Class: Minimization::ConjugateDirectionMinimizer

Inherits:
Object
  • Object
show all
Defined in:
lib/multidim/powell.rb

Direct Known Subclasses

Powell

Constant Summary collapse

Max_Iterations_Default =

default maximum Powell's iteration value

100
MAX_BRENT_ITERATION_DEFAULT =

default Brent iteration value

10

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(f, initial_guess, lower_bound, upper_bound) ⇒ ConjugateDirectionMinimizer

give a suitable value



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# File 'lib/multidim/powell.rb', line 40

def initialize(f, initial_guess, lower_bound, upper_bound)
  @iterations           = 0
  @max_iterations       = Max_Iterations_Default
  @evaluations          = 0
  @max_brent_iterations = MAX_BRENT_ITERATION_DEFAULT
  @converging           = true

  # set minimizing function
  @f                    = f
  @start                = initial_guess
  @lower_bound          = lower_bound
  @upper_bound          = upper_bound

  # set maximum and minimum coordinate value a point can have
  # while minimization process
  @min_coordinate_val   = lower_bound.min
  @max_coordinate_val   = upper_bound.max

  # validate input parameters
  check_parameters
end

Instance Attribute Details

#f_minimum ⇒ Object

Returns the value of attribute f_minimum.



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# File 'lib/multidim/powell.rb', line 33

def f_minimum
  @f_minimum
end

#max_brent_iterations ⇒ Object

Returns the value of attribute max_brent_iterations.



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# File 'lib/multidim/powell.rb', line 31

def max_brent_iterations
  @max_brent_iterations
end

#max_iterations ⇒ Object

Returns the value of attribute max_iterations.



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# File 'lib/multidim/powell.rb', line 30

def max_iterations
  @max_iterations
end

#x_minimum ⇒ Object

Returns the value of attribute x_minimum.



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# File 'lib/multidim/powell.rb', line 32

def x_minimum
  @x_minimum
end

Instance Method Details

#brent_search(point, direction) ⇒ Object

line minimization using Brent's minimization

Parameters:

  • point: Starting point
  • direction: Search direction


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# File 'lib/multidim/powell.rb', line 117

def brent_search(point, direction)
  n = point.length
  # Create a proc to minimize using brent search
  # Function value varies with alpha value and represent a point
  # of the minimizing function which is on the given plane
  func = proc{ |alpha|
    x = Array.new(n)
    0.upto(n - 1) do |i|
      # create a point according to the given alpha value
      x[i] = point[i] + alpha * direction[i]
    end
    # return the function value of the obtained point
    f(x)
  }

  # create Brent minimizer
  line_minimizer = Minimization::Brent.new(@min_coordinate_val, @max_coordinate_val, func)
  # iterate Brent minimizer for given number of iteration value
  0.upto(@max_brent_iterations) do
    line_minimizer.iterate
  end
  # return the minimum point
  return {:alpha_min => line_minimizer.x_minimum, :f_val => line_minimizer.f_minimum}
end

#check_parameters ⇒ Object

validate input parameters



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# File 'lib/multidim/powell.rb', line 73

def check_parameters
  if (!@start.nil?)
    dim = @start.length
    if (!@lower_bound.nil?)
      # check for dimension mismatches
      raise "dimension mismatching #{@lower_bound.length} and #{dim}" if @lower_bound.length != dim
      # check whether start point exeeds the lower bound
      0.upto(dim - 1) do |i|
        v = @start[i]
        lo = @lower_bound[i]
        raise "start point is lower than lower bound" if v < lo
      end
    end
    if (!@upper_bound.nil?)
      # check for dimension mismatches
      raise "dimension mismatching #{@upper_bound.length} and #{dim}" if @upper_bound.length != dim
      # check whether strating point exceeds the upper bound
      0.upto(dim - 1) do |i|
        v = @start[i]
        hi = @upper_bound[i]
        raise "start point is higher than the upper bound" if v > hi
      end
    end

    if (@lower_bound.nil?)
      @lower_bound = Array.new(dim)
      0.upto(dim - 1) do |i|
        @lower_bound[i] = Float::INFINITY # eventually this will occur an error
      end
    end
    if (@upper_bound.nil?)
      @upper_bound = Array.new(dim)
      0.upto(dim - 1) do |i|
        @upper_bound[i] = -Float::INFINITY # eventually this will occur an error
      end
    end
  end
end

#converging? ⇒ Boolean

return the convergence of the search

Returns:

  • (Boolean) 


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# File 'lib/multidim/powell.rb', line 63

def converging?
  return @converging
end

#f(x) ⇒ Object

set minimization function



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# File 'lib/multidim/powell.rb', line 68

def f(x)
  @f.call(x)
end