *phi, double w, double s): c(c), n(n), ord(ord), k(k), a(a), phi(phi), w(w), s(s) {} + double operator()(unsigned size, gsl_vector *state) {return domain_energy_randWellLagrangian(n, state, c, ord, k, a, phi, w, s);} + + private: + double c; + double s; + double w; + unsigned n; + unsigned ord; + const gsl_vector *k; + const gsl_vector *a; + const gsl_vector *phi; +}; + +// Carries out Newton's method. +int domain_minimize_randWell(gsl_vector *z, unsigned n, double c, unsigned ord, const gsl_vector *k, const gsl_vector *a, const gsl_vector *phi, double w, double ss, double eps, unsigned N, double beta, double s, double sigma, double gamma, double eta0, bool verb) { + + unsigned size = 3 * n + 2; + unsigned params = 2 * n + 1; + randwellgetgrad grad(c, n, ord, k, a, phi, w, ss); + randwellgethess hess(c, n, ord, k, a, phi, w, ss); + randwellgetenergy energy(c, n, ord, k, a, phi, w, ss); + + return domain_newton(z, size, params, energy, grad, hess, eps, N, beta, s, sigma, gamma, eta0, 0.1, 100, verb); +} + + +struct fixedmingetgrad { + fixedmingetgrad(double c, unsigned n): c(c), n(n) {} + void operator()(gsl_vector* grad, unsigned size, gsl_vector *state) {domain_energy_fixedGradient(grad, n, state, c);} + + private: + double c; + unsigned n; +}; + +struct fixedmingethess { + fixedmingethess(double c, unsigned n): c(c), n(n) {} + void operator()(gsl_matrix* hess, unsigned size, gsl_vector *state) {domain_energy_fixedHessian(hess, n, state, c);} + + private: + double c; + unsigned n; +}; + +struct fixedmingetenergy { + fixedmingetenergy(double c, unsigned n): c(c), n(n) {} + double operator()(unsigned size, gsl_vector *state) {return domain_energy_fixedLagrangian(n, state, c);} + + private: + double c; + unsigned n; +}; + +// Carries out Newton's method. +int domain_minimize_fixedmin(gsl_vector *z, unsigned n, double c, double eps, unsigned N, double beta, double s, double sigma, double gamma, double bound, bool verb) { + + unsigned size = 3 * n + 3; + unsigned params = 2 * n; + fixedmingetgrad grad(c, n); + fixedmingethess hess(c, n); + fixedmingetenergy energy(c, n); + + return domain_newton(z, size, params, energy, grad, hess, eps, N, beta, s, sigma, gamma, bound, 0.1, 10, verb); +} |