#region License Information
/* HeuristicLab
* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
*
* This file is part of HeuristicLab.
*
* HeuristicLab is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* HeuristicLab is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with HeuristicLab. If not, see .
*/
#endregion
using System;
using System.Collections.Generic;
using System.Linq;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
namespace HeuristicLab.Algorithms.GradientDescent {
[StorableClass]
[Item("LbfgsState", "Internal state for the limited-memory BFGS optimization algorithm.")]
public sealed class LbfgsState : Item {
private alglib.minlbfgs.minlbfgsstate state;
public alglib.minlbfgs.minlbfgsstate State { get { return state; } }
[StorableConstructor]
private LbfgsState(bool deserializing)
: base(deserializing) {
state = new alglib.minlbfgs.minlbfgsstate();
}
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);
}
public LbfgsState(alglib.minlbfgs.minlbfgsstate state)
: base() {
this.state = state;
}
public override IDeepCloneable Clone(Cloner cloner) {
return new LbfgsState(this, cloner);
}
private T[] CopyArray(T[] a) {
var c = new T[a.Length];
Array.Copy(a, c, c.Length);
return c;
}
private T[,] CopyArray(T[,] a) {
var c = new T[a.GetLength(0), a.GetLength(1)];
Array.Copy(a, c, c.Length);
return c;
}
#region persistence
[Storable]
private double[] Autobuf { get { return state.autobuf; } set { state.autobuf = value; } }
[Storable]
private double[] D { get { return state.d; } set { state.d = value; } }
[Storable]
private double[,] Denseh { get { return state.denseh; } set { state.denseh = value; } }
[Storable]
private double[] Diagh { get { return state.diagh; } set { state.diagh = value; } }
[Storable]
private double Diffstep { get { return state.diffstep; } set { state.diffstep = value; } }
[Storable]
private double Epsf { get { return state.epsf; } set { state.epsf = value; } }
[Storable]
private double Epsg { get { return state.epsg; } set { state.epsg = value; } }
[Storable]
private double Epsx { get { return state.epsx; } set { state.epsx = value; } }
[Storable]
private double F { get { return state.f; } set { state.f = value; } }
[Storable]
private double Fbase { get { return state.fbase; } set { state.fbase = value; } }
[Storable]
private double Fm1 { get { return state.fm1; } set { state.fm1 = value; } }
[Storable]
private double Fm2 { get { return state.fm2; } set { state.fm2 = value; } }
[Storable]
private double Fold { get { return state.fold; } set { state.fold = value; } }
[Storable]
private double Fp1 { get { return state.fp1; } set { state.fp1 = value; } }
[Storable]
private double Fp2 { get { return state.fp2; } set { state.fp2 = value; } }
[Storable]
private double[] G { get { return state.g; } set { state.g = value; } }
[Storable]
private double Gammak { get { return state.gammak; } set { state.gammak = value; } }
[Storable]
private int K { get { return state.k; } set { state.k = value; } }
[Storable]
private bool LstateBrackt { get { return state.lstate.brackt; } set { state.lstate.brackt = value; } }
[Storable]
private double LstateDg { get { return state.lstate.dg; } set { state.lstate.dg = value; } }
[Storable]
private double LstateDginit { get { return state.lstate.dginit; } set { state.lstate.dginit = value; } }
[Storable]
private double LstateDgm { get { return state.lstate.dgm; } set { state.lstate.dgm = value; } }
[Storable]
private double LstateDgtest { get { return state.lstate.dgtest; } set { state.lstate.dgtest = value; } }
[Storable]
private double LstateDgx { get { return state.lstate.dgx; } set { state.lstate.dgx = value; } }
[Storable]
private double LstateDgxm { get { return state.lstate.dgxm; } set { state.lstate.dgxm = value; } }
[Storable]
private double LstateDgy { get { return state.lstate.dgy; } set { state.lstate.dgy = value; } }
[Storable]
private double LstateDgym { get { return state.lstate.dgym; } set { state.lstate.dgym = value; } }
[Storable]
private double LstateFinit { get { return state.lstate.finit; } set { state.lstate.finit = value; } }
[Storable]
private double LstateFm { get { return state.lstate.fm; } set { state.lstate.fm = value; } }
[Storable]
private double LstateFtest1 { get { return state.lstate.ftest1; } set { state.lstate.ftest1 = value; } }
[Storable]
