Commit 4ef02cc1 authored by Jakob Knollmueller's avatar Jakob Knollmueller
Browse files

some changes and relaxed newton

parent 52192e16
......@@ -24,7 +24,7 @@ from nifty import LineEnergy
class LineSearch(Loggable, object):
"""Class for finding a step size.
"""Class for determining the optimal step size along some descent direction.
Initialize the line search procedure which can be used by a specific line
search method. Its finds the step size in a specific direction in the
......
......@@ -26,18 +26,16 @@ from .line_searching import LineSearchStrongWolfe
class QuasiNewtonMinimizer(Loggable, object):
"""A Class used by other minimization methods to find local minimum.
"""A class used by other minimization methods to find a local minimum.
Quasi-Newton methods are used to find local minima or maxima of a function
by approximating the Jacobian or Hessian matrix at every iteration. The
class performs general steps(gets the gradient, descend direction, step
size and checks the conergence) which can be used then by a specific
minimization method.
Descent minimization methods are used to find a local minimum of a scalar function
by following a descent direction. This class implements the minimization procedure,
the descent direction has to be implemented separately.
Parameters
----------
line_searcher : callable
Function which finds the step size into the descent direction. (default:
Function which finds the step size in descent direction. (default:
LineSearchStrongWolfe())
callback : function, *optional*
Function f(energy, iteration_number) specified by the user to print
......@@ -94,7 +92,7 @@ class QuasiNewtonMinimizer(Loggable, object):
"""Runs the minimization on the provided Energy class.
Accepts the NIFTY Energy class which describes our system and it runs
the minimization to find the minimum/maximum of the system.
the minimization to find the minimum of the system.
Parameters
----------
......@@ -104,7 +102,7 @@ class QuasiNewtonMinimizer(Loggable, object):
Returns
-------
x : field
x : Field
Latest `energy` of the minimization.
convergence : integer
Latest convergence level indicating whether the minimization
......
......@@ -51,12 +51,26 @@ class RelaxedNewton(QuasiNewtonMinimizer):
self.line_searcher.prefered_initial_step_size = 1.
def _get_descend_direction(self, energy):
""" Calculates the descent direction according to a Newton scheme.
The descent direction is determined by weighting the gradient at the
current parameter position with the inverse local curvature, provided by the
Energy object.
Parameters
----------
energy : Energy
The energy object providing implementations of the to be minimized function,
its gradient and curvature.
Returns
-------
out : Field
Returns the descent direction with proposed step length. In a quadratic
potential this corresponds to the optimal step.
"""
gradient = energy.gradient
curvature = energy.curvature
descend_direction = curvature.inverse_times(gradient)
return descend_direction * -1
#norm = descend_direction.norm()
# if norm != 1:
# return descend_direction / -norm
# else:
# return descend_direction * -1
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