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Reverted the previous change.

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git-svn-id: file:///home/svnrepos/software/liblbfgs/trunk@55 ecf4c44f-38d1-4fa4-9757-a0b4dd0349fc
This commit is contained in:
naoaki 2009-02-23 14:51:21 +00:00
parent 2dd9217a39
commit 81ea5dcc75
1 changed files with 24 additions and 77 deletions
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81
lib/lbfgs.c
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@ -213,15 +213,6 @@ static void owlqn_project(
const int end const int end
); );
static lbfgsfloatval_t owlqn_direction_line(
const lbfgsfloatval_t* x,
const lbfgsfloatval_t* g,
const lbfgsfloatval_t* s,
const lbfgsfloatval_t c,
const int start,
const int n
);
#if defined(USE_SSE) && (defined(__SSE__) || defined(__SSE2__)) #if defined(USE_SSE) && (defined(__SSE__) || defined(__SSE2__))
static int round_out_variables(int n) static int round_out_variables(int n)
@ -342,7 +333,16 @@ int lbfgs(
if (n < param.orthantwise_end) { if (n < param.orthantwise_end) {
return LBFGSERR_INVALID_ORTHANTWISE_END; return LBFGSERR_INVALID_ORTHANTWISE_END;
} }
if (param.orthantwise_c != 0.) {
switch (param.linesearch) {
case LBFGS_LINESEARCH_BACKTRACKING:
linesearch = line_search_backtracking_owlqn;
break;
default:
/* Only the backtracking method is available. */
return LBFGSERR_INVALID_LINESEARCH;
}
} else {
switch (param.linesearch) { switch (param.linesearch) {
case LBFGS_LINESEARCH_MORETHUENTE: case LBFGS_LINESEARCH_MORETHUENTE:
linesearch = line_search_morethuente; linesearch = line_search_morethuente;
@ -354,6 +354,7 @@ int lbfgs(
default: default:
return LBFGSERR_INVALID_LINESEARCH; return LBFGSERR_INVALID_LINESEARCH;
} }
}
/* Allocate working space. */ /* Allocate working space. */
xp = (lbfgsfloatval_t*)vecalloc(n * sizeof(lbfgsfloatval_t)); xp = (lbfgsfloatval_t*)vecalloc(n * sizeof(lbfgsfloatval_t));
@ -803,12 +804,12 @@ static int line_search_morethuente(
lbfgsfloatval_t *stp, lbfgsfloatval_t *stp,
const lbfgsfloatval_t* xp, const lbfgsfloatval_t* xp,
const lbfgsfloatval_t* gp, const lbfgsfloatval_t* gp,
lbfgsfloatval_t *wp, lbfgsfloatval_t *wa,
callback_data_t *cd, callback_data_t *cd,
const lbfgs_parameter_t *param const lbfgs_parameter_t *param
) )
{ {
int i, count = 0; int count = 0;
int brackt, stage1, uinfo = 0; int brackt, stage1, uinfo = 0;
lbfgsfloatval_t dg; lbfgsfloatval_t dg;
lbfgsfloatval_t stx, fx, dgx; lbfgsfloatval_t stx, fx, dgx;
@ -823,11 +824,6 @@ static int line_search_morethuente(
return LBFGSERR_INVALIDPARAMETERS; return LBFGSERR_INVALIDPARAMETERS;
} }
/* Choose the orthant for the new point. */
for (i = 0;i < n;++i) {
wp[i] = (xp[i] == 0.) ? -gp[i] : xp[i];
}
/* Compute the initial gradient in the search direction. */ /* Compute the initial gradient in the search direction. */
vecdot(&dginit, g, s, n); vecdot(&dginit, g, s, n);
@ -889,14 +885,9 @@ static int line_search_morethuente(
veccpy(x, xp, n); veccpy(x, xp, n);
vecadd(x, s, *stp, n); vecadd(x, s, *stp, n);
/* The current point is projected onto the orthant. */
owlqn_project(x, wp, param->orthantwise_start, param->orthantwise_end);
/* Evaluate the function and gradient values. */ /* Evaluate the function and gradient values. */
*f = cd->proc_evaluate(cd->instance, x, g, cd->n, *stp); *f = cd->proc_evaluate(cd->instance, x, g, cd->n, *stp);
*f += param->orthantwise_c * owlqn_x1norm(x, param->orthantwise_start, param->orthantwise_end); vecdot(&dg, g, s, n);
// vecdot(&dg, g, s, n);
dg = owlqn_direction_line(x, g, s, param->orthantwise_c, param->orthantwise_start, param->orthantwise_end);
ftest1 = finit + *stp * dgtest; ftest1 = finit + *stp * dgtest;
++count; ++count;
@ -1364,47 +1355,3 @@ static void owlqn_project(
} }
} }
} }
static lbfgsfloatval_t owlqn_direction_line(
const lbfgsfloatval_t* x,
const lbfgsfloatval_t* g,
const lbfgsfloatval_t* s,
const lbfgsfloatval_t c,
const int start,
const int n
)
{
int i;
lbfgsfloatval_t d = 0.;
/* Compute the negative of gradients. */
for (i = 0;i < start;++i) {
d += s[i] * g[i];
}
/* Use psuedo-gradients for orthant-wise updates. */
for (i = start;i < n;++i) {
/* Notice that:
(-s[i] < 0) <==> (g[i] < -param->orthantwise_c)
(-s[i] > 0) <==> (param->orthantwise_c < g[i])
as the result of the lbfgs() function for orthant-wise updates.
*/
if (s[i] != 0.) {
if (x[i] < 0.) {
/* Differentiable. */
d += s[i] * (g[i] - c);
} else if (0. < x[i]) {
/* Differentiable. */
d += s[i] * (g[i] + c);
} else if (s[i] < 0.) {
/* Take the left partial derivative. */
d += s[i] * (g[i] - c);
} else if (0. < s[i]) {
/* Take the right partial derivative. */
d += s[i] * (g[i] + c);
}
}
}
return d;
}