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source: trunk/HeuristicLab.Algorithms.GradientDescent/3.3/LbfgsState.cs @ 18220

Last change on this file since 18220 was 17931, checked in by gkronber, 4 years ago

#3117: update alglib to version 3.17

File size: 11.1 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 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 HEAL.Attic;
28
29namespace HeuristicLab.Algorithms.GradientDescent {
30  [StorableType("2A117076-0311-4F85-A1B9-16F39D5752DE")]
31  [Item("LbfgsState", "Internal state for the limited-memory BFGS optimization algorithm.")]
32  public sealed class LbfgsState : Item {
33    private alglib.minlbfgsstate state;
34    public alglib.minlbfgsstate State { get { return state; } }
35
36    [StorableConstructor]
37    private LbfgsState(StorableConstructorFlag _) : base(_) { state = new alglib.minlbfgsstate(); }
38    private LbfgsState(LbfgsState original, Cloner cloner)
39      : base(original, cloner) {
40      if (original.state != null)
41        this.state = (alglib.minlbfgsstate)original.state.make_copy();
42    }
43
44    public LbfgsState(alglib.minlbfgsstate state)
45      : base() {
46      this.state = (alglib.minlbfgsstate)state.make_copy();
47    }
48
49    public override IDeepCloneable Clone(Cloner cloner) {
50      return new LbfgsState(this, cloner);
51    }
52
53    #region persistence
54    [Storable]
55    private double[] Autobuf { get { return state.innerobj.autobuf; } set { state.innerobj.autobuf = value; } }
56    [Storable]
57    private double[] D { get { return state.innerobj.d; } set { state.innerobj.d = value; } }
58    [Storable]
59    private double[,] Denseh { get { return state.innerobj.denseh; } set { state.innerobj.denseh = value; } }
60    [Storable]
61    private double[] Diagh { get { return state.innerobj.diagh; } set { state.innerobj.diagh = value; } }
62    [Storable]
63    private double Diffstep { get { return state.innerobj.diffstep; } set { state.innerobj.diffstep = value; } }
64    [Storable]
65    private double Epsf { get { return state.innerobj.epsf; } set { state.innerobj.epsf = value; } }
66    [Storable]
67    private double Epsg { get { return state.innerobj.epsg; } set { state.innerobj.epsg = value; } }
68    [Storable]
69    private double Epsx { get { return state.innerobj.epsx; } set { state.innerobj.epsx = value; } }
70    [Storable]
71    private double F { get { return state.innerobj.f; } set { state.innerobj.f = value; } }
72    [Storable]
73    private double Fbase { get { return state.innerobj.fbase; } set { state.innerobj.fbase = value; } }
74    [Storable]
75    private double Fm1 { get { return state.innerobj.fm1; } set { state.innerobj.fm1 = value; } }
76    [Storable]
77    private double Fm2 { get { return state.innerobj.fm2; } set { state.innerobj.fm2 = value; } }
78    [Storable]
79    private double Fold { get { return state.innerobj.fold; } set { state.innerobj.fold = value; } }
80    [Storable]
81    private double Fp1 { get { return state.innerobj.fp1; } set { state.innerobj.fp1 = value; } }
82    [Storable]
83    private double Fp2 { get { return state.innerobj.fp2; } set { state.innerobj.fp2 = value; } }
84    [Storable]
85    private double[] G { get { return state.innerobj.g; } set { state.innerobj.g = value; } }
86    [Storable]
87    private double Gammak { get { return state.innerobj.gammak; } set { state.innerobj.gammak = value; } }
88    [Storable]
89    private int K { get { return state.innerobj.k; } set { state.innerobj.k = value; } }
90    [Storable]
91    private bool LstateBrackt { get { return state.innerobj.lstate.brackt; } set { state.innerobj.lstate.brackt = value; } }
92    [Storable]
93    private double LstateDg { get { return state.innerobj.lstate.dg; } set { state.innerobj.lstate.dg = value; } }
94    [Storable]
95    private double LstateDginit { get { return state.innerobj.lstate.dginit; } set { state.innerobj.lstate.dginit = value; } }
96    [Storable]
97    private double LstateDgm { get { return state.innerobj.lstate.dgm; } set { state.innerobj.lstate.dgm = value; } }
98    [Storable]
99    private double LstateDgtest { get { return state.innerobj.lstate.dgtest; } set { state.innerobj.lstate.dgtest = value; } }
100    [Storable]
101    private double LstateDgx { get { return state.innerobj.lstate.dgx; } set { state.innerobj.lstate.dgx = value; } }
102    [Storable]
103    private double LstateDgxm { get { return state.innerobj.lstate.dgxm; } set { state.innerobj.lstate.dgxm = value; } }
104    [Storable]
105    private double LstateDgy { get { return state.innerobj.lstate.dgy; } set { state.innerobj.lstate.dgy = value; } }
106    [Storable]
107    private double LstateDgym { get { return state.innerobj.lstate.dgym; } set { state.innerobj.lstate.dgym = value; } }
108    [Storable]
109    private double LstateFinit { get { return state.innerobj.lstate.finit; } set { state.innerobj.lstate.finit = value; } }
110    [Storable]
111    private double LstateFm { get { return state.innerobj.lstate.fm; } set { state.innerobj.lstate.fm = value; } }
112    [Storable]
113    private double LstateFtest1 { get { return state.innerobj.lstate.ftest1; } set { state.innerobj.lstate.ftest1 = value; } }
114    [Storable]
115    private double LstateFx { get { return state.innerobj.lstate.fx; } set { state.innerobj.lstate.fx = value; } }
116    [Storable]
117    private double LstateFxm { get { return state.innerobj.lstate.fxm; } set { state.innerobj.lstate.fxm = value; } }
118    [Storable]
