//todo: remove it later, not efective
private float FindMinObjParallel2(float GMax, int i, float[] Q_i, SortedNVal minIdx)
{
// object lockObj = new object();
float GMax2Tmp = -INF;
//
Parallel.For(0, active_size, () => new Pair <float, Pair <int, float> >(-INF, new Pair <int, float>(-1, INF)),
(j, loopState, maxMinPair) =>
{
if (y[j] == +1)
{
if (!is_lower_bound(j))
{
float grad_diff = GMax + G[j];
if (G[j] >= maxMinPair.First)
{
maxMinPair.First = G[j];
}
if (grad_diff > 0)
{
float obj_diff;
float quad_coef = (float)(Q_i[i] + QD[j] - 2.0 * y[i] * Q_i[j]);
if (quad_coef > 0)
{
obj_diff = -(grad_diff * grad_diff) / quad_coef;
}
else
{
obj_diff = (float)(-(grad_diff * grad_diff) / 1e-12);
}
if (obj_diff < maxMinPair.Second.Second)
{
maxMinPair.Second.First = j;
maxMinPair.Second.Second = obj_diff;
}
}
}
}
else
{
if (!is_upper_bound(j))
{
float grad_diff = GMax - G[j];
if (-G[j] >= maxMinPair.First)
{
maxMinPair.First = -G[j];
}
if (grad_diff > 0)
{
float obj_diff;
float quad_coef = (float)(Q_i[i] + QD[j] + 2.0 * y[i] * Q_i[j]);
if (quad_coef > 0)
{
obj_diff = -(grad_diff * grad_diff) / quad_coef;
}
else
{
obj_diff = (float)(-(grad_diff * grad_diff) / 1e-12);
}
if (obj_diff < maxMinPair.Second.Second)
{
maxMinPair.Second.First = j;
maxMinPair.Second.Second = obj_diff;
}
}
}
}
//if (maxMinPair.Second.First == -1)
// return null;
return(maxMinPair);
},
(maxMinPair) =>
{
if (maxMinPair != null && maxMinPair.Second.First != -1)
{
lock (lockObj)
{
if (GMax2Tmp < maxMinPair.First)
{
GMax2Tmp = maxMinPair.First;
}
minIdx.Add(maxMinPair.Second.First, maxMinPair.Second.Second);
}
}
}
);
return(GMax2Tmp);
}
private float FindMinObjSeq(float GMax, float GMax2, int i, float[] Q_i, SortedNVal minIdx)
{
for (int j = 0; j < active_size; j++)
{
if (y[j] == +1)
{
if (!is_lower_bound(j))
{
float grad_diff = GMax + G[j];
if (G[j] >= GMax2)
{
GMax2 = G[j];
}
if (grad_diff > 0)
{
float obj_diff;
float quad_coef = (float)(Q_i[i] + QD[j] - 2.0 * y[i] * Q_i[j]);
if (quad_coef > 0)
{
obj_diff = -(grad_diff * grad_diff) / quad_coef;
}
else
{
obj_diff = (float)(-(grad_diff * grad_diff) / 1e-12);
}
minIdx.Add(j, obj_diff);
//if (obj_diff < obj_diff_Min) //previous "<="
//{
// GMin_idx = j;
// obj_diff_Min = obj_diff;
// // minSecIdx.Add(new KeyValuePair<int, float>(j, obj_diff_Min));
//}
//else if (obj_diff_Min < obj_diff_NMin)
//{
// // minSecIdx.Add(new KeyValuePair<int, float>(j, obj_diff));
//}
//else continue;
}
//else continue;
}
//else continue;
}
else
{
if (!is_upper_bound(j))
{
float grad_diff = GMax - G[j];
if (-G[j] >= GMax2)
{
GMax2 = -G[j];
}
if (grad_diff > 0)
{
float obj_diff;
float quad_coef = (float)(Q_i[i] + QD[j] + 2.0 * y[i] * Q_i[j]);
if (quad_coef > 0)
{
obj_diff = -(grad_diff * grad_diff) / quad_coef;
}
else
{
obj_diff = (float)(-(grad_diff * grad_diff) / 1e-12);
}
minIdx.Add(j, obj_diff);
//if (obj_diff < obj_diff_Min)
//{
// GMin_idx = j;
// obj_diff_Min = obj_diff;
// //minSecIdx.Add(new KeyValuePair<int, float>(j, obj_diff_Min));
//}
//else if (obj_diff < obj_diff_NMin)
//{
// minSecIdx.Add(new KeyValuePair<int, float>(j, obj_diff));
//}
//else continue;
}
//else continue;
}
//else continue;
}
//if (minSecIdx.Count > pairsCount)
//{
// var minPair = minSecIdx.Min;
// minSecIdx.Remove(minPair);
// obj_diff_NMin = minPair.Value;
//}
}
return(GMax2);
}
private float FindMinObjParallel(float GMax, OrderablePartitioner <Tuple <int, int> > rangePart, int i, float[] Q_i, SortedNVal minIdx)
{
float GMax2Tmp = -INF;
//todo: to many allocation, use range partitioner
Parallel.ForEach(rangePart, () => new Pair <float, Pair <int, float> >(-INF, new Pair <int, float>(-1, INF)),
(range, loopState, maxMinPair) =>
{
int endRange = range.Item2;
for (int j = range.Item1; j < endRange; j++)
