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Removed the OW-LQN code in the MoreThuente method because the mathematical foundation is not 100% correct.

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git-svn-id: file:///home/svnrepos/software/liblbfgs/trunk@42 ecf4c44f-38d1-4fa4-9757-a0b4dd0349fc
This commit is contained in:
naoaki 2009-02-16 13:08:00 +00:00
parent d1ab96d686
commit 8fe5ce006d
1 changed files with 3 additions and 19 deletions
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22
lib/lbfgs.c
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@ -915,7 +915,7 @@ static int line_search_morethuente(
{ {
int count = 0; int count = 0;
int brackt, stage1, uinfo = 0; int brackt, stage1, uinfo = 0;
lbfgsfloatval_t dg, norm; lbfgsfloatval_t dg;
lbfgsfloatval_t stx, fx, dgx; lbfgsfloatval_t stx, fx, dgx;
lbfgsfloatval_t sty, fy, dgy; lbfgsfloatval_t sty, fy, dgy;
lbfgsfloatval_t fxm, dgxm, fym, dgym, fm, dgm; lbfgsfloatval_t fxm, dgxm, fym, dgym, fm, dgm;
@ -929,11 +929,7 @@ static int line_search_morethuente(
} }
/* Compute the initial gradient in the search direction. */ /* Compute the initial gradient in the search direction. */
if (param->orthantwise_c != 0.) { vecdot(&dginit, g, s, n);
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. */ /* Make sure that s points to a descent direction. */
if (0 < dginit) { if (0 < dginit) {
@ -996,22 +992,10 @@ static int line_search_morethuente(
veccpy(x, wa, n); veccpy(x, wa, n);
vecadd(x, s, *stp, n); vecadd(x, s, *stp, n);
if (param->orthantwise_c != 0.) {
/* The current point is projected onto the orthant of the previous one. */
owlqn_project(x, wa, 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);
if (0. < param->orthantwise_c) { vecdot(&dg, g, s, n);
/* 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);
}
ftest1 = finit + *stp * dgtest; ftest1 = finit + *stp * dgtest;
++count; ++count;