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张壹 2025-04-08 08:37:45 +08:00
parent 4d29b9c8fa
commit 1022227780
17 changed files with 306 additions and 114 deletions
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2
example/CMakeLists.txt
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@ -20,4 +20,4 @@ add_example(ex7 OFF)
add_example(ex8 OFF)
add_example(ex9 OFF)
add_example(ex10 OFF)
add_example(cfg_ex OFF)
add_example(cfg_ex ON)

140
example/cfg_ex.cpp
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@ -1,43 +1,143 @@
/********************************************************
* ██████╗ ███████╗████████╗██╗
* ██╔════╝ ██╔════╝╚══██╔══╝██║
* ██║ ███╗███████╗ ██║ ██║
* ██║ ██║╚════██║ ██║ ██║
* ╚██████╔╝███████║ ██║ ███████╗
* ╚═════╝ ╚══════╝ ╚═╝ ╚══════╝
* Generic Scientific Template Library
* ██████╗ ██████╗████████╗██╗
* ██╔════╝ ██╔════╝╚══██╔══╝██║
* ██║ ███╗██║ ██║ ██║
* ██║ ██║██║ ██║ ██║
* ╚██████╔╝╚██████╗ ██║ ███████╗
* ╚═════╝ ╚═════╝ ╚═╝ ╚══════╝
* Geophysical Computational Tools & Library (GCTL)
*
* Copyright (c) 2022 Yi Zhang (yizhang-geo@zju.edu.cn)
*
* The GSTL is distributed under a dual licensing scheme. You can redistribute
* GCTL is distributed under a dual licensing scheme. You can redistribute
* it and/or modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation, either version 2
* of the License, or (at your option) any later version. You should have
* received a copy of the GNU Lesser General Public License (LGPL) along with
* this program. If not, see <http://www.gnu.org/licenses/>.
* received a copy of the GNU Lesser General Public License along with this
* program. If not, see <http://www.gnu.org/licenses/>.
*
* If the terms and conditions of the LGPL v.2. would prevent you from using
* the GSTL, please consider the option to obtain a commercial license for a
* fee. These licenses are offered by the GSTL's original author. As a rule,
* the GCTL, please consider the option to obtain a commercial license for a
* fee. These licenses are offered by the GCTL's original author. As a rule,
* licenses are provided "as-is", unlimited in time for a one time fee. Please
* send corresponding requests to: yizhang-geo@zju.edu.cn. Please do not forget
* to include some description of your company and the realm of its activities.
* Also add information on how to contact you by electronic and paper mail.
******************************************************/
#include "../lib/optimization/cmn_grad.h"
#include "../lib/optimization.h"
using namespace gctl;
class cfg : public lgd_solver
{
private:
std::vector<gaussian_para2d> gs1_, gs2_;
array<double> g1_, g2_;
common_gradient cmg_;
array<double> x_;
array<double> xm_;
array<double> xs_;
public:
cfg(/* args */){}
~cfg(){}
virtual double LGD_Evaluate(const array<double> &x, array<double> &g);
void read_gaussians(std::string file, std::vector<gaussian_para2d> &gs);
void routine(int argc, char *argv[]);
};
double cfg::LGD_Evaluate(const array<double> &x, array<double> &g)
{
double f, fx = 0.0;
g1_.assign(0.0);
g2_.assign(0.0);
f = 0.0;
for (int i = 0; i < gs1_.size(); i++)
{
f += -1e+3*gctl::gaussian_dist2d(x[0], x[1], gs1_[i]);
g1_[0] += -1e+3*gctl::gaussian_dist2d(x[0], x[1], gs1_[i], gctl::Dx);
g1_[1] += -1e+3*gctl::gaussian_dist2d(x[0], x[1], gs1_[i], gctl::Dy);
}
cmg_.fill_model_gradient(0, f, g1_);
fx += f;
f = 0.0;
for (int i = 0; i < gs2_.size(); i++)
{
f += -1e+3*gctl::gaussian_dist2d(x[0], x[1], gs2_[i]);
g2_[0] += -1e+3*gctl::gaussian_dist2d(x[0], x[1], gs2_[i], gctl::Dx);
g2_[1] += -1e+3*gctl::gaussian_dist2d(x[0], x[1], gs2_[i], gctl::Dy);
}
cmg_.fill_model_gradient(1, f, g2_);
fx += f;
fx += 0.666027; // 目标值
g = cmg_.get_common_gradient();
return fx;
}
void cfg::read_gaussians(std::string file, std::vector<gaussian_para2d> &gs)
{
gaussian_para2d tmp_p;
std::string tmp_str;
std::stringstream tmp_ss;
std::ifstream infile;
gctl::open_infile(infile, file, ".txt");
while(getline(infile, tmp_str))
{
if (tmp_str[0] == '#') continue;
else
{
gctl::str2ss(tmp_str, tmp_ss);
tmp_ss >> tmp_p.mu_x >> tmp_p.mu_y >> tmp_p.sigma_x >> tmp_p.sigma_y >> tmp_p.rho;
gs.push_back(tmp_p);
}
}
infile.close();
return;
}
void cfg::routine(int argc, char *argv[])
{
cmg_.init(2, 2);
g1_.resize(2);
g2_.resize(2);
read_gaussians("example/data/gauss_model", gs1_);
read_gaussians("example/data/gauss_model2", gs2_);
x_.resize(2, 20.0);
xm_.resize(2, 0.0);
xs_.resize(2, 0.0);
array<double> low(2, 0.0);
array<double> high(2, 100.0);
lgd_para para = default_lgd_para();
para.alpha = 0.01;
para.flight_times = 1000;
set_lgd_para(para);
set_lgd_record_trace();
LGD_Minimize(x_, xm_, xs_, low, high);
save_lgd_trace("trace.txt");
std::cout << "x = (" << x_[0] << ", " << x_[1] << ")\n";
return;
}
int main(int argc, char *argv[]) try
{
common_gradient cmg;
cmg.init(2, 2);
cmg.fill_model_gradient(0, _1d_array({1.0, 0.5}));
cmg.fill_model_gradient(1, _1d_array({-0.6, 1.0}));
_1d_array x = cmg.get_common_gradient(false);
std::cout << "x = (" << x[0] << ", " << x[1] << ")\n";
cfg c;
c.routine(argc, argv);
return 0;
}
catch (const std::exception& e)