119    private double LstateFy { get { return state.innerobj.lstate.fy; } set { state.innerobj.lstate.fy = value; } }
120    [Storable]
121    private double LstateFym { get { return state.innerobj.lstate.fym; } set { state.innerobj.lstate.fym = value; } }
122    [Storable]
123    private int LstateInfoc { get { return state.innerobj.lstate.infoc; } set { state.innerobj.lstate.infoc = value; } }
124    [Storable]
125    private bool LstateStage1 { get { return state.innerobj.lstate.stage1; } set { state.innerobj.lstate.stage1 = value; } }
126    [Storable]
127    private double LstateStmax { get { return state.innerobj.lstate.stmax; } set { state.innerobj.lstate.stmax = value; } }
128    [Storable]
129    private double LstateStmin { get { return state.innerobj.lstate.stmin; } set { state.innerobj.lstate.stmin = value; } }
130    [Storable]
131    private double LstateStx { get { return state.innerobj.lstate.stx; } set { state.innerobj.lstate.stx = value; } }
132    [Storable]
133    private double LstateSty { get { return state.innerobj.lstate.sty; } set { state.innerobj.lstate.sty = value; } }
134    [Storable]
135    private double LstateWidth { get { return state.innerobj.lstate.width; } set { state.innerobj.lstate.width = value; } }
136    [Storable]
137    private double LstateWidth1 { get { return state.innerobj.lstate.width1; } set { state.innerobj.lstate.width1 = value; } }
138    [Storable]
139    private double LstateXtrapf { get { return state.innerobj.lstate.xtrapf; } set { state.innerobj.lstate.xtrapf = value; } }
140
141    [Storable]
142    private int M { get { return state.innerobj.m; } set { state.innerobj.m = value; } }
143    [Storable]
144    private int MaxIts { get { return state.innerobj.maxits; } set { state.innerobj.maxits = value; } }
145    [Storable]
146    private int Mcstage { get { return state.innerobj.mcstage; } set { state.innerobj.mcstage = value; } }
147    [Storable]
148    private int N { get { return state.innerobj.n; } set { state.innerobj.n = value; } }
149    [Storable]
150    private bool Needf { get { return state.innerobj.needf; } set { state.innerobj.needf = value; } }
151    [Storable]
152    private bool Needfg { get { return state.innerobj.needfg; } set { state.innerobj.needfg = value; } }
153    [Storable]
154    private int Nfev { get { return state.innerobj.nfev; } set { state.innerobj.nfev = value; } }
155    [Storable]
156    private int P { get { return state.innerobj.p; } set { state.innerobj.p = value; } }
157    [Storable]
158    private int Prectype { get { return state.innerobj.prectype; } set { state.innerobj.prectype = value; } }
159    [Storable]
160    private int Q { get { return state.innerobj.q; } set { state.innerobj.q = value; } }
161    [Storable]
162    private int Repiterationscount { get { return state.innerobj.repiterationscount; } set { state.innerobj.repiterationscount = value; } }
163    [Storable]
164    private int Repnfev { get { return state.innerobj.repnfev; } set { state.innerobj.repnfev = value; } }
165    [Storable]
166    private int Repterminationtype { get { return state.innerobj.repterminationtype; } set { state.innerobj.repterminationtype = value; } }
167    [Storable]
168    private double[] Rho { get { return state.innerobj.rho; } set { state.innerobj.rho = value; } }
169    [Storable]
170    private bool[] RstateBa { get { return state.innerobj.rstate.ba; } set { state.innerobj.rstate.ba = value; } }
171    [Storable]
172    private IList<Tuple<double, double>> RStateCa {
173      get { return state.innerobj.rstate.ca.Select(c => Tuple.Create(c.x, c.y)).ToList(); }
174      set { state.innerobj.rstate.ca = value.Select(t => new alglib.complex(t.Item1, t.Item2)).ToArray(); }
175    }
176    [Storable]
177    private int[] RstateIa { get { return state.innerobj.rstate.ia; } set { state.innerobj.rstate.ia = value; } }
178    [Storable]
179    private double[] RstateRa { get { return state.innerobj.rstate.ra; } set { state.innerobj.rstate.ra = value; } }
180    [Storable]
181    private int RstateStage { get { return state.innerobj.rstate.stage; } set { state.innerobj.rstate.stage = value; } }
182    [Storable]
183    private double[] S { get { return state.innerobj.s; } set { state.innerobj.s = value; } }
184    [Storable]
185    private double[,] Sk { get { return state.innerobj.sk; } set { state.innerobj.sk = value; } }
186    [Storable]
187    private double Stp { get { return state.innerobj.stp; } set { state.innerobj.stp = value; } }
188    [Storable]
189    private double Stpmax { get { return state.innerobj.stpmax; } set { state.innerobj.stpmax = value; } }
190    [Storable]
191    private double[] Theta { get { return state.innerobj.theta; } set { state.innerobj.theta = value; } }
192    [Storable]
193    private double Trimthreshold { get { return state.innerobj.trimthreshold; } set { state.innerobj.trimthreshold = value; } }
194    [Storable]
195    private double[] Work { get { return state.innerobj.work; } set { state.innerobj.work = value; } }
196    [Storable]
197    private double[] X { get { return state.innerobj.x; } set { state.innerobj.x = value; } }
198    [Storable]
199    private bool Xrep { get { return state.innerobj.xrep; } set { state.innerobj.xrep = value; } }
200    [Storable]
201    private bool Xupdated { get { return state.innerobj.xupdated; } set { state.innerobj.xupdated = value; } }
202    [Storable]
203    private double[,] Yk { get { return state.innerobj.yk; } set { state.innerobj.yk = value; } }
204    #endregion
205  }
206}
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