private void bisectBacktrack(
final DoubleMatrix1D p,
final Function1D<DoubleMatrix1D, Double> function,
final DataBundle data) {
do {
data.setLambda0(data.getLambda0() * 0.1);
updatePosition(p, function, data);
} while (Double.isNaN(data.getG1())
|| Double.isInfinite(data.getG1())
|| Double.isNaN(data.getG2())
|| Double.isInfinite(data.getG2()));
}
private void cubicBacktrack(
final DoubleMatrix1D p,
final Function1D<DoubleMatrix1D, Double> function,
final DataBundle data) {
double temp1, temp2, temp3, temp4, temp5;
final double lambda0 = data.getLambda0();
final double lambda1 = data.getLambda1();
final double g0 = data.getG0();
temp1 = 1.0 / lambda0 / lambda0;
temp2 = 1.0 / lambda1 / lambda1;
temp3 = data.getG1() + g0 * (2 * lambda0 - 1.0);
temp4 = data.getG2() + g0 * (2 * lambda1 - 1.0);
temp5 = 1.0 / (lambda0 - lambda1);
final double a = temp5 * (temp1 * temp3 - temp2 * temp4);
final double b = temp5 * (-lambda1 * temp1 * temp3 + lambda0 * temp2 * temp4);
double lambda = (-b + Math.sqrt(b * b + 6 * a * g0)) / 3 / a;
lambda =
Math.min(
Math.max(lambda, 0.01 * lambda0),
0.75 * lambda1); // make sure new lambda is between 1% & 75% of old value
data.swapLambdaAndReplace(lambda);
updatePosition(p, function, data);
}