7
example/data/forward.sh Executable file
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@ -0,0 +1,7 @@
#!/bin/bash
# 系统里有一个隐藏的错误设置 不然不需要在这里手动设置动态库的地址
export DYLD_LIBRARY_PATH=/usr/local/lib:$DYLD_LIBRARY_PATH
#g++ gaussian2d.cpp -o gaussian2d -lgctl -lnetcdfcxx_legacy -std=c++17 -I/opt/homebrew/include
./gaussian2d gauss_model.txt

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example/data/gauss_dist.nc Normal file
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example/data/gauss_dist2.nc Normal file
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2
example/data/gauss_model.txt Normal file
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@ -0,0 +1,2 @@
32.0 66.0 24.0 22.0 -0.1
32.0 10.0 26.0 24.0 0.6

2
example/data/gauss_model2.txt Normal file
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@ -0,0 +1,2 @@
75.0 25.0 22.0 28.0 0.5
32.0 66.0 24.0 22.0 -0.1

70
example/data/gaussian2d.cpp Normal file
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@ -0,0 +1,70 @@
/**
* @defgroup MAIN main
*
* @brief 测试非线形最优化中的局部极小值问题
*
* @author Zhangyi
* @date 2020
*/
#include "gctl/core.h"
#include "gctl/io.h"
// 声明我们所使用的二维高斯分布的参数
static std::vector<gctl::gaussian_para2d> p;
int main(int argc, char *argv[])
{
std::ifstream infile;
gctl::open_infile(infile, argv[1], "");
gctl::gaussian_para2d tmp_p;
std::string tmp_str;
std::stringstream tmp_ss;
while(getline(infile, tmp_str))
{
if (tmp_str[0] == '#') continue;
else
{
gctl::str2ss(tmp_str, tmp_ss);
tmp_ss >> tmp_p.mu_x >> tmp_p.mu_y >> tmp_p.sigma_x
>> tmp_p.sigma_y >> tmp_p.rho;
p.push_back(tmp_p);
}
}
infile.close();
// 我们先来确认高斯分布的参数 生成解空间
int m = 101, n = 101;
gctl::array<double> gauss_dist(m*n, 0.0);
for (int t = 0; t < p.size(); t++)
{
for (int i = 0; i < n; i++)
{
for (int j = 0; j < m; j++)
{
gauss_dist[j + i*m] += -1e+3*gctl::gaussian_dist2d(1.0*j, 1.0*i, p[t]);
}
}
}
// 输出最小值及对应的解
double f_min = 1e+30, x_min, y_min;
for (int i = 0; i < n; i++)
{
for (int j = 0; j < m; j++)
{
if (gauss_dist[j + i*m] < f_min)
{
f_min = gauss_dist[j + i*m];
x_min = j; y_min = i;
}
}
}
std::cout << "f_min(" << x_min << ", " << y_min << ") = " << std::setprecision(10) << f_min << std::endl;
// 保存计算结果
gctl::save_netcdf_grid("gauss_dist", gauss_dist, m, n, 0, 1, 0, 1);
return 0;
}

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example/data/lgd_anim.mp4 Normal file
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example/data/lgd_anim2.mp4 Normal file
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27
example/data/plot_movie.sh Executable file
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@ -0,0 +1,27 @@
#!/usr/bin/env bash
