source: branches/2520_PersistenceReintegration/HeuristicLab.Algorithms.GradientDescent/3.3/LbfgsState.cs @ 16453

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#2520: updated year of copyrights

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1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2019 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using System;
23using System.Collections.Generic;
24using System.Linq;
25using HeuristicLab.Common;
26using HeuristicLab.Core;
27using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
28
29namespace HeuristicLab.Algorithms.GradientDescent {
30  [StorableClass]
31  [Item("LbfgsState", "Internal state for the limited-memory BFGS optimization algorithm.")]
32  public sealed class LbfgsState : Item {
33    private alglib.minlbfgs.minlbfgsstate state;
34    public alglib.minlbfgs.minlbfgsstate State { get { return state; } }
35
36    [StorableConstructor]
37    private LbfgsState(bool deserializing)
38      : base(deserializing) {
39      state = new alglib.minlbfgs.minlbfgsstate();
40    }
41    private LbfgsState(LbfgsState original, Cloner cloner)
42      : base(original, cloner) {
43      this.state = new alglib.minlbfgs.minlbfgsstate();
44      this.state.autobuf = CopyArray(original.state.autobuf);
45      this.state.d = CopyArray(original.state.d);
46      this.state.denseh = CopyArray(original.state.denseh);
47      this.state.diagh = CopyArray(original.state.diagh);
48      this.state.diffstep = original.state.diffstep;
49      this.state.epsf = original.state.epsf;
50      this.state.epsg = original.state.epsg;
51      this.state.epsx = original.state.epsx;
52      this.state.f = original.state.f;
53      this.state.fbase = original.state.fbase;
54      this.state.fm1 = original.state.fm1;
55      this.state.fm2 = original.state.fm2;
56      this.state.fold = original.state.fold;
57      this.state.fp1 = original.state.fp1;
58      this.state.fp2 = original.state.fp1;
59      this.state.g = CopyArray(original.state.g);
60      this.state.gammak = original.state.gammak;
61      this.state.k = original.state.k;
62
63      this.state.lstate.brackt = original.state.lstate.brackt;
64      this.state.lstate.dg = original.state.lstate.dg;
65      this.state.lstate.dginit = original.state.lstate.dginit;
66      this.state.lstate.dgm = original.state.lstate.dgm;
67      this.state.lstate.dgtest = original.state.lstate.dgtest;
68      this.state.lstate.dgx = original.state.lstate.dgx;
69      this.state.lstate.dgxm = original.state.lstate.dgxm;
70      this.state.lstate.dgy = original.state.lstate.dgy;
71      this.state.lstate.dgym = original.state.lstate.dgym;
72      this.state.lstate.finit = original.state.lstate.finit;
73      this.state.lstate.fm = original.state.lstate.fm;
74      this.state.lstate.ftest1 = original.state.lstate.ftest1;
75      this.state.lstate.fx = original.state.lstate.fx;
76      this.state.lstate.fxm = original.state.lstate.fxm;
77      this.state.lstate.fy = original.state.lstate.fy;
78      this.state.lstate.fym = original.state.lstate.fym;
79      this.state.lstate.infoc = original.state.lstate.infoc;
80      this.state.lstate.stage1 = original.state.lstate.stage1;
81      this.state.lstate.stmax = original.state.lstate.stmax;
82      this.state.lstate.stmin = original.state.lstate.stmin;
83      this.state.lstate.stx = original.state.lstate.stx;
84      this.state.lstate.sty = original.state.lstate.sty;
85      this.state.lstate.width = original.state.lstate.width;
86      this.state.lstate.width1 = original.state.lstate.width1;
87      this.state.lstate.xtrapf = original.state.lstate.xtrapf;
88
89      this.state.m = original.state.m;
90      this.state.maxits = original.state.maxits;
91      this.state.mcstage = original.state.mcstage;
92      this.state.n = original.state.n;
93      this.state.needf = original.state.needf;
94      this.state.needfg = original.state.needfg;
95      this.state.nfev = original.state.nfev;
96      this.state.p = original.state.p;
97      this.state.prectype = original.state.prectype;
98      this.state.q = original.state.q;
99      this.state.repiterationscount = original.state.repiterationscount;
100      this.state.repnfev = original.state.repnfev;
101      this.state.repterminationtype = original.state.repterminationtype;
102      this.state.rho = CopyArray(original.state.rho);
103      this.state.rstate.ba = CopyArray(original.state.rstate.ba);
104      this.state.rstate.ca = CopyArray(original.state.rstate.ca);
105      this.state.rstate.ia = CopyArray(original.state.rstate.ia);
106      this.state.rstate.ra = CopyArray(original.state.rstate.ra);
107      this.state.rstate.stage = original.state.rstate.stage;
108
109      this.state.s = CopyArray(original.state.s);
