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//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++//
// ALGORITMO DE POWELL (DIRECCIONES CONJUGADAS) //
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++//
package xfuzzy.xfsl.algorithm;
import xfuzzy.xfsl.*;
import xfuzzy.lang.*;
public class Powell extends XfslAlgorithm {
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++//
// MIEMBROS PRIVADOS //
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++//
private double tol;
private int limit;
private int iter;
private double[][] dirset;
private XfslEvaluation lasteval;
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++//
// CONSTRUCTORES //
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++//
public Powell() {
this.tol = -1;
this.limit = -1;
this.iter = 0;
}
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++//
// METODOS PUBLICOS //
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++//
//-------------------------------------------------------------//
// Devuelve el codigo de identificacion del algoritmo //
//-------------------------------------------------------------//
public int getCode() {
return POWELL;
}
//-------------------------------------------------------------//
// 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[0];
return opt;
}
//-------------------------------------------------------------//
// Ejecuta una iteracion del algoritmo //
//-------------------------------------------------------------//
public XfslEvaluation iteration(Specification spec, XfslPattern pattern,
XfslErrorFunction ef) throws XflException {
Parameter[] param = spec.getAdjustable();
if(init) {
init = false;
iter = 0;
dirset = new double[param.length][param.length];
for(int i=0; i<dirset.length; i++) dirset[i][i] = 1.0;
lasteval = ef.evaluate(spec,pattern,1.0);
}
iter++;
if(iter == param.length) {
iter = 0;
for(int i=0; i<dirset.length; i++) dirset[i][i] = 1.0;
for(int i=0; i<param.length-1; i++)
for(int j=i+1; j<param.length; j++) {
dirset[i][j] = 0.0;
dirset[j][i] = 0.0;
}
}
OptimizingFunction function = new OptimizingFunction(spec,pattern,ef);
double[] pt = new double[param.length];
for(int i=0; i<param.length; i++) pt[i] = param[i].value;
XfslEvaluation neweval = lasteval;
for(int i=0; i<dirset.length; i++)
neweval = function.linmin(dirset[i],neweval,tol,limit);
for(int i=0; i<param.length-1; i++)
for(int j=0; j<param.length; j++)
dirset[i][j] = dirset[i+1][j];
for(int i=0; i<param.length; i++)
dirset[param.length-1][i] = param[i].value - pt[i];
neweval = function.linmin(dirset[param.length-1],neweval,tol,limit);
neweval.var = (lasteval.error - neweval.error)/lasteval.error;
lasteval = neweval;
return lasteval;
}
}