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/* gss.c
*
* Copyright (C) 2012 Tamas Nepusz
*
* This program 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.
*
* This program 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 this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
*/
#include <float.h>
#include <math.h>
#include <string.h>
#include "error.h"
#include "gss.h"
#include "platform.h"
/**
* \def PHI
*
* The golden ratio, i.e. 1+sqrt(5)/2
*/
#define PHI 1.618033988749895
/**
* \def RESPHI
*
* Constant defined as 2 - \c PHI
*/
#define RESPHI 0.3819660112501051
/**
* \const _defparam
*
* Default parameters for the GSS algorithm.
*/
static const gss_parameter_t _defparam = {
/* .epsilon = */ DBL_MIN,
/* .on_error = */ GSS_ERROR_STOP
};
/**
* Stores whether the last optimization run triggered a warning or not.
*/
static unsigned short int gss_i_warning_flag = 0;
void gss_parameter_init(gss_parameter_t *param) {
memcpy(param, &_defparam, sizeof(*param));
}
unsigned short int gss_get_warning_flag() {
return gss_i_warning_flag;
}
#define TERMINATE { \
if (_min) { \
*(_min) = min; \
} \
if (_fmin) { \
*(_fmin) = fmin; \
} \
}
#define EVALUATE(x, fx) { \
fx = proc_evaluate(instance, x); \
if (fmin > fx) { \
min = x; \
fmin = fx; \
} \
if (proc_progress) { \
retval = proc_progress(instance, x, fx, min, fmin, \
(a < b) ? a : b, (a < b) ? b : a, k); \
if (retval) { \
TERMINATE; \
return PLFIT_SUCCESS; \
} \
} \
}
int gss(double a, double b, double *_min, double *_fmin,
gss_evaluate_t proc_evaluate, gss_progress_t proc_progress,
void* instance, const gss_parameter_t *_param) {
double c, d, min;
double fa, fb, fc, fd, fmin;
int k = 0;
int retval;
unsigned short int successful = 1;
gss_parameter_t param = _param ? (*_param) : _defparam;
gss_i_warning_flag = 0;
if (a > b) {
c = a; a = b; b = c;
}
min = a;
fmin = proc_evaluate(instance, a);
c = a + RESPHI*(b-a);
EVALUATE(a, fa);
EVALUATE(b, fb);
EVALUATE(c, fc);
if (fc >= fa || fc >= fb) {
if (param.on_error == GSS_ERROR_STOP) {
return PLFIT_FAILURE;
} else {
gss_i_warning_flag = 1;
}
}
while (fabs(a-b) > param.epsilon) {
k++;
d = c + RESPHI*(b-c);
EVALUATE(d, fd);
if (fd >= fa || fd >= fb) {
if (param.on_error == GSS_ERROR_STOP) {
successful = 0;
break;
} else {
gss_i_warning_flag = 1;
}
}
if (fc <= fd) {
b = a; a = d;
} else {
a = c; c = d; fc = fd;
}
}
if (successful) {
c = (a+b) / 2.0;
k++;
EVALUATE(c, fc);
TERMINATE;
}
return successful ? PLFIT_SUCCESS : PLFIT_FAILURE;
}
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