110      this.state.sk = CopyArray(original.state.sk);
111      this.state.stp = original.state.stp;
112      this.state.stpmax = original.state.stpmax;
113      this.state.theta = CopyArray(original.state.theta);
114      this.state.trimthreshold = original.state.trimthreshold;
115      this.state.work = CopyArray(original.state.work);
116      this.state.x = CopyArray(original.state.x);
117      this.state.xrep = original.state.xrep;
118      this.state.xupdated = original.state.xupdated;
119      this.state.yk = CopyArray(original.state.yk);
120    }
121
122    public LbfgsState(alglib.minlbfgs.minlbfgsstate state)
123      : base() {
124      this.state = state;
125    }
126
127    public override IDeepCloneable Clone(Cloner cloner) {
128      return new LbfgsState(this, cloner);
129    }
130
131
132    private T[] CopyArray<T>(T[] a) {
133      var c = new T[a.Length];
134      Array.Copy(a, c, c.Length);
135      return c;
136    }
137    private T[,] CopyArray<T>(T[,] a) {
138      var c = new T[a.GetLength(0), a.GetLength(1)];
139      Array.Copy(a, c, c.Length);
140      return c;
141    }
142
143    #region persistence
144    [Storable]
145    private double[] Autobuf { get { return state.autobuf; } set { state.autobuf = value; } }
146    [Storable]
147    private double[] D { get { return state.d; } set { state.d = value; } }
148    [Storable]
149    private double[,] Denseh { get { return state.denseh; } set { state.denseh = value; } }
150    [Storable]
151    private double[] Diagh { get { return state.diagh; } set { state.diagh = value; } }
152    [Storable]
153    private double Diffstep { get { return state.diffstep; } set { state.diffstep = value; } }
154    [Storable]
155    private double Epsf { get { return state.epsf; } set { state.epsf = value; } }
156    [Storable]
157    private double Epsg { get { return state.epsg; } set { state.epsg = value; } }
158    [Storable]
159    private double Epsx { get { return state.epsx; } set { state.epsx = value; } }
160    [Storable]
161    private double F { get { return state.f; } set { state.f = value; } }
162    [Storable]
163    private double Fbase { get { return state.fbase; } set { state.fbase = value; } }
164    [Storable]
165    private double Fm1 { get { return state.fm1; } set { state.fm1 = value; } }
166    [Storable]
167    private double Fm2 { get { return state.fm2; } set { state.fm2 = value; } }
168    [Storable]
169    private double Fold { get { return state.fold; } set { state.fold = value; } }
170    [Storable]
171    private double Fp1 { get { return state.fp1; } set { state.fp1 = value; } }
172    [Storable]
173    private double Fp2 { get { return state.fp2; } set { state.fp2 = value; } }
174    [Storable]
175    private double[] G { get { return state.g; } set { state.g = value; } }
176    [Storable]
177    private double Gammak { get { return state.gammak; } set { state.gammak = value; } }
178    [Storable]
179    private int K { get { return state.k; } set { state.k = value; } }
180    [Storable]
181    private bool LstateBrackt { get { return state.lstate.brackt; } set { state.lstate.brackt = value; } }
182    [Storable]
183    private double LstateDg { get { return state.lstate.dg; } set { state.lstate.dg = value; } }
184    [Storable]
185    private double LstateDginit { get { return state.lstate.dginit; } set { state.lstate.dginit = value; } }
186    [Storable]
187    private double LstateDgm { get { return state.lstate.dgm; } set { state.lstate.dgm = value; } }
188    [Storable]
189    private double LstateDgtest { get { return state.lstate.dgtest; } set { state.lstate.dgtest = value; } }
190    [Storable]
191    private double LstateDgx { get { return state.lstate.dgx; } set { state.lstate.dgx = value; } }
192    [Storable]
193    private double LstateDgxm { get { return state.lstate.dgxm; } set { state.lstate.dgxm = value; } }
194    [Storable]
195    private double LstateDgy { get { return state.lstate.dgy; } set { state.lstate.dgy = value; } }
196    [Storable]
197    private double LstateDgym { get { return state.lstate.dgym; } set { state.lstate.dgym = value; } }
198    [Storable]
199    private double LstateFinit { get { return state.lstate.finit; } set { state.lstate.finit = value; } }
200    [Storable]
201    private double LstateFm { get { return state.lstate.fm; } set { state.lstate.fm = value; } }
202    [Storable]
203    private double LstateFtest1 { get { return state.lstate.ftest1; } set { state.lstate.ftest1 = value; } }
204    [Storable]
205    private double LstateFx { get { return state.lstate.fx; } set { state.lstate.fx = value; } }
206    [Storable]
207    private double LstateFxm { get { return state.lstate.fxm; } set { state.lstate.fxm = value; } }
208    [Storable]
209    private double LstateFy { get { return state.lstate.fy; } set { state.lstate.fy = value; } }
