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Merge loose and string backtracking methods.

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git-svn-id: file:///home/svnrepos/software/liblbfgs/trunk@44 ecf4c44f-38d1-4fa4-9757-a0b4dd0349fc
This commit is contained in:
naoaki 2009-02-16 13:35:28 +00:00
parent c8dcce4482
commit 1cae453cca
1 changed files with 25 additions and 116 deletions
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141
lib/lbfgs.c
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@ -133,7 +133,7 @@ typedef int (*line_search_proc)(
const lbfgs_parameter_t *param
);
static int line_search_backtracking_loose(
static int line_search_backtracking(
int n,
lbfgsfloatval_t *x,
lbfgsfloatval_t *f,
@ -161,20 +161,6 @@ static int line_search_backtracking_owlqn(
const lbfgs_parameter_t *param
);
static int line_search_backtracking_strong_wolfe(
int n,
lbfgsfloatval_t *x,
lbfgsfloatval_t *f,
lbfgsfloatval_t *g,
lbfgsfloatval_t *s,
lbfgsfloatval_t *stp,
const lbfgsfloatval_t* xp,
const lbfgsfloatval_t* gp,
lbfgsfloatval_t *wa,
callback_data_t *cd,
const lbfgs_parameter_t *param
);
static int line_search_morethuente(
int n,
lbfgsfloatval_t *x,
@ -376,10 +362,10 @@ int lbfgs(
linesearch = line_search_morethuente;
break;
case LBFGS_LINESEARCH_BACKTRACKING:
linesearch = line_search_backtracking_strong_wolfe;
linesearch = line_search_backtracking;
break;
case LBFGS_LINESEARCH_BACKTRACKING_LOOSE:
linesearch = line_search_backtracking_loose;
linesearch = line_search_backtracking;
break;
default:
return LBFGSERR_INVALID_LINESEARCH;
@ -722,7 +708,7 @@ static int line_search_backtracking_owlqn(
static int line_search_backtracking_loose(
static int line_search_backtracking(
int n,
lbfgsfloatval_t *x,
lbfgsfloatval_t *f,
@ -737,8 +723,9 @@ static int line_search_backtracking_loose(
)
{
int ret = 0, count = 0;
lbfgsfloatval_t width = 0.5, norm = 0.;
lbfgsfloatval_t width, dg, norm = 0.;
lbfgsfloatval_t finit, dginit = 0., dgtest;
const lbfgsfloatval_t wolfe = 0.9, dec = 0.5, inc = 2.1;
/* Check the input parameters for errors. */
if (*stp <= 0.) {
@ -768,8 +755,26 @@ static int line_search_backtracking_loose(
if (*f <= finit + *stp * dgtest) {
/* The sufficient decrease condition. */
return count;
if (param->linesearch == LBFGS_LINESEARCH_BACKTRACKING) {
/* Check the strong Wolfe condition. */
vecdot(&dg, g, s, n);
if (dg > -wolfe * dginit) {
width = dec;
} else if (dg < wolfe * dginit) {
width = inc;
} else {
/* Strong Wolfe condition. */
return count;
}
} else {
/* Exit with the loose Wolfe condition. */
return count;
}
} else {
width = dec;
}
if (*stp < param->min_step) {
/* The step is the minimum value. */
return LBFGSERR_MINIMUMSTEP;
@ -789,102 +794,6 @@ static int line_search_backtracking_loose(
static int line_search_backtracking_strong_wolfe(
int n,
lbfgsfloatval_t *x,
lbfgsfloatval_t *f,
lbfgsfloatval_t *g,
lbfgsfloatval_t *s,
lbfgsfloatval_t *stp,
const lbfgsfloatval_t* xp,
const lbfgsfloatval_t* gp,
lbfgsfloatval_t *wp,
callback_data_t *cd,
const lbfgs_parameter_t *param
)
{
int ret = 0, count = 0;
lbfgsfloatval_t dg, norm, mult;
lbfgsfloatval_t finit, dginit = 0., dgtest;
const lbfgsfloatval_t wolfe = 0.9, dec = 0.7, inc = 1.5;
/* Check the input parameters for errors. */
if (*stp <= 0.) {
return LBFGSERR_INVALIDPARAMETERS;
}
/* Compute the initial gradient in the search direction. */
if (param->orthantwise_c != 0.) {
dginit = owlqn_direction_line(x, g, s, param->orthantwise_c, param->orthantwise_start, param->orthantwise_end);
} else {
vecdot(&dginit, g, s, n);
}
/* Make sure that s points to a descent direction. */
if (0 < dginit) {
return LBFGSERR_INCREASEGRADIENT;
}
/* The initial value of the objective function. */
finit = *f;
dgtest = param->ftol * dginit;
for (;;) {
veccpy(x, xp, n);
vecadd(x, s, *stp, n);
if (param->orthantwise_c != 0.) {
/* The current point is projected onto the orthant of the initial one. */
owlqn_project(x, xp, param->orthantwise_start, param->orthantwise_end);
}
/* Evaluate the function and gradient values. */
*f = cd->proc_evaluate(cd->instance, x, g, cd->n, *stp);
if (0. < param->orthantwise_c) {
/* Compute the L1 norm of the variables and add it to the object value. */
norm = owlqn_x1norm(x, param->orthantwise_start, param->orthantwise_end);
*f += norm * param->orthantwise_c;
dg = owlqn_direction_line(x, g, s, param->orthantwise_c, param->orthantwise_start, param->orthantwise_end);
} else {
vecdot(&dg, g, s, n);
}
++count;
if (*f <= finit + *stp * dgtest) {
/* The sufficient decrease condition. */
if (dg > -wolfe * dginit) {
mult = dec;
} else if (dg < wolfe * dginit) {
mult = inc;
} else {
/* Strong Wolfe condition. */
return count;
}
} else {
mult = dec;
}
if (*stp < param->min_step) {
/* The step is the minimum value. */
return LBFGSERR_MINIMUMSTEP;
}
if (*stp > param->max_step) {
/* The step is the maximum value. */
return LBFGSERR_MAXIMUMSTEP;
}
if (param->max_linesearch <= count) {
/* Maximum number of iteration. */
return LBFGSERR_MAXIMUMLINESEARCH;
}
*stp *= mult;
}
}
static int line_search_morethuente(
int n,
lbfgsfloatval_t *x,