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/* 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);
}
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