Beispiel #1
0
	def __init__(self, function, debug=0, fstop=None, maxiter=None, 
					reflect=1.0, expand=1.2, outerContract=0.5, innerContract=-0.5, shrink=0.25, 
					reltol=1e-15, ftol=1e-15, xtol=1e-9, simplex=None, 
					lam=2.0, Lam=2.0**52, c=1e-6, tau_r=2.0**(-52), tau_a=1e-100):
		NelderMead.__init__(self, function, debug, fstop, maxiter, 
										reflect, expand, outerContract, innerContract, shrink, 
										reltol, ftol, xtol, simplex)
		
		# Simplex
		self.simplex=None
		
		# Side vector determinant
		self.logDet=None
		
		# Grid origin and scaling
		self.z=None
		self.Delta=None
		
		# Side length bounds wrt. grid 
		self.lam=lam
		self.Lam=Lam
		
		# Simplex shape lower bound
		self.c=c
		
		# Grid continuity bound (relative and absolute)
		self.tau_r=tau_r
		self.tau_a=tau_a
Beispiel #2
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	def __init__(self, function, debug=0, fstop=None, maxiter=None, 
					reflect=1.0, expand=2.0, outerContract=0.5, innerContract=-0.5, shrink=0.5, 
					reltol=1e-15, ftol=1e-15, xtol=1e-9, simplex=None, 
					kappa=4.0, K0=1e3, N0=100.0, nu=4.5, tau=1e-18):
		NelderMead.__init__(self, function, debug, fstop, maxiter, 
										reflect, expand, outerContract, innerContract, shrink, 
										reltol, ftol, xtol, simplex)
		
		# Simplex
		self.simplex=None
		self.simplexf=None
		self.simpelxmoves=None
		
		# log(n! det([v])) where [v] are the n side vectors
		# arranged as columns of a matrix
		self.logDet=None
				
		# Algorithm parameters 
		self.kappa=kappa
		self.K0=K0
		self.N0=N0
		self.nu=nu
		self.tau=tau
		
		# Dependent parameters
		self.N=None
		self.h=None
		self.epsilon=None
Beispiel #3
0
	def __init__(self, function, debug=0, fstop=None, maxiter=None, 
					reflect=1.0, expand=1.2, outerContract=0.5, innerContract=-0.5, shrink=0.25, 
					reltol=1e-15, ftol=1e-15, xtol=1e-9, simplex=None, 
					lam=2.0, Lam=2.0**52, psi=1e-6, tau_r=2.0**(-52), tau_a=1e-100, 
					originalGrid=False, gridRestrainInitial=False):
		NelderMead.__init__(self, function, debug, fstop, maxiter, 
										reflect, expand, outerContract, innerContract, shrink, 
										reltol, ftol, xtol, simplex)
		
		# Simplex
		self.simplex=None
		
		# Grid origin and scaling
		self.z=None
		self.Delta=None
		
		# Side length bounds wrt. grid 
		self.lam=lam
		self.Lam=Lam
		
		# Simplex shape lower bound
		self.psi=1e-6
		
		# Grid continuity bound (relative and absolute)
		self.tau_r=tau_r
		self.tau_a=tau_a
		
		# Create initial grid with the procedure described in the paper
		self.originalGrid=originalGrid
		
		# Grid restrain initial simplex
		self.gridRestrainInitial=gridRestrainInitial
Beispiel #4
0
    def __init__(self,
                 function,
                 debug=0,
                 fstop=None,
                 maxiter=None,
                 reflect=1.0,
                 expand=1.2,
                 outerContract=0.5,
                 innerContract=-0.5,
                 shrink=0.25,
                 reltol=1e-15,
                 ftol=1e-15,
                 xtol=1e-9,
                 simplex=None,
                 lam=2.0,
                 Lam=2.0**52,
                 c=1e-6,
                 tau_r=2.0**(-52),
                 tau_a=1e-100):
        NelderMead.__init__(self, function, debug, fstop, maxiter, reflect,
                            expand, outerContract, innerContract, shrink,
                            reltol, ftol, xtol, simplex)

        # Simplex
        self.simplex = None

        # Side vector determinant
        self.logDet = None

        # Grid origin and scaling
        self.z = None
        self.Delta = None

        # Side length bounds wrt. grid
        self.lam = lam
        self.Lam = Lam

        # Simplex shape lower bound
        self.c = c

        # Grid continuity bound (relative and absolute)
        self.tau_r = tau_r
        self.tau_a = tau_a
Beispiel #5
0
    def __init__(self,
                 function,
                 debug=0,
                 fstop=None,
                 maxiter=None,
                 reflect=1.0,
                 expand=2.0,
                 outerContract=0.5,
                 innerContract=-0.5,
                 shrink=0.5,
                 reltol=1e-15,
                 ftol=1e-15,
                 xtol=1e-9,
                 simplex=None,
                 kappa=4.0,
                 K0=1e3,
                 N0=100.0,
                 nu=4.5,
                 tau=1e-18):
        NelderMead.__init__(self, function, debug, fstop, maxiter, reflect,
                            expand, outerContract, innerContract, shrink,
                            reltol, ftol, xtol, simplex)

        # Simplex
        self.simplex = None
        self.simplexf = None
        self.simpelxmoves = None

        # log(n! det([v])) where [v] are the n side vectors
        # arranged as columns of a matrix
        self.logDet = None

        # Algorithm parameters
        self.kappa = kappa
        self.K0 = K0
        self.N0 = N0
        self.nu = nu
        self.tau = tau

        # Dependent parameters
        self.N = None
        self.h = None
        self.epsilon = None