# 1. Create files needed in the loop
cat << 'EOF' > pre.sh
gmt begin pre
gmt set FONT_ANNOT_PRIMARY=15p,Times-Roman,black
gmt set FONT_LABEL=15p,Times-Roman,black
gmt set MAP_GRID_CROSS_SIZE_PRIMARY=5p
gmt set MAP_FRAME_PEN=thinnest,black
gmt set MAP_TICK_LENGTH_PRIMARY=4p/2p
gmt grd2cpt gauss_dist.nc -Clapaz -R0/100/0/100 -Z -D
gmt grdimage gauss_dist.nc -R0/100/0/100 -Bxag+l"x (m)" -Byag+l"y (m)" -JX15c/15c -X4.5c -Y1.5c
gmt end
EOF
# 2. Set up the main frame script
cat << 'EOF' > main.sh
gmt begin
# Plot smooth blue curve and dark red dots at all steps so far
gmt convert trace.txt -qi0:${MOVIE_FRAME} > data.txt
gmt plot data.txt -W0.05p,white -R0/100/0/100 -JX15c/15c -X4.5c -Y1.5c
gmt plot data.txt -Sc0.05i -Gred
gmt end
EOF
# 3. Run the movie
gmt movie main.sh -Sbpre.sh -Cxga -Ttrace.txt -Vi -D24 -Zs -Nlgd_anim -Fmp4

24
example/ex1.cpp
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@ -1,24 +1,24 @@
/********************************************************
* ██████╗ ███████╗████████╗██╗
* ██╔════╝ ██╔════╝╚══██╔══╝██║
* ██║ ███╗███████╗ ██║ ██║
* ██║ ██║╚════██║ ██║ ██║
* ╚██████╔╝███████║ ██║ ███████╗
* ╚═════╝ ╚══════╝ ╚═╝ ╚══════╝
* Generic Scientific Template Library
* ██████╗ ██████╗████████╗██╗
* ██╔════╝ ██╔════╝╚══██╔══╝██║
* ██║ ███╗██║ ██║ ██║
* ██║ ██║██║ ██║ ██║
* ╚██████╔╝╚██████╗ ██║ ███████╗
* ╚═════╝ ╚═════╝ ╚═╝ ╚══════╝
* Geophysical Computational Tools & Library (GCTL)
*
* Copyright (c) 2022 Yi Zhang (yizhang-geo@zju.edu.cn)
*
* The GSTL is distributed under a dual licensing scheme. You can redistribute
* GCTL is distributed under a dual licensing scheme. You can redistribute
* it and/or modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation, either version 2
* of the License, or (at your option) any later version. You should have
* received a copy of the GNU Lesser General Public License (LGPL) along with
* this program. If not, see <http://www.gnu.org/licenses/>.
* received a copy of the GNU Lesser General Public License along with this
* program. If not, see <http://www.gnu.org/licenses/>.
*
* If the terms and conditions of the LGPL v.2. would prevent you from using
* the GSTL, please consider the option to obtain a commercial license for a
* fee. These licenses are offered by the GSTL's original author. As a rule,
* the GCTL, please consider the option to obtain a commercial license for a
* fee. These licenses are offered by the GCTL's original author. As a rule,
* licenses are provided "as-is", unlimited in time for a one time fee. Please
* send corresponding requests to: yizhang-geo@zju.edu.cn. Please do not forget
* to include some description of your company and the realm of its activities.