{
if (y[j] == +1)
{
if (!is_lower_bound(j))
{
float grad_diff = GMax + G[j];
if (G[j] >= maxMinPair.First)
{
maxMinPair.First = G[j];
}
if (grad_diff > 0)
{
float obj_diff;
float quad_coef = (float)(Q_i[i] + QD[j] - 2.0 * y[i] * Q_i[j]);
if (quad_coef > 0)
{
obj_diff = -(grad_diff * grad_diff) / quad_coef;
}
else
{
obj_diff = (float)(-(grad_diff * grad_diff) / 1e-12);
}
if (obj_diff < maxMinPair.Second.Second)
{
maxMinPair.Second.First = j;
maxMinPair.Second.Second = obj_diff;
}
}
}
}
else
{
if (!is_upper_bound(j))
{
float grad_diff = GMax - G[j];
if (-G[j] >= maxMinPair.First)
{
maxMinPair.First = -G[j];
}
if (grad_diff > 0)
{
float obj_diff;
float quad_coef = (float)(Q_i[i] + QD[j] + 2.0 * y[i] * Q_i[j]);
if (quad_coef > 0)
{
obj_diff = -(grad_diff * grad_diff) / quad_coef;
}
else
{
obj_diff = (float)(-(grad_diff * grad_diff) / 1e-12);
}
if (obj_diff < maxMinPair.Second.Second)
{
maxMinPair.Second.First = j;
maxMinPair.Second.Second = obj_diff;
}
}
}
}
}
return(maxMinPair);
},
(maxMinPair) =>
{
lock (lockObj)
{
if (GMax2Tmp < maxMinPair.First)
{
GMax2Tmp = maxMinPair.First;
}
//todo: in this solver we use only one value and index,
minIdx.Add(maxMinPair.Second.First, maxMinPair.Second.Second);
}
}
);
return(GMax2Tmp);
}
// return 1 if already optimal, return 0 otherwise
int select_working_set(int[] working_set, int pairsCount)
{
// return i,j such that
// i: Maximizes -y_i * grad(f)_i, i in I_up(\alpha)
// j: mimimizes the decrease of obj value
// (if quadratic coefficeint <= 0, replace it with tau)
// -y_j*grad(f)_j < -y_i*grad(f)_i, j in I_low(\alpha)
float GMax = -INF;
// float GNMax = -INF;
float GMax2 = -INF;
int GMax_idx = -1;
int GMin_idx = -1;
//float obj_diff_Min = INF;
//float obj_diff_NMin = INF;
#region find max i
Pair <int, float> maxPair = new Pair <int, float>(-1, -INF);
//todo: move it up to class field, in this solver active_size is constant
var partition = Partitioner.Create(0, active_size);
#region Find Max pair in parallel
Parallel.ForEach(partition, () => new Pair <int, float>(-1, -INF),
(range, loopState, localMax) =>
{
int endRange = range.Item2;
for (int t = range.Item1; t < endRange; t++)
{
if (y[t] == +1)
{
if (!is_upper_bound(t))
{
if (-G[t] > localMax.Second) //wcześniej było większe lub równe
{
localMax.First = t;
localMax.Second = -G[t];
}
}
}
else
{
if (!is_lower_bound(t))
{
if (G[t] > localMax.Second) //wcześniej było >=
{
localMax.First = t;
localMax.Second = G[t];
}
}
}
}
return(localMax);
},
(localMax) =>
{
lock (lockObj)
{
if (localMax.Second > maxPair.Second)
{
maxPair = localMax;
}
}
}
);
#endregion
GMax = maxPair.Second;
GMax_idx = maxPair.First;
#region original sequential find max
//for (int t = 0; t < active_size; t++)
//{
// if (y[t] == +1)
// {
// if (!is_upper_bound(t))
// {
// if (-G[t] > GMax) //wcześniej było większe lub równe
// {
// GMax = -G[t];
// GMax_idx = t;
// }
// }
// }
// else
// {
// if (!is_lower_bound(t))
// {
// if (G[t] > GMax) //wcześniej było >=
// {
// GMax = G[t];
// GMax_idx = t;
// }
// }
// }
//}
#endregion
#endregion
int i = GMax_idx;
float[] Q_i = null;
if (i != -1) // null Q_i not accessed: GMax=-INF if i=-1
{
Q_i = Q.GetQ(i, active_size);
}
//todo: sorted N values, for this solver we need only one value, not "pairsCount" which is equal number of cores
//find min
SortedNVal minIdx = new SortedNVal(pairsCount, SortedNVal.SortMode.Asc);
GMax2 = FindMinObjParallel(GMax, partition, i, Q_i, minIdx);
//GMax2 = FindMinObjParallel2(GMax, i, Q_i, minIdx);
//GMax2 = FindMinObjSeq(GMax, GMax2, i, Q_i, minIdx);
if (GMax + GMax2 < EPS)
{
return(1);
}
if (minIdx.Count > 0)
{
GMin_idx = minIdx.ToArray()[0].Key;
}
else
{
GMin_idx = -1;
}
working_set[0] = GMax_idx;
working_set[1] = GMin_idx;
return(0);
}
