/**
* shift
*
* <p>store the s and y vectors.
*/
private void shift() {
double[] nextS = null;
double[] nextY = null;
int listSize = sList.size();
if (listSize < m) {
nextS = new double[dim + 1];
nextY = new double[dim + 1];
}
if (nextS == null) {
nextS = sList.firstElement();
sList.remove(0);
nextY = yList.firstElement();
yList.remove(0);
roList.remove(0);
}
addMultInto(nextS, newW, w, -1);
addMultInto(nextY, newGrad, grad, -1);
double ro = ArrayUtils.dot(nextS, nextY);
sList.add(nextS);
yList.add(nextY);
roList.add(ro);
ArrayUtils.copy(newW, w);
ArrayUtils.copy(newGrad, grad);
iter++;
}
/**
* get value
*
* @return
*/
private double getValue() {
double retVal = Double.MAX_VALUE;
if (prevVals.size() > m / 2) {
double prevVal = prevVals.firstElement();
if (prevVals.size() == m) {
prevVals.remove(0);
}
double averageImprovement = (prevVal - this.value) / prevVals.size();
double relAvgImpr = averageImprovement / Math.abs(this.value);
retVal = relAvgImpr;
} else {
if (DEBUG || verbose) {
stderr.println(" (wait for five iters) ");
}
}
prevVals.add(this.value);
return retVal;
}