private double LstateFx { get { return state.lstate.fx; } set { state.lstate.fx = value; } }
[Storable]
private double LstateFxm { get { return state.lstate.fxm; } set { state.lstate.fxm = value; } }
[Storable]
private double LstateFy { get { return state.lstate.fy; } set { state.lstate.fy = value; } }
[Storable]
private double LstateFym { get { return state.lstate.fym; } set { state.lstate.fym = value; } }
[Storable]
private int LstateInfoc { get { return state.lstate.infoc; } set { state.lstate.infoc = value; } }
[Storable]
private bool LstateStage1 { get { return state.lstate.stage1; } set { state.lstate.stage1 = value; } }
[Storable]
private double LstateStmax { get { return state.lstate.stmax; } set { state.lstate.stmax = value; } }
[Storable]
private double LstateStmin { get { return state.lstate.stmin; } set { state.lstate.stmin = value; } }
[Storable]
private double LstateStx { get { return state.lstate.stx; } set { state.lstate.stx = value; } }
[Storable]
private double LstateSty { get { return state.lstate.sty; } set { state.lstate.sty = value; } }
[Storable]
private double LstateWidth { get { return state.lstate.width; } set { state.lstate.width = value; } }
[Storable]
private double LstateWidth1 { get { return state.lstate.width1; } set { state.lstate.width1 = value; } }
[Storable]
private double LstateXtrapf { get { return state.lstate.xtrapf; } set { state.lstate.xtrapf = value; } }
[Storable]
private int M { get { return state.m; } set { state.m = value; } }
[Storable]
private int MaxIts { get { return state.maxits; } set { state.maxits = value; } }
[Storable]
private int Mcstage { get { return state.mcstage; } set { state.mcstage = value; } }
[Storable]
private int N { get { return state.n; } set { state.n = value; } }
[Storable]
private bool Needf { get { return state.needf; } set { state.needf = value; } }
[Storable]
private bool Needfg { get { return state.needfg; } set { state.needfg = value; } }
[Storable]
private int Nfev { get { return state.nfev; } set { state.nfev = value; } }
[Storable]
private int P { get { return state.p; } set { state.p = value; } }
[Storable]
private int Prectype { get { return state.prectype; } set { state.prectype = value; } }
[Storable]
private int Q { get { return state.q; } set { state.q = value; } }
[Storable]
private int Repiterationscount { get { return state.repiterationscount; } set { state.repiterationscount = value; } }
[Storable]
private int Repnfev { get { return state.repnfev; } set { state.repnfev = value; } }
[Storable]
private int Repterminationtype { get { return state.repterminationtype; } set { state.repterminationtype = value; } }
[Storable]
private double[] Rho { get { return state.rho; } set { state.rho = value; } }
[Storable]
private bool[] RstateBa { get { return state.rstate.ba; } set { state.rstate.ba = value; } }
[Storable]
private IList> RStateCa {
get { return state.rstate.ca.Select(c => Tuple.Create(c.x, c.y)).ToList(); }
set { state.rstate.ca = value.Select(t => new alglib.complex(t.Item1, t.Item2)).ToArray(); }
}
[Storable]
private int[] RstateIa { get { return state.rstate.ia; } set { state.rstate.ia = value; } }
[Storable]
private double[] RstateRa { get { return state.rstate.ra; } set { state.rstate.ra = value; } }
[Storable]
private int RstateStage { get { return state.rstate.stage; } set { state.rstate.stage = value; } }
[Storable]
private double[] S { get { return state.s; } set { state.s = value; } }
[Storable]
private double[,] Sk { get { return state.sk; } set { state.sk = value; } }
[Storable]
private double Stp { get { return state.stp; } set { state.stp = value; } }
[Storable]
private double Stpmax { get { return state.stpmax; } set { state.stpmax = value; } }
[Storable]
private double[] Theta { get { return state.theta; } set { state.theta = value; } }
[Storable]
private double Trimthreshold { get { return state.trimthreshold; } set { state.trimthreshold = value; } }
[Storable]
private double[] Work { get { return state.work; } set { state.work = value; } }
[Storable]
private double[] X { get { return state.x; } set { state.x = value; } }
[Storable]
private bool Xrep { get { return state.xrep; } set { state.xrep = value; } }
[Storable]
private bool Xupdated { get { return state.xupdated; } set { state.xupdated = value; } }
[Storable]
private double[,] Yk { get { return state.yk; } set { state.yk = value; } }
#endregion
}
}