public Trajectory GradientDescent()
{
var parameters = this.Parameters;
if (function == null || derivation == null || parameters == null)
{
throw new OperationCanceledException("Неможливо розпочати роботу. Не всі параметри вказано");
}
var curPoint = parameters.StartPoint;
var curBeta = parameters.Beta;
var staticBeta = curBeta;
double curAlpha = 0;
bool pointChanged = false;
Arguments antiGrad = derivation.GetAntiGradient(curPoint);
double functionInCurPoint = function.Calculate(curPoint);
double antiGradModule = antiGrad.Pow(2).GetSumm();
var allPoints = new Trajectory();
allPoints.Add(curPoint);
for (; ;)
{
if (pointChanged)
{
antiGrad = derivation.GetAntiGradient(curPoint);
functionInCurPoint = function.Calculate(curPoint);
antiGradModule = antiGrad.Pow(2).GetSumm();
}
Arguments nextPoint = curPoint + (antiGrad * curBeta);
double functionInNextPoint = function.Calculate(nextPoint);
if (!IsValidValue(antiGradModule))
{
return(allPoints);
}
//F(Xk)-F(xk=B*antigrad(xk))>=epsilon|antigrad(xk)|^2
double toTest = antiGradModule * (curBeta * parameters.Epsilon);
double toTestLeft = functionInCurPoint - functionInNextPoint;
if (toTestLeft >= toTest)
{
//add point it is normal
allPoints.Add(nextPoint);
double exitValue = (nextPoint - curPoint).GetModule();
if (exitValue < parameters.AccuracyEpsilon)
{
return(allPoints); //exit
}
else
{
curPoint = nextPoint;
// Increase step
Arguments antiGradNew = derivation.GetAntiGradient(curPoint);
antiGrad = antiGradNew;
bool calculated = false;
Arguments newValue = null;
double funcResultNew = 0;
Arguments oldValue = null;
double funcResultOld = 0;
for (; ;)
{
if (calculated)
{
oldValue = newValue;
funcResultOld = funcResultNew;
}
else
{
oldValue = curPoint + (antiGradNew * curBeta);
funcResultOld = function.Calculate(oldValue);
}
var nextInfinity = Double.IsInfinity(curBeta * parameters.M);
if (!nextInfinity)
{
curBeta = curBeta * parameters.M;
// Step is too big.
newValue = curPoint + (antiGradNew * curBeta);
funcResultNew = function.Calculate(newValue);
}
calculated = true;
if (nextInfinity || funcResultOld <= funcResultNew)
{
curBeta = curBeta / parameters.M;
staticBeta = curBeta;
pointChanged = true;
curPoint = curPoint + (antiGrad * curBeta);
curAlpha = 0;
break;
}
}
}
}
else
{
pointChanged = false;
if (curAlpha == 0)
{
curAlpha = parameters.Alpha;
}
else
{
curAlpha = curAlpha * curAlpha;
}
curBeta = staticBeta * curAlpha;
}
}
}
