NICE_Optimization/GoldenCutLineSearcher.cpp

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

#include "optimization/GoldenCutLineSearcher.h"

using namespace OPTIMIZATION;

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;;
}