/// <summary>
/// Returns true if the proved bound on the distance from the optimum,
/// normalized by the function value, is less than the tolerance
/// </summary>
/// <param name="state">current state of the optimizer</param>
/// <param name="message">value of criterion</param>
/// <returns>true if criterion is less than tolerance</returns>
public override bool Terminate(Optimizer.OptimizerState state, out string message)
{
var gradient = state.Grad;
Float gradientNormSquared = VectorUtils.NormSquared(gradient);
Float value = state.Value;
Float newBoundOnMin = value - (Float)0.5 * _sigmaSq * gradientNormSquared;
_bestBoundOnMin = Math.Max(_bestBoundOnMin, newBoundOnMin);
Float val = (value - _bestBoundOnMin) / Math.Abs(value);
message = string.Format("{0,0:0.0000e0}", val);
return(val < _tol);
}
public void ChangeDir()
{
if (_useCG)
{
Float newByNew = VectorUtils.NormSquared(_newGrad);
Float newByOld = VectorUtils.DotProduct(ref _newGrad, ref _grad);
Float oldByOld = VectorUtils.NormSquared(_grad);
Float betaPR = (newByNew - newByOld) / oldByOld;
Float beta = Math.Max(0, betaPR);
VectorUtils.ScaleBy(ref _dir, beta);
VectorUtils.AddMult(ref _newGrad, -1, ref _dir);
}
else
{
VectorUtils.ScaleInto(ref _newGrad, -1, ref _dir);
}
_newPoint.CopyTo(ref _point);
_newGrad.CopyTo(ref _grad);
_value = _newValue;
}
