NICE_Optimization/GoldenCutLineSearcher.cpp

//////////////////////////////////////////////////////////////////////
//
//	GoldenCutLineSearcher.cpp: Implementation of the LineSearcher class.
//
//	Written by Matthias Wacker
//
//////////////////////////////////////////////////////////////////////

#include "optimization/GoldenCutLineSearcher.h"

GoldenCutLineSearcher::GoldenCutLineSearcher() : m_fac_a(0.38196601125010515179541316563436),m_fac_b(0.61803398874989484820458683436564)
{
	m_c = 0.0;
	m_d = 10.0;
	m_eps = 0.1;
}

GoldenCutLineSearcher::GoldenCutLineSearcher(CostFunction *costFunc,OptLogBase* loger) : SuperClass(costFunc,loger),m_fac_a(0.38196601125010515179541316563436),m_fac_b(0.61803398874989484820458683436564)
{
	m_c = 0.0;
	m_d = 10.0;
	m_eps = 0.1;
}

GoldenCutLineSearcher::GoldenCutLineSearcher(const GoldenCutLineSearcher &lin) : SuperClass(lin),m_fac_a(0.38196601125010515179541316563436),m_fac_b(0.61803398874989484820458683436564)
{
	m_c = lin.m_c;
	m_d = lin.m_d;
	m_eps = lin.m_eps;
}

GoldenCutLineSearcher & GoldenCutLineSearcher::operator =(const GoldenCutLineSearcher &lin)
{
	/*
			avoid self-copy
	*/
	if(this != &lin)
	{
		/*
			=operator of SuperClass
		*/
		SuperClass::operator=(lin);

		m_c = lin.m_c;
		m_d = lin.m_d;
		m_eps = lin.m_eps;
	
	}

	return *this;

}

GoldenCutLineSearcher::~GoldenCutLineSearcher()
{
}

bool GoldenCutLineSearcher::setBounds(double c, double d)
{
	if (c >= d)
	{
		return false;
	}

	m_c = c;
	m_d = d;

	return true;
}

bool GoldenCutLineSearcher::setEps(double eps)
{
	if(eps < 0)
	{
		return false;
	}
	
	m_eps = eps;
	return true;
}

double GoldenCutLineSearcher::optimize()
{
	double dk = m_d;
	double ck = m_c;
	double vk=0.0;
	double wk=0.0;

	bool vk_known = false;
	bool wk_known = false;

	double phivk=0.0;
	double phiwk=0.0;

	bool abort = false;

	while(abort == false)
	{
		if((dk - ck) <= m_eps)
		{
			abort = true;
			continue;
		}

		if(vk_known == false)
		{
			vk = ck + m_fac_a * (dk - ck);
			phivk = evaluateSub(vk);
		}
		vk_known = false;

		if(wk_known == false)
		{
			wk = ck + m_fac_b * (dk - ck);
			phiwk = evaluateSub(wk);
		}
		wk_known = false;
		
		if(phivk < phiwk)
		{
			dk = wk;
			wk = vk;
			phiwk = phivk;
			wk_known = true;
		}
		else
		{
			ck = vk;
			vk = wk;
			phivk = phiwk;
			vk_known = true;
		}

		
	}

	return (ck + dk)/2;;
}