210    [Storable]
211    private double LstateFym { get { return state.lstate.fym; } set { state.lstate.fym = value; } }
212    [Storable]
213    private int LstateInfoc { get { return state.lstate.infoc; } set { state.lstate.infoc = value; } }
214    [Storable]
215    private bool LstateStage1 { get { return state.lstate.stage1; } set { state.lstate.stage1 = value; } }
216    [Storable]
217    private double LstateStmax { get { return state.lstate.stmax; } set { state.lstate.stmax = value; } }
218    [Storable]
219    private double LstateStmin { get { return state.lstate.stmin; } set { state.lstate.stmin = value; } }
220    [Storable]
221    private double LstateStx { get { return state.lstate.stx; } set { state.lstate.stx = value; } }
222    [Storable]
223    private double LstateSty { get { return state.lstate.sty; } set { state.lstate.sty = value; } }
224    [Storable]
225    private double LstateWidth { get { return state.lstate.width; } set { state.lstate.width = value; } }
226    [Storable]
227    private double LstateWidth1 { get { return state.lstate.width1; } set { state.lstate.width1 = value; } }
228    [Storable]
229    private double LstateXtrapf { get { return state.lstate.xtrapf; } set { state.lstate.xtrapf = value; } }
230
231    [Storable]
232    private int M { get { return state.m; } set { state.m = value; } }
233    [Storable]
234    private int MaxIts { get { return state.maxits; } set { state.maxits = value; } }
235    [Storable]
236    private int Mcstage { get { return state.mcstage; } set { state.mcstage = value; } }
237    [Storable]
238    private int N { get { return state.n; } set { state.n = value; } }
239    [Storable]
240    private bool Needf { get { return state.needf; } set { state.needf = value; } }
241    [Storable]
242    private bool Needfg { get { return state.needfg; } set { state.needfg = value; } }
243    [Storable]
244    private int Nfev { get { return state.nfev; } set { state.nfev = value; } }
245    [Storable]
246    private int P { get { return state.p; } set { state.p = value; } }
247    [Storable]
248    private int Prectype { get { return state.prectype; } set { state.prectype = value; } }
249    [Storable]
250    private int Q { get { return state.q; } set { state.q = value; } }
251    [Storable]
252    private int Repiterationscount { get { return state.repiterationscount; } set { state.repiterationscount = value; } }
253    [Storable]
254    private int Repnfev { get { return state.repnfev; } set { state.repnfev = value; } }
255    [Storable]
256    private int Repterminationtype { get { return state.repterminationtype; } set { state.repterminationtype = value; } }
257    [Storable]
258    private double[] Rho { get { return state.rho; } set { state.rho = value; } }
259    [Storable]
260    private bool[] RstateBa { get { return state.rstate.ba; } set { state.rstate.ba = value; } }
261    [Storable]
262    private IList<Tuple<double, double>> RStateCa {
263      get { return state.rstate.ca.Select(c => Tuple.Create(c.x, c.y)).ToList(); }
264      set { state.rstate.ca = value.Select(t => new alglib.complex(t.Item1, t.Item2)).ToArray(); }
265    }
266    [Storable]
267    private int[] RstateIa { get { return state.rstate.ia; } set { state.rstate.ia = value; } }
268    [Storable]
269    private double[] RstateRa { get { return state.rstate.ra; } set { state.rstate.ra = value; } }
270    [Storable]
271    private int RstateStage { get { return state.rstate.stage; } set { state.rstate.stage = value; } }
272    [Storable]
273    private double[] S { get { return state.s; } set { state.s = value; } }
274    [Storable]
275    private double[,] Sk { get { return state.sk; } set { state.sk = value; } }
276    [Storable]
277    private double Stp { get { return state.stp; } set { state.stp = value; } }
278    [Storable]
279    private double Stpmax { get { return state.stpmax; } set { state.stpmax = value; } }
280    [Storable]
281    private double[] Theta { get { return state.theta; } set { state.theta = value; } }
282    [Storable]
283    private double Trimthreshold { get { return state.trimthreshold; } set { state.trimthreshold = value; } }
284    [Storable]
285    private double[] Work { get { return state.work; } set { state.work = value; } }
286    [Storable]
287    private double[] X { get { return state.x; } set { state.x = value; } }
288    [Storable]
289    private bool Xrep { get { return state.xrep; } set { state.xrep = value; } }
290    [Storable]
291    private bool Xupdated { get { return state.xupdated; } set { state.xupdated = value; } }
292    [Storable]
293    private double[,] Yk { get { return state.yk; } set { state.yk = value; } }
294    #endregion
295  }
296}
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