zhangyiss/liblbfgs
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Fixed the termination condition for OW-LQN.

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git-svn-id: file:///home/svnrepos/software/liblbfgs/trunk@17 ecf4c44f-38d1-4fa4-9757-a0b4dd0349fc
This commit is contained in:
naoaki 2008-07-10 05:06:20 +00:00
parent 7efbd5aca1
commit 83b5fd9801
1 changed files with 48 additions and 2 deletions
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50
lib/lbfgs.c
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@ -169,6 +169,15 @@ static int update_trial_interval(
int *brackt int *brackt
); );
static lbfgsfloatval_t orthantwise_gnorm(
const lbfgsfloatval_t* x,
const lbfgsfloatval_t* g,
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)
{ {
@ -357,8 +366,12 @@ int lbfgs(
/* /*
Make sure that the initial variables are not a minimizer. Make sure that the initial variables are not a minimizer.
*/ */
vecnorm(&gnorm, g, n);
vecnorm(&xnorm, x, n); vecnorm(&xnorm, x, n);
if (param->orthantwise_c != 0.) {
gnorm = orthantwise_gnorm(x, g, param->orthantwise_c, param->orthantwise_start, n);
} else {
vecnorm(&gnorm, g, n);
}
if (xnorm < 1.0) xnorm = 1.0; if (xnorm < 1.0) xnorm = 1.0;
if (gnorm / xnorm <= param->epsilon) { if (gnorm / xnorm <= param->epsilon) {
ret = LBFGS_ALREADY_MINIMIZED; ret = LBFGS_ALREADY_MINIMIZED;
@ -385,8 +398,12 @@ int lbfgs(
} }
/* Compute x and g norms. */ /* Compute x and g norms. */
vecnorm(&gnorm, g, n);
vecnorm(&xnorm, x, n); vecnorm(&xnorm, x, n);
if (param->orthantwise_c != 0.) {
gnorm = orthantwise_gnorm(x, g, param->orthantwise_c, param->orthantwise_start, n);
} else {
vecnorm(&gnorm, g, n);
}
/* Report the progress. */ /* Report the progress. */
if (cd.proc_progress) { if (cd.proc_progress) {
@ -1217,3 +1234,32 @@ static int update_trial_interval(
*t = newt; *t = newt;
return 0; return 0;
} }
static lbfgsfloatval_t orthantwise_gnorm(
const lbfgsfloatval_t* x,
const lbfgsfloatval_t* g,
const lbfgsfloatval_t c,
const int start,
const int n
)
{
int i;
lbfgsfloatval_t d = 0.;
lbfgsfloatval_t norm = 0.;
for (i = 0;i < start;++i) {
norm += g[i] * g[i];
}
for (i = start;i < n;++i) {
d = g[i];
if (x[i] < 0.) {
d -= c;
} else if (0. < x[i]) {
d += c;
}
norm += d * d;
}
return sqrt(norm);
}