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ift
NIFTy
Commits
5ee3f23d
Commit
5ee3f23d
authored
Jul 19, 2017
by
Martin Reinecke
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re-introduce higher-order interpolation
parent
6e71f1e8
Pipeline
#15150
passed with stage
in 6 minutes and 19 seconds
Changes
1
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26 additions
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4 deletions
+26
-4
nifty/minimization/line_searching/line_search_strong_wolfe.py
...y/minimization/line_searching/line_search_strong_wolfe.py
+26
-4
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nifty/minimization/line_searching/line_search_strong_wolfe.py
View file @
5ee3f23d
...
...
@@ -234,15 +234,33 @@ class LineSearchStrongWolfe(LineSearch):
cubic_delta
=
0.2
# cubic
quad_delta
=
0.1
# quadratic
phiprime_alphaj
=
0.
# initialize the most recent versions (j-1) of phi and alpha
#alpha_recent = None
#phi_recent = None
assert
phi_lo
<=
phi_0
+
self
.
c1
*
alpha_lo
*
phiprime_0
assert
phiprime_lo
*
(
alpha_hi
-
alpha_lo
)
<
0.
for
i
in
xrange
(
max_iterations
):
#assert phi_lo <= phi_0 + self.c1*alpha_lo*phiprime_0
#assert phiprime_lo*(alpha_hi-alpha_lo)<0.
delta_alpha
=
alpha_hi
-
alpha_lo
if
delta_alpha
<
0
:
a
,
b
=
alpha_hi
,
alpha_lo
else
:
a
,
b
=
alpha_lo
,
alpha_hi
# Try cubic interpolation
if
i
>
0
:
cubic_check
=
cubic_delta
*
delta_alpha
alpha_j
=
self
.
_cubicmin
(
alpha_lo
,
phi_lo
,
phiprime_lo
,
alpha_hi
,
phi_hi
,
alpha_recent
,
phi_recent
)
# If cubic was not successful or not available, try quadratic
if
(
i
==
0
)
or
(
alpha_j
is
None
)
or
(
alpha_j
>
b
-
cubic_check
)
or
\
(
alpha_j
<
a
+
cubic_check
):
quad_check
=
quad_delta
*
delta_alpha
alpha_j
=
self
.
_quadmin
(
alpha_lo
,
phi_lo
,
phiprime_lo
,
alpha_hi
,
phi_hi
)
# If quadratic was not successful, try bisection
if
(
alpha_j
is
None
)
or
(
alpha_j
>
b
-
quad_check
)
or
\
(
alpha_j
<
a
+
quad_check
):
alpha_j
=
alpha_lo
+
0.5
*
delta_alpha
# Check if the current value of alpha_j is already sufficient
...
...
@@ -253,6 +271,7 @@ class LineSearchStrongWolfe(LineSearch):
# by alpha_j
if
(
phi_alphaj
>
phi_0
+
self
.
c1
*
alpha_j
*
phiprime_0
)
or
\
(
phi_alphaj
>=
phi_lo
):
alpha_recent
,
phi_recent
=
alpha_hi
,
phi_hi
alpha_hi
,
phi_hi
=
alpha_j
,
phi_alphaj
else
:
phiprime_alphaj
=
le_alphaj
.
directional_derivative
...
...
@@ -264,7 +283,10 @@ class LineSearchStrongWolfe(LineSearch):
break
# If not, check the sign of the slope
if
phiprime_alphaj
*
delta_alpha
>=
0
:
alpha_recent
,
phi_recent
=
alpha_hi
,
phi_hi
alpha_hi
,
phi_hi
=
alpha_lo
,
phi_lo
else
:
alpha_recent
,
phi_recent
=
alpha_lo
,
phi_lo
# Replace alpha_lo by alpha_j
(
alpha_lo
,
phi_lo
,
phiprime_lo
)
=
(
alpha_j
,
phi_alphaj
,
phiprime_alphaj
)
...
...
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