24
example/ex2.cpp
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@ -1,24 +1,24 @@
/********************************************************
* ██████╗ ███████╗████████╗██╗
* ██╔════╝ ██╔════╝╚══██╔══╝██║
* ██║ ███╗███████╗ ██║ ██║
* ██║ ██║╚════██║ ██║ ██║
* ╚██████╔╝███████║ ██║ ███████╗
* ╚═════╝ ╚══════╝ ╚═╝ ╚══════╝
* Generic Scientific Template Library
* ██████╗ ██████╗████████╗██╗
* ██╔════╝ ██╔════╝╚══██╔══╝██║
* ██║ ███╗██║ ██║ ██║
* ██║ ██║██║ ██║ ██║
* ╚██████╔╝╚██████╗ ██║ ███████╗
* ╚═════╝ ╚═════╝ ╚═╝ ╚══════╝
* Geophysical Computational Tools & Library (GCTL)
*
* Copyright (c) 2022 Yi Zhang (yizhang-geo@zju.edu.cn)
*
* The GSTL is distributed under a dual licensing scheme. You can redistribute
* GCTL is distributed under a dual licensing scheme. You can redistribute
* it and/or modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation, either version 2
* of the License, or (at your option) any later version. You should have
* received a copy of the GNU Lesser General Public License (LGPL) along with
* this program. If not, see <http://www.gnu.org/licenses/>.
* received a copy of the GNU Lesser General Public License along with this
* program. If not, see <http://www.gnu.org/licenses/>.
*
* If the terms and conditions of the LGPL v.2. would prevent you from using
* the GSTL, please consider the option to obtain a commercial license for a
* fee. These licenses are offered by the GSTL's original author. As a rule,
* the GCTL, please consider the option to obtain a commercial license for a
* fee. These licenses are offered by the GCTL's original author. As a rule,
* licenses are provided "as-is", unlimited in time for a one time fee. Please
* send corresponding requests to: yizhang-geo@zju.edu.cn. Please do not forget
* to include some description of your company and the realm of its activities.

