Example #1
0
func (u *uniGradStruct) Initialize() error {
	initLoc := u.loc.Init()
	initObj := u.obj.Init()
	initGrad := u.grad.Init()

	// The initial values need to both be NaN or both not nan
	if math.IsNaN(initObj) {
		if !math.IsNaN(initGrad) {
			return errors.New("gofunopter: cubic: initial function value and gradient must either both be set or neither set")
		}
		// Both nan, so compute the initial fuction value and gradient
		initObj, initGrad, err := u.fun.ObjGrad(initLoc)
		if err != nil {
			return errors.New("gofunopter: cubic: error calling function during optimization")
		}
		u.obj.SetInit(initObj)
		u.grad.SetInit(initGrad)
	} else {
		if math.IsNaN(initGrad) {
			return errors.New("gofunopter: cubic: initial function value and gradient must either both be set or neither set")
		}
	}

	err := optimize.Initialize(u.loc, u.obj, u.grad)
	if err != nil {
		return err
	}
	err = u.optimizer.Initialize(u.loc, u.obj, u.grad)
	if err != nil {
		return err
	}
	return nil
}
Example #2
0
func (lbfgs *Lbfgs) Initialize(loc *multi.Location, obj *uni.Objective, grad *multi.Gradient) error {
	lbfgs.nDim = len(loc.Init())

	// Now initialize the three to set the initial location to the current location
	err := optimize.Initialize(lbfgs.step)
	if err != nil {
		return errors.New("lbfgs: error initializing: " + err.Error())
	}

	// Initialize rest of memory

	// Replace this with overwriting?
	lbfgs.q = make([]float64, lbfgs.nDim)
	lbfgs.a = make([]float64, lbfgs.NumStore)
	lbfgs.b = make([]float64, lbfgs.NumStore)
	lbfgs.sHist = make([][]float64, lbfgs.NumStore)
	lbfgs.yHist = make([][]float64, lbfgs.NumStore)
	lbfgs.rhoHist = make([]float64, lbfgs.NumStore)

	for i := range lbfgs.sHist {
		lbfgs.sHist[i] = make([]float64, lbfgs.nDim)
		lbfgs.yHist[i] = make([]float64, lbfgs.nDim)
	}

	lbfgs.gamma_k = 1.0

	lbfgs.tmp = make([]float64, lbfgs.nDim)
	lbfgs.p_k = make([]float64, lbfgs.nDim)
	lbfgs.s_k = make([]float64, lbfgs.nDim)
	lbfgs.y_k = make([]float64, lbfgs.nDim)
	lbfgs.z = make([]float64, lbfgs.nDim)
	return nil
}
Example #3
0
func (m *multiGradStruct) Initialize() error {
	initLoc := m.loc.Init()
	initObj := m.obj.Init()
	initGrad := m.grad.Init()

	// The initial values need to both be NaN or both not nan
	if math.IsNaN(initObj) {
		if len(initGrad) != 0 {
			return errors.New("initial function value and gradient must either both be set or neither set")
		}
		// Both nan, so compute the initial fuction value and gradient
		initObj, initGrad, err := m.fun.ObjGrad(initLoc)
		if err != nil {
			return errors.New("error calling function during optimization: \n" + err.Error())
		}
		m.obj.SetInit(initObj)
		m.grad.SetInit(initGrad)
	} else {
		if len(initGrad) == 0 {
			return errors.New("initial function value and gradient must either both be set or neither set")
		}
	}

	err := optimize.Initialize(m.loc, m.obj, m.grad)
	if err != nil {
		return err
	}
	err = m.optimizer.Initialize(m.loc, m.obj, m.grad)
	if err != nil {
		return err
	}
	return nil
}