def getBFGS(cD, params_new, params_k, A_k):
s_vector = M.subVek(params_new, params_k)
y_vector = M.subVek(cV.gradPhi(params_new, cD), cV.gradPhi(params_k, cD))
# s_Matrix and y_Matix is a column, not a row, therefor copyTrans
s_Matrix = M.Matrix([s_vector]).copyTrans()
y_Matrix = M.Matrix([y_vector]).copyTrans()
dividend = A_k.mult(s_Matrix)
dividend = dividend.mult(dividend.copyTrans())
divisor = M.scal(s_vector, A_k.image(s_vector))
quotient = dividend
quotient.scale(1.0 / divisor)
rankOneMod = M.subMatrix(A_k, quotient)
dividend2 = y_Matrix.mult(y_Matrix.copyTrans())
# here could be a division through zero. If this occurence, then I should just translate params_new a liiiitle bit...
divisor2 = M.scal(y_vector, s_vector)
quotient = dividend2
#print( 'vectors are')
#print(y_vector)
#print( s_vector)
#print( cV.gradPhi(params_new , cD))
quotient.scale(1.0 / divisor2)
rankTwoMod = M.addMatrix(rankOneMod, quotient)
return rankTwoMod
def vizLowValue( cD , n , first_bound, second_bound , third_bound):
grid = pS.getGrid(n)
x_1 = []
y_1 = []
x_2 = []
y_2 = []
x_3 = []
y_3 = []
b = 0
d = 0
for point in grid:
while (True):
try:
value = cV.phi(point, cD)
if value <= first_bound:
x_1.append(point[0])
y_1.append(point[1])
else:
if value <= second_bound:
x_2.append(point[0])
y_2.append(point[1])
else:
if value <= third_bound:
x_3.append(point[0])
y_3.append(point[1])
if point[0] > b:
b = point[0]
if point[1] > d:
d = point[1]
break
except ZeroDivisionError:
# print('zero division at',pair)
break
mp.plot(x_1 , y_1 , 'go')
mp.plot(x_2 , y_2 , 'yo')
mp.plot(x_3, y_3, 'ro')
mp.axis( [ 0, b, 0, d ] )
# print(vertices)
mp.show()
if len(x_1) > 0 :
params = [ x_1[0] , y_1[0] ]
vertex = cV.gamma(cD, params)
print( ' Point near to result , gamma params , phi-value , gradient ')
print(vertex)
print( params)
print( cV.phi( params , cD ) )
print( cV.gradPhi( params , cD) )
if len(x_1) > 1 :
lastIndex = len( x_1 ) - 1
params = [x_1[lastIndex],y_1[lastIndex]]
print(' ANOTHER one is ')
vertex = cV.gamma(cD, params)
print(vertex)
print(params)
print(cV.phi(params, cD))
print(cV.gradPhi(params, cD))
def getPositiveGrad( grid , cD ):
result = []
gradNorm_result = math.inf
for point in grid:
while (True):
try:
scal_point = M.scal(cV.gradPhi( point , cD ), point)
gradNorm_point = M.norm(cV.gradPhi(point, cD))
if scal_point >= 0 and gradNorm_point < gradNorm_result:
result = point
gradNorm_result = gradNorm_point
break
except ZeroDivisionError:
# print('zero division at',pair)
break
return result
def coneVolumeDescendArmijo(cD, start, crease, efficiency, beta_1, beta_2):
result = start
n = 0
previous = [-1, -1]
print('gehe in while schleife ')
while (cV.phi(result, cD) > eps_descend):
if M.dist(previous, result) > minimalStep_descendArmijo:
previous[0] = result[0]
previous[1] = result[1]
d = M.scaleVek(-1, cV.gradPhi(result, cD))
#d = M.scaleVek( 1 / M.norm(d) , d )
alpha = sS.stepSizeArmijo(cD, result, d, crease, efficiency,
beta_1, beta_2)
result = M.addVek(result, M.scaleVek(alpha, d))
else:
print('versuche es mit BFGS und BFGSApprox')
result_1 = coneVolumeDescendBFGSApprox(cD, result, previous,
crease, efficiency, beta_1,
beta_2)
result_2 = coneVolumeDescendBFGS(cD, result, previous, crease,
efficiency, beta_1, beta_2)
if cV.phi(result_1, cD) < cV.phi(result_2, cD):
return result_1
else:
return result_2
n = n + 1
return result
def powellFunction_1(cD, params, d, step):
dividend = cV.phi(M.addScaleVek(params, step, d), cD) - cV.phi(params, cD)
divisor = step * M.scal(cV.gradPhi(params, cD), d)
if (step <= eps):
return 1
return dividend / divisor
def scalGradNormed( params , cD ):
v = params
w = cV.gradPhi( params , cD )
result = M.scal( w , v )
norm_1 = M.norm( v )
norm_2 = M.norm( w )
#if norm_2 * norm_1 == 0:
# return 0
return result / ( norm_1 * norm_2 )
def vizLowGrad( cD , n , first_bound, second_bound , third_bound):
grid = pS.getGrid(n)
x_1 = []
y_1 = []
x_2 = []
y_2 = []
x_3 = []
y_3 = []
b = 0
d = 0
for point in grid:
while (True):
try:
value = M.norm(cV.gradPhi(point, cD))
if value <= first_bound:
x_1.append(point[0])
y_1.append(point[1])
else:
if value <= second_bound:
x_2.append(point[0])
y_2.append(point[1])
else:
if value <= third_bound:
x_3.append(point[0])
y_3.append(point[1])
if point[0] > b:
b = point[0]
if point[1] > d:
d = point[1]
break
except ZeroDivisionError:
# print('zero division at',pair)
break
mp.plot(x_1 , y_1 , 'go')
mp.plot(x_2 , y_2 , 'yo')
mp.plot(x_3, y_3, 'ro')
mp.axis( [ 0, b, 0, d ] )
# print(vertices)
mp.show()
def coneVolumeDescendBFGS(cD, params_new, params_prev, crease, efficiency,
beta_1, beta_2):
A_k = M.idMatrix(2)
n = 0
while (cV.phi(params_new, cD) > eps_descend):