24
example/ex9.cpp
View File

@ -1,24 +1,24 @@
/********************************************************
* ██████╗ ███████╗████████╗██╗
* ██╔════╝ ██╔════╝╚══██╔══╝██║
* ██║ ███╗███████╗ ██║ ██║
* ██║ ██║╚════██║ ██║ ██║
* ╚██████╔╝███████║ ██║ ███████╗
* ╚═════╝ ╚══════╝ ╚═╝ ╚══════╝
* Generic Scientific Template Library
* ██████╗ ██████╗████████╗██╗
* ██╔════╝ ██╔════╝╚══██╔══╝██║
* ██║ ███╗██║ ██║ ██║
* ██║ ██║██║ ██║ ██║
* ╚██████╔╝╚██████╗ ██║ ███████╗
* ╚═════╝ ╚═════╝ ╚═╝ ╚══════╝
* Geophysical Computational Tools & Library (GCTL)
*
* Copyright (c) 2022 Yi Zhang (yizhang-geo@zju.edu.cn)
*
* The GSTL is distributed under a dual licensing scheme. You can redistribute
* GCTL is distributed under a dual licensing scheme. You can redistribute
* it and/or modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation, either version 2
* of the License, or (at your option) any later version. You should have
* received a copy of the GNU Lesser General Public License (LGPL) along with
* this program. If not, see <http://www.gnu.org/licenses/>.
* received a copy of the GNU Lesser General Public License along with this
* program. If not, see <http://www.gnu.org/licenses/>.
*
* If the terms and conditions of the LGPL v.2. would prevent you from using
* the GSTL, please consider the option to obtain a commercial license for a
* fee. These licenses are offered by the GSTL's original author. As a rule,
* the GCTL, please consider the option to obtain a commercial license for a
* fee. These licenses are offered by the GCTL's original author. As a rule,
* licenses are provided "as-is", unlimited in time for a one time fee. Please
* send corresponding requests to: yizhang-geo@zju.edu.cn. Please do not forget
* to include some description of your company and the realm of its activities.

45
lib/optimization/cmn_grad.cpp
View File

@ -41,6 +41,7 @@ gctl::common_gradient::~common_gradient(){}
void gctl::common_gradient::LCG_Ax(const array<double> &x, array<double> &ax)
{
// Ax product of the linear system
matvec(t_, G_, x, NoTrans);
vecmul(t_, t_, w_);
matvec(ax, G_, t_, Trans);
@ -64,24 +65,18 @@ void gctl::common_gradient::set_weights(const _1d_array &w)
return;
}
void gctl::common_gradient::set_exp_weight(double T)
{
T_ = T;
return;
}
void gctl::common_gradient::init(size_t Ln, size_t Mn)
{
zero_iter_ = true;
Ln_ = Ln;
Mn_ = Mn;
T_ = 1.0;
g_.resize(Mn_);
B_.resize(Mn_);
G_.resize(Ln_, Mn_);
t_.resize(Ln_);
gm_.resize(Ln_);
lx_.resize(Ln_);
lt_.resize(Ln_, 1.0);
fx_.resize(Ln_);
fx0_.resize(Ln_);
w_.resize(Ln_, 1.0);
x_.resize(Ln_, 1.0);
filled_.resize(Ln_, false);
@ -95,13 +90,16 @@ void gctl::common_gradient::fill_model_gradient(size_t id, double fx, const _1d_
G_.fill_row(id, g);
gm_[id] = g.module();
lx_[id] = fx;
fx_[id] = fx;
if (zero_iter_) fx0_[id] = fx;
filled_[id] = true;
return;
}
const gctl::_1d_array &gctl::common_gradient::get_common_gradient(bool normalized, bool fixed_w)
{
zero_iter_ = false; // set to false after the first evaluation.
for (size_t i = 0; i < Ln_; i++)
{
if (!filled_[i]) throw std::runtime_error("[gctl::common_gradient] Unfilled model gradient.");
@ -114,13 +112,15 @@ const gctl::_1d_array &gctl::common_gradient::get_common_gradient(bool normalize
double a;
for (size_t i = 0; i < Ln_; i++)
{
a = abs(lx_[i] - lt_[i]);
w_[i] = 1.0/pow(1.0/(1.0 + exp(-0.05*a) + 0.5), 6);
// the bigger gradient module is, the bigger weight is
// the faster convergence is, the smaller weight is
a = gm_[i]*fx_[i]/fx0_[i];
w_[i] = 1.0/a;
}
}
rcd_wgts_.push_back(w_);
rcd_fxs_.push_back(lx_);
rcd_fxs_.push_back(fx_);
G_.normalize(RowMajor);
matvec(B_, G_, x_, Trans);
@ -130,19 +130,6 @@ const gctl::_1d_array &gctl::common_gradient::get_common_gradient(bool normalize
LCG_Minimize(g_, B_, LCG_CG);
if (normalized) g_.normalize();
else
{
g_.normalize();
matvec(t_, G_, g_, NoTrans);
double tmod = t_.module(L1);
double gmod = 0.0;
for (size_t i = 0; i < Ln_; i++)
{
gmod += gm_[i]*abs(t_[i])/tmod;
}
g_.scale(gmod);
}
return g_;
}
@ -151,7 +138,7 @@ void gctl::common_gradient::save_records(std::string file)
std::ofstream fout;
open_outfile(fout, file, ".csv");
fout << "Num";
fout << "num";
for (size_t j = 0; j < Ln_; j++)
{
fout << ",l" << j;
@ -161,11 +148,10 @@ void gctl::common_gradient::save_records(std::string file)
{
fout << ",w" << j;
}
fout << std::endl;
for (size_t i = 0; i < rcd_wgts_.size(); i++)
{
fout << i;
fout << std::endl << i;
for (size_t j = 0; j < Ln_; j++)
{
fout << "," << rcd_fxs_[i][j];
@ -175,7 +161,6 @@ void gctl::common_gradient::save_records(std::string file)
{
fout << "," << rcd_wgts_[i][j];
}
fout << std::endl;
}
fout.close();
return;

