def check_conjugacy(g_new, g_old):
return abs(dot(g_new, g_old) / dot(g_new, g_new))
def check_descent(p_new, g_new):
return dot(p_new, g_new) / dot(g_new, g_new)
def fletcher_reeves(g_new, g_old, precond=lambda x : x):
num = dot(precond(g_new), g_new)
den = dot(g_old, g_old)
beta = num/den
return beta
def pollak_ribere(g_new, g_old, precond=lambda x : x):
num = dot(precond(g_new), g_new-g_old)
den = dot(g_old, g_old)
beta = num/den
return beta
def check_conjugacy(g_new, g_old):
return abs(dot(g_new, g_old) / dot(g_new, g_new))
def pollak_ribere(g_new, g_old, precond=lambda x: x):
num = dot(precond(g_new), g_new - g_old)
den = dot(g_old, g_old)
beta = num / den
return beta
def fletcher_reeves(g_new, g_old, precond=lambda x: x):
num = dot(precond(g_new), g_new)
den = dot(g_old, g_old)
beta = num / den
return beta
def check_descent(p_new, g_new):
return dot(p_new, g_new) / dot(g_new, g_new)
def __call__(self):
""" Returns SRVM search direction
"""
self.iter += 1
unix.cd(self.path)
g = self.load('g_new')
if self.iter == 1:
ShatT_ghat = g
self.save('ShatT_ghat', g)
print 'max(ShatT_ghat)', max(ShatT_ghat)
return -g, 0
elif self.iter > self.maxiter:
print 'restarting SRVM... [periodic restart]'
self.restart()
return -g, 1
mu = self.loadtxt('alpha')
g_old = self.load('g_old')
print 'max(g_old-g)', max(g_old - g)
dghat = g - g_old
yhat = mu * g_old + dghat
kk = self.iter - 1
w = self.update(yhat, kk - 1, 1)
self.save('w', w)
unix.mv('w', 'w_%04d' % kk)
print 'max(w)', max(w)
ShatT_ghat = self.load('ShatT_ghat')
#print 'max(ShatT_ghat)',max(ShatT_ghat)
belta = w - mu * ShatT_ghat
a = dot(w, belta)
b = dot(w, w)
nu = self.srvm_nu(a, b)
self.savetxt('a', a)
unix.mv('a', 'a_%04d' % kk)
self.savetxt('nu', nu)
unix.mv('nu', 'nu_%04d' % kk)
ShatT_ghat = self.update(g, kk, 1)
q = self.update(ShatT_ghat, kk, 0)
#q = -q
self.save('ShatT_ghat', ShatT_ghat)
print 'max(g)', max(g)
print 'max(q)', max(q)
status = self.check_status(g, q)
print 'status', status
#status = 0
if status != 0:
self.restart()
return -g, status
else:
return -q, status