# ICH VERÄNDERE HIER MEIN CREASE...
crease = 0.000001 #cV.phi( params_new , cD) * 0.00000001
while (True):
try:
A_k = BFGS.getBFGS(cD, params_new, params_prev, A_k)
break
except ZeroDivisionError:
print('es geht nicht besser')
return params_new
break
antiGrad = M.scaleVek(-1, cV.gradPhi(params_new, cD))
d = A_k.lgsSolve(antiGrad)
d = M.scaleVek(1.0 / M.norm(d), d)
alpha = sS.stepSize_posGrad(
cD, params_new, d, n) # crease , efficiency , beta_1 , beta_2 )
d = M.scaleVek(alpha, d)
params_prev = [params_new[0], params_new[1]]
params_new = M.addVek(params_new, d)
if (M.dist(params_new, params_prev) < minimalStep_BFGS):
print(' distance is lower than minimalStep of BFGS ')
break
n = n + 1
return params_new
def powellFunction_2(cD, params, d, step):
v = cV.gradPhi(M.addScaleVek(params, step, d))
dividend = M.scal(v, d)
divisor = M.scal(cV.gradPhi(params, cD), d)
return dividend / divisor
def stepSizeArmijo(cD, point, d, crease, efficiency, beta_1, beta_2):
result = -efficiency * (M.scal(cV.gradPhi(point, cD), d) / (M.norm(d)**2))
while notEfficient(cD, point, d, result, crease):
result = beta_2 * result
return result
def notEfficient(cD, point, d, stepSize, crease):
v = M.addVek(point, M.scaleVek(stepSize, d))
upper_bound = cV.phi(point, cD) + crease * stepSize * M.scal(
cV.gradPhi(point, cD), d) / M.norm(d)
return cV.phi(v, cD) > upper_bound
def scalAbsGrad( params , cD ):
return math.fabs(M.scal( cV.gradPhi( params , cD ) , params ))
def scalGrad( params , cD ):
return M.scal( cV.gradPhi( params , cD ) , params )
import vizualization as v
polygon_test2 = [[2.673368179682499, 3.09152986544487],
[1.2086453601351808, 4.28111986768648],
[-1.1761317014903958, -0.022433820601322707],
[-3.4952312190856785, -4.881491593765966],
[0.789349380758395, -2.4687243187640626]]
cD = cV.getConeVol(polygon_test2)
params_now = [4.7, 1.6152821997297826]
print(cV.gamma(cD, params_now))
print(cV.phi(params_now, cD))
d = [
-0.2083940408151545, -0.9780449497608644
] # should come from a BFGS algorithm to test the efficiency of BFGS directions
grad = M.scaleVek(1.0 / M.norm(cV.gradPhi(params_now, cD)),
cV.gradPhi(params_now, cD))
grad_approx = cV.gradPhiApprox(params_now, cD, 0.00001)
stepSize = 1
params_next = M.addVek(params_now, M.scaleVek(stepSize, d))
v.visiualizeLowValueOnGrid(0.001, 0.00001, cD, params_now, 0.02405, 0.024059,
0.02406)
v.vizNiveauGradOnGrid(0.001, 0.00001, cD, params_now, d, 0.000001)
v.vizNiveauGradOnGrid(0.001, 0.00001, cD, params_now, grad, 0.000001)
v.vizNiveauGradOnGrid(0.001, 0.00001, cD, params_now, grad_approx, 0.000001)
n = 0
diff = (1 * cV.phi(params_now, cD)) - (1 * cV.phi(params_next, cD))
d = [-1, 2]
while (diff < 0):
stepSize = stepSize * 0.5
params_next = M.addVek(params_now, M.scaleVek(stepSize, d))
