Changeset 17004 for branches/2994-AutoDiffForIntervals/HeuristicLab.Problems.DataAnalysis.Regression.Symbolic.Extensions/ConstrainedConstantOptimizationEvaluator.cs

Timestamp:

06/11/19 20:58:17 (5 years ago)

Author:

gkronber

Message:

#2994: use "non-smooth" optimizer instead of "nlc" optimizer from alglib

File:

• branches/2994-AutoDiffForIntervals/HeuristicLab.Problems.DataAnalysis.Regression.Symbolic.Extensions/ConstrainedConstantOptimizationEvaluator.cs (modified) (1 diff)

branches/2994-AutoDiffForIntervals/HeuristicLab.Problems.DataAnalysis.Regression.Symbolic.Extensions/ConstrainedConstantOptimizationEvaluator.cs

@@ -325 +325 @@
 
 
-      alglib.minnlcstate state;
-      alglib.minnlcreport rep;
+      alglib.minnsstate state;
+      alglib.minnsreport rep;
       try {
-        alglib.minnlccreate(thetaValues.Count, thetaValues.ToArray(), out state);
-        alglib.minnlcsetalgoslp(state);        // SLP is more robust but slower
-        alglib.minnlcsetbc(state, thetaValues.Select(_ => -10000.0).ToArray(), thetaValues.Select(_ => +10000.0).ToArray());
-        alglib.minnlcsetcond(state, 1E-7, maxIterations);
+        alglib.minnscreate(thetaValues.Count, thetaValues.ToArray(), out state);
+        // alglib.minnssetalgoslp(state);        // SLP is more robust but slower
+        alglib.minnssetbc(state, thetaValues.Select(_ => -10000.0).ToArray(), thetaValues.Select(_ => +10000.0).ToArray());
+        alglib.minnssetcond(state, 1E-7, maxIterations);
         var s = Enumerable.Repeat(1d, thetaValues.Count).ToArray();  // scale is set to unit scale
-        alglib.minnlcsetscale(state, s);
+        alglib.minnssetscale(state, s);
 
         // set non-linear constraints: 0 equality constraints, constraintTrees inequality constraints
-        alglib.minnlcsetnlc(state, 0, constraintTrees.Count);
-
-        alglib.minnlcoptimize(state, calculate_jacobian, null, null);
-        alglib.minnlcresults(state, out double[] xOpt, out rep);
+        alglib.minnssetnlc(state, 0, constraintTrees.Count);
+
+        alglib.minnsoptimize(state, calculate_jacobian, null, null);
+        alglib.minnsresults(state, out double[] xOpt, out rep);