#region License Information
/* HeuristicLab
* Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
*
* This file is part of HeuristicLab.
*
* HeuristicLab is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* HeuristicLab is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with HeuristicLab. If not, see .
*/
#endregion
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Encodings.RealVectorEncoding;
using HeuristicLab.Operators;
using HeuristicLab.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
namespace HeuristicLab.Algorithms.GradientDescent {
[StorableClass]
[Item(Name = "LBFGS MakeStep", Description = "Makes a step in the LM-BFGS optimization algorithm.")]
public sealed class LbfgsMakeStep : SingleSuccessorOperator {
private const string TerminationCriterionParameterName = "TerminationCriterion";
private const string PointParameterName = "Point";
private const string StateParameterName = "State";
#region Parameter Properties
public ILookupParameter StateParameter {
get { return (ILookupParameter)Parameters[StateParameterName]; }
}
public ILookupParameter TerminationCriterionParameter {
get { return (ILookupParameter)Parameters[TerminationCriterionParameterName]; }
}
public ILookupParameter PointParameter {
get { return (ILookupParameter)Parameters[PointParameterName]; }
}
#endregion
#region Properties
private LbfgsState State { get { return StateParameter.ActualValue; } }
#endregion
[StorableConstructor]
private LbfgsMakeStep(bool deserializing) : base(deserializing) { }
private LbfgsMakeStep(LbfgsMakeStep original, Cloner cloner) : base(original, cloner) { }
public LbfgsMakeStep()
: base() {
// in & out
Parameters.Add(new LookupParameter(StateParameterName, "The state of the LM-BFGS algorithm."));
// out
Parameters.Add(new LookupParameter(TerminationCriterionParameterName, "The termination criterion indicating that the LM-BFGS optimization algorithm should stop."));
Parameters.Add(new LookupParameter(PointParameterName, "The next point that should be evaluated in the LM-BFGS algorithm."));
}
public override IDeepCloneable Clone(Cloner cloner) {
return new LbfgsMakeStep(this, cloner);
}
public override IOperation Apply() {
var state = State;
bool @continue = alglib.minlbfgs.minlbfgsiteration(state.State);
TerminationCriterionParameter.ActualValue = new BoolValue(!@continue);
if (@continue) {
PointParameter.ActualValue = new RealVector(state.State.x);
} else {
double[] x = new double[state.State.x.Length];
alglib.minlbfgs.minlbfgsreport rep = new alglib.minlbfgs.minlbfgsreport();
alglib.minlbfgs.minlbfgsresults(state.State, ref x, rep);
if (rep.terminationtype < 0) {
if (rep.terminationtype == -1)
throw new OperatorExecutionException(this, "Incorrect parameters were specified.");
else if (rep.terminationtype == -2)
throw new OperatorExecutionException(this, "Rounding errors prevent further improvement.");
else if (rep.terminationtype == -7)
throw new OperatorExecutionException(this, "Gradient verification failed.");
}
PointParameter.ActualValue = new RealVector(x);
}
return base.Apply();
}
}
}