zhangyiss/liblbfgs
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Fixed a bug in the previous commit (orthantwise_start).

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git-svn-id: file:///home/svnrepos/software/liblbfgs/trunk@11 ecf4c44f-38d1-4fa4-9757-a0b4dd0349fc
This commit is contained in:
naoaki 2008-07-02 03:57:36 +00:00
parent 4473a5dde1
commit 85faeef0f4
1 changed files with 26 additions and 2 deletions
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28
lib/lbfgs.c
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@ -327,6 +327,11 @@ int lbfgs(
if (param->orthantwise_c == 0.) {
vecncpy(d, g, n);
} else {
/* Compute the negative of gradients. */
for (i = 0;i < param->orthantwise_start;++i) {
d[i] = -g[i];
}
/* Compute the negative of psuedo-gradients. */
for (i = param->orthantwise_start;i < n;++i) {
if (x[i] < 0.) {
@ -432,6 +437,11 @@ int lbfgs(
/* Compute the negative of gradients. */
vecncpy(d, g, n);
} else {
/* Compute the negative of gradients. */
for (i = 0;i < param->orthantwise_start;++i) {
d[i] = -g[i];
}
/* Compute the negative of psuedo-gradients. */
for (i = param->orthantwise_start;i < n;++i) {
if (x[i] < 0.) {
@ -544,6 +554,11 @@ static int line_search_backtracking(
/* Compute the initial gradient in the search direction. */
if (param->orthantwise_c != 0.) {
/* Compute the negative of gradients. */
for (i = 0;i < param->orthantwise_start;++i) {
dginit += s[i] * g[i];
}
/* Use psuedo-gradients for orthant-wise updates. */
for (i = param->orthantwise_start;i < n;++i) {
/* Notice that:
@ -663,8 +678,13 @@ static int line_search_morethuente(
/* Compute the initial gradient in the search direction. */
if (param->orthantwise_c != 0.) {
/* Use psuedo-gradients for orthant-wise updates. */
dginit = 0.;
for (i = 0;i < param->orthantwise_start;++i) {
dginit += s[i] * g[i];
}
/* Use psuedo-gradients for orthant-wise updates. */
for (i = param->orthantwise_start;i < n;++i) {
/* Notice that:
(-s[i] < 0) <==> (g[i] < -param->orthantwise_c)
@ -771,8 +791,12 @@ static int line_search_morethuente(
}
*f += norm * param->orthantwise_c;
/* Use psuedo-gradients for orthant-wise updates. */
dg = 0.;
for (i = 0;i < param->orthantwise_start;++i) {
dg += s[i] * g[i];
}
/* Use psuedo-gradients for orthant-wise updates. */
for (i = param->orthantwise_start;i < n;++i) {
if (x[i] < 0.) {
/* Differentiable. */