func (p *acenterProg) F2(x, z *matrix.FloatMatrix) (f, Df, H *matrix.FloatMatrix, err error) {
f, Df, err = p.F1(x)
u := matrix.Pow(x, 2.0).Scale(-1.0).Add(1.0)
z0 := z.GetIndex(0)
u2 := matrix.Pow(u, 2.0)
hd := matrix.Div(matrix.Add(u2, 1.0), u2).Scale(2 * z0)
H = matrix.FloatDiagonal(hd.NumElements(), hd.FloatArray()...)
return
}
func (p *floorPlan) F2(x, z *matrix.FloatMatrix) (f, Df, H *matrix.FloatMatrix, err error) {
f, Df, err = p.F1(x)
x17 := matrix.FloatVector(x.FloatArray()[17:])
tmp := matrix.Div(p.Amin, matrix.Pow(x17, 3.0))
tmp = matrix.Mul(z, tmp).Scale(2.0)
diag := matrix.FloatDiagonal(5, tmp.FloatArray()...)
H = matrix.FloatZeros(22, 22)
H.SetSubMatrix(17, 17, diag)
return
}
func (p *acenterProg) F1(x *matrix.FloatMatrix) (f, Df *matrix.FloatMatrix, err error) {
f = nil
Df = nil
err = nil
max := matrix.Abs(x).Max()
if max >= 1.0 {
err = errors.New("max(abs(x)) >= 1.0")
return
}
// u = 1 - x**2
u := matrix.Pow(x, 2.0).Scale(-1.0).Add(1.0)
val := -matrix.Log(u).Sum()
f = matrix.FloatValue(val)
Df = matrix.Div(matrix.Scale(x, 2.0), u).Transpose()
return
}