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//--------------------------------------------------------------------------------//
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++//
// ALGORITMO GRADIENTE CONJUGADO //
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++//
package xfuzzy.xfsl.algorithm;
import xfuzzy.xfsl.*;
import xfuzzy.lang.*;
public class Conjugate extends XfslAlgorithm {
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++//
// MIEMBROS PRIVADOS //
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++//
private double[] last_p;
private int iter;
private double tol;
private int limit;
private ConjugateMethodOption method;
private DerivativeOption derivative;
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++//
// CONSTRUCTOR //
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++//
public Conjugate() {
this.iter = 0;
this.tol = -1;
this.limit = -1;
this.method = new ConjugateMethodOption();
this.derivative = new DerivativeOption();
}
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++//
// METODOS PUBLICOS //
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++//
//-------------------------------------------------------------//
// Devuelve el codigo de identificacion del algoritmo //
//-------------------------------------------------------------//
public int getCode() {
return CONJUGATE;
}
//-------------------------------------------------------------//
// Actualiza los parametros de configuracion del algoritmo //
//-------------------------------------------------------------//
public void setParameters(double[] param) throws XflException {
if(param.length != 2) throw new XflException(26);
tol = test(param[0], REDUCE);
limit = (int) test(param[1], INTEGER);
}
//-------------------------------------------------------------//
// Obtiene los parametros de configuracion del algoritmo //
//-------------------------------------------------------------//
public XfslAlgorithmParam[] getParams() {
XfslAlgorithmParam[] pp = new XfslAlgorithmParam[2];
pp[0] = new XfslAlgorithmParam(tol, REDUCE, "Line-search Tolerance");
pp[1] = new XfslAlgorithmParam(limit, INTEGER, "Search Iteration Limit");
return pp;
}
//-------------------------------------------------------------//
// Obtiene las opciones de configuracion del algoritmo //
//-------------------------------------------------------------//
public XfslAlgorithmOption[] getOptions() {
XfslAlgorithmOption[] opt = new XfslAlgorithmOption[2];
opt[0] = method;
opt[1] = derivative;
return opt;
}
//-------------------------------------------------------------//
// Ejecuta una iteracion del algoritmo //
//-------------------------------------------------------------//
public XfslEvaluation iteration(Specification spec, XfslPattern pattern,
XfslErrorFunction ef) throws XflException {
XfslEvaluation prev = derivative.compute(spec,pattern,ef);
OptimizingFunction function = new OptimizingFunction(spec,pattern,ef);
Parameter[] param = spec.getAdjustable();
double[] pt = new double[param.length];
for(int i=0; i<param.length; i++) pt[i] = param[i].value;
boolean reset = false;
if(init) { init = false; iter = 0; reset = true;} else iter++;
if(iter == param.length) { reset = true; iter = 0; }
double[] g = new double[param.length];
for(int i=0; i<param.length; i++) g[i] = -param[i].getDeriv();
double[] p;
if(reset) p = g; else p = searchDirection(param,last_p);
XfslEvaluation eval = function.linmin(p,prev,tol,limit);
for(int i=0; i<param.length; i++) {
param[i].setPrevDesp(param[i].value - pt[i]);
param[i].setPrevDeriv(-g[i]);
param[i].setDeriv(0);
}
last_p = p;
return eval;
}
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++//
// METODOS PRIVADOS //
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++//
//-------------------------------------------------------------//
// Calcula la direccion conjugada //
//-------------------------------------------------------------//
private double[] searchDirection(Parameter[] param, double[] p) {
switch(method.beta) {
case ConjugateMethodOption.POLAK: return Polak_Ribiere(param,p);
case ConjugateMethodOption.FLETCHER: return Fletcher_Reeves(param,p);
case ConjugateMethodOption.HESTENES: return Hestenes_Stiefel(param,p);
default: return One_step_secant(param);
}
}
//-------------------------------------------------------------//
// Direccion conjugada de Polak-Ribiere //
//-------------------------------------------------------------//
private double[] Polak_Ribiere(Parameter[] param, double[] p) {
double[] d = new double[param.length];
double num=0, den=0;
for(int i=0; i<param.length; i++) {
double g = param[i].getDeriv();
double pg = param[i].getPrevDeriv();
num += (g-pg)*g;
den += pg*pg;
}
double B = num/den;
for(int i=0; i<param.length; i++) d[i] = -param[i].getDeriv() + B*p[i];
return d;
}
//-------------------------------------------------------------//
// Direccion conjugada de Fletcher-Reeves //
//-------------------------------------------------------------//
private double[] Fletcher_Reeves(Parameter[] param, double[] p) {
double[] d = new double[param.length];
double num=0, den=0;
for(int i=0; i<param.length; i++) {
double g = param[i].getDeriv();
double pg = param[i].getPrevDeriv();
num += g*g;
den += pg*pg;
}
double B = num/den;
for(int i=0; i<param.length; i++) d[i] = -param[i].getDeriv() + B*p[i];
return d;
}
//-------------------------------------------------------------//
// Direccion conjugada de Hestenes-Stiefel //
//-------------------------------------------------------------//
private double[] Hestenes_Stiefel(Parameter[] param,double[] p) {
double[] d = new double[param.length];
double num=0, den=0;
for(int i=0; i<param.length; i++) {
double g = param[i].getDeriv();
double y = g - param[i].getPrevDeriv();
num += y*g;
den += y*p[i];
}
double B = (den == 0? 0 : num/den);
for(int i=0; i<param.length; i++) d[i] = -param[i].getDeriv() + B*p[i];
return d;
}
//-------------------------------------------------------------//
// Direccion conjugada del metodo One_step_secant //
//-------------------------------------------------------------//
private double[] One_step_secant(Parameter[] param) {
double[] d = new double[param.length];
double yy=0, sy=0, sg=0, yg=0;
for(int i=0; i<param.length; i++) {
double g = param[i].getDeriv();
double y = g - param[i].getPrevDeriv();
double s = param[i].getPrevDesp();
yy += y*y;
sy += s*y;
sg += s*g;
yg += y*g;
}
double A = -(1 + yy/sy)*sg/sy + yg/sy;
double B = sg/sy;
for(int i=0; i<param.length; i++) {
double g = param[i].getDeriv();
double y = g - param[i].getPrevDeriv();
double s = param[i].getPrevDesp();
d[i] = -g + A*s + B*y;
}
return d;
}
}