public override IOperation Apply()
{
double[] initialPoint = Point.ToArray();
int n = initialPoint.Length;
alglib.minlbfgs.minlbfgsstate state = new alglib.minlbfgs.minlbfgsstate();
if (ApproximateGradients.Value)
{
alglib.minlbfgs.minlbfgscreatef(n, Math.Min(n, 10), initialPoint, 1E-5, state);
}
else
{
alglib.minlbfgs.minlbfgscreate(n, Math.Min(n, 10), initialPoint, state);
}
alglib.minlbfgs.minlbfgssetcond(state, 0.0, 0, 0, Iterations.Value);
alglib.minlbfgs.minlbfgssetxrep(state, true);
if (GradientStepSizeParameter.ActualValue != null && GradientStepSizeParameter.ActualValue.Value > 0)
{
alglib.minlbfgs.minlbfgssetgradientcheck(state, GradientStepSizeParameter.ActualValue.Value);
}
PointParameter.ActualValue = new RealVector(initialPoint);
StateParameter.ActualValue = new LbfgsState(state);
return(base.Apply());
}
private LbfgsState(LbfgsState original, Cloner cloner)
: base(original, cloner)
{
this.state = new alglib.minlbfgs.minlbfgsstate();
this.state.autobuf = CopyArray(original.state.autobuf);
this.state.d = CopyArray(original.state.d);
this.state.denseh = CopyArray(original.state.denseh);
this.state.diagh = CopyArray(original.state.diagh);
this.state.diffstep = original.state.diffstep;
this.state.epsf = original.state.epsf;
this.state.epsg = original.state.epsg;
this.state.epsx = original.state.epsx;
this.state.f = original.state.f;
this.state.fbase = original.state.fbase;
this.state.fm1 = original.state.fm1;
this.state.fm2 = original.state.fm2;
this.state.fold = original.state.fold;
this.state.fp1 = original.state.fp1;
this.state.fp2 = original.state.fp1;
this.state.g = CopyArray(original.state.g);
this.state.gammak = original.state.gammak;
this.state.k = original.state.k;
this.state.lstate.brackt = original.state.lstate.brackt;
this.state.lstate.dg = original.state.lstate.dg;
this.state.lstate.dginit = original.state.lstate.dginit;
this.state.lstate.dgm = original.state.lstate.dgm;
this.state.lstate.dgtest = original.state.lstate.dgtest;
this.state.lstate.dgx = original.state.lstate.dgx;
this.state.lstate.dgxm = original.state.lstate.dgxm;
this.state.lstate.dgy = original.state.lstate.dgy;
this.state.lstate.dgym = original.state.lstate.dgym;
this.state.lstate.finit = original.state.lstate.finit;
this.state.lstate.fm = original.state.lstate.fm;
this.state.lstate.ftest1 = original.state.lstate.ftest1;
this.state.lstate.fx = original.state.lstate.fx;
this.state.lstate.fxm = original.state.lstate.fxm;
this.state.lstate.fy = original.state.lstate.fy;
this.state.lstate.fym = original.state.lstate.fym;
this.state.lstate.infoc = original.state.lstate.infoc;
this.state.lstate.stage1 = original.state.lstate.stage1;
this.state.lstate.stmax = original.state.lstate.stmax;
this.state.lstate.stmin = original.state.lstate.stmin;
this.state.lstate.stx = original.state.lstate.stx;
this.state.lstate.sty = original.state.lstate.sty;
this.state.lstate.width = original.state.lstate.width;
this.state.lstate.width1 = original.state.lstate.width1;
this.state.lstate.xtrapf = original.state.lstate.xtrapf;
this.state.m = original.state.m;
this.state.maxits = original.state.maxits;
this.state.mcstage = original.state.mcstage;
this.state.n = original.state.n;
this.state.needf = original.state.needf;
this.state.needfg = original.state.needfg;
this.state.nfev = original.state.nfev;
this.state.p = original.state.p;
this.state.prectype = original.state.prectype;
this.state.q = original.state.q;
this.state.repiterationscount = original.state.repiterationscount;
this.state.repnfev = original.state.repnfev;
this.state.repterminationtype = original.state.repterminationtype;
this.state.rho = CopyArray(original.state.rho);
this.state.rstate.ba = CopyArray(original.state.rstate.ba);
this.state.rstate.ca = CopyArray(original.state.rstate.ca);
this.state.rstate.ia = CopyArray(original.state.rstate.ia);
this.state.rstate.ra = CopyArray(original.state.rstate.ra);
this.state.rstate.stage = original.state.rstate.stage;
this.state.s = CopyArray(original.state.s);
this.state.sk = CopyArray(original.state.sk);
this.state.stp = original.state.stp;
this.state.stpmax = original.state.stpmax;
this.state.theta = CopyArray(original.state.theta);
this.state.trimthreshold = original.state.trimthreshold;
this.state.work = CopyArray(original.state.work);
this.state.x = CopyArray(original.state.x);
this.state.xrep = original.state.xrep;
this.state.xupdated = original.state.xupdated;
this.state.yk = CopyArray(original.state.yk);
}
private LbfgsState(bool deserializing)
: base(deserializing)
{
state = new alglib.minlbfgs.minlbfgsstate();
}
public LbfgsState(alglib.minlbfgs.minlbfgsstate state)
: base()
{
this.state = state;
}
public override IOperation Apply() {
double[] initialPoint = Point.ToArray();
int n = initialPoint.Length;
alglib.minlbfgs.minlbfgsstate state = new alglib.minlbfgs.minlbfgsstate();
if (ApproximateGradients.Value) {
alglib.minlbfgs.minlbfgscreatef(n, Math.Min(n, 10), initialPoint, 1E-5, state);
} else {
alglib.minlbfgs.minlbfgscreate(n, Math.Min(n, 10), initialPoint, state);
}
alglib.minlbfgs.minlbfgssetcond(state, 0.0, 0, 0, Iterations.Value);
alglib.minlbfgs.minlbfgssetxrep(state, true);
if (GradientStepSizeParameter.ActualValue != null && GradientStepSizeParameter.ActualValue.Value > 0)
alglib.minlbfgs.minlbfgssetgradientcheck(state, GradientStepSizeParameter.ActualValue.Value);
PointParameter.ActualValue = new RealVector(initialPoint);
StateParameter.ActualValue = new LbfgsState(state);
return base.Apply();
}
private LbfgsState(StorableConstructorFlag _) : base(_)
{
state = new alglib.minlbfgs.minlbfgsstate();
}