29
lib/optimization/cmn_grad.h
View File

@ -57,15 +57,14 @@ namespace gctl
void set_solver(const lcg_para &para);
/**
* @brief Set the weights for the loss functions
* @brief Set the weights for the loss functions.
*
* The number of weights equal to the number of the loss functions.
* The bigger weights is the calculated gradient is more dependent
* on the corresponding gradients.
*/
void set_weights(const _1d_array &w);
/**
* @brief Set the weight for the exponential weighting function
*/
void set_exp_weight(double T);
/**
* @brief Initialize the common_gradient object
*
@ -100,15 +99,15 @@ namespace gctl
void save_records(std::string file);
private:
double T_;
size_t Ln_, Mn_; // lc: loss count, Ln_: loss_func number，Mn_: model number
_2d_matrix G_;
_1d_array B_, g_, t_, x_;
_1d_array gm_, w_;
_1d_array lx_, lt_;
array<bool> filled_;
std::vector<array<double> > rcd_wgts_;
std::vector<array<double> > rcd_fxs_;
bool zero_iter_;
size_t Ln_, Mn_; // Ln_: loss_func number，Mn_: model number
_2d_matrix G_; // kernel martix
_1d_array B_, g_, t_, x_; // variables of the linear system
_1d_array gm_, w_; // gradient module and functions' weight
_1d_array fx_, fx0_; // functions' value, initial functions' value
array<bool> filled_; // new gradient filled for the current round of evaluation
std::vector<array<double> > rcd_wgts_; // weights records
std::vector<array<double> > rcd_fxs_; // fx records
};
};

24
tool/levy_planner/levy_planner.cpp
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@ -1,24 +1,24 @@
/********************************************************
* ██████╗ ███████╗████████╗██╗
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* Generic Scientific Template Library
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* Geophysical Computational Tools & Library (GCTL)
*
* Copyright (c) 2022 Yi Zhang (yizhang-geo@zju.edu.cn)
*
* The GSTL is distributed under a dual licensing scheme. You can redistribute
* GCTL is distributed under a dual licensing scheme. You can redistribute
* it and/or modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation, either version 2
* of the License, or (at your option) any later version. You should have
* received a copy of the GNU Lesser General Public License (LGPL) along with
* this program. If not, see <http://www.gnu.org/licenses/>.
* received a copy of the GNU Lesser General Public License along with this
* program. If not, see <http://www.gnu.org/licenses/>.
*
* If the terms and conditions of the LGPL v.2. would prevent you from using
* the GSTL, please consider the option to obtain a commercial license for a
* fee. These licenses are offered by the GSTL's original author. As a rule,
* the GCTL, please consider the option to obtain a commercial license for a
* fee. These licenses are offered by the GCTL's original author. As a rule,
* licenses are provided "as-is", unlimited in time for a one time fee. Please
* send corresponding requests to: yizhang-geo@zju.edu.cn. Please do not forget
* to include some description of your company and the realm of its activities.