@Override
public void optimize(Point initial, OptimizationController control) throws OptimizationException {
if (initial.dim() != 1) {
throw new IllegalArgumentException(
"Only single-dimensional optimization supported, dim=" + initial.dim());
}
log.info("Starting golden section search for optimization");
Point guessAC = null;
Point guessBD = null;
try {
boolean guessedAC;
Point previous = p(0);
double previousValue = Double.NaN;
current = previous;
double currentValue = Double.NaN;
/*
* Initialize the points + computation.
*/
Point a = p(0);
Point d = p(1.0);
Point b = section1(a, d);
Point c = section2(a, d);
functionExecutor.compute(a);
functionExecutor.compute(d);
functionExecutor.compute(b);
functionExecutor.compute(c);
// Wait for points a and d, which normally are already precomputed
functionExecutor.waitFor(a);
functionExecutor.waitFor(d);
boolean continueOptimization = true;
while (continueOptimization) {
/*
* Get values at A & D for guessing.
* These are pre-calculated except during the first step.
*/
double fa, fd;
fa = functionExecutor.getValue(a);
fd = functionExecutor.getValue(d);
/*
* Start calculating possible two next points. The order of evaluation
* is selected based on the function values at A and D.
*/
guessAC = section1(a, c);
guessBD = section2(b, d);
if (Double.isNaN(fd) || fa < fd) {
guessedAC = true;
functionExecutor.compute(guessAC);
functionExecutor.compute(guessBD);
} else {
guessedAC = false;
functionExecutor.compute(guessBD);
functionExecutor.compute(guessAC);
}
/*
* Get values at B and C.
*/
double fb, fc;
functionExecutor.waitFor(b);
functionExecutor.waitFor(c);
fb = functionExecutor.getValue(b);
fc = functionExecutor.getValue(c);
double min = MathUtil.min(fa, fb, fc, fd);
if (Double.isNaN(min)) {
throw new OptimizationException("Unable to compute initial function values");
}
/*
* Update previous and current values for step control.
*/
previousValue = currentValue;
currentValue = min;
previous = current;
if (min == fa) {
current = a;
} else if (min == fb) {
current = b;
} else if (min == fc) {
current = c;
} else {
current = d;
}
/*
* Select next positions. These are already being calculated in the background
* as guessAC and guessBD.
*/
if (min == fa || min == fb) {
d = c;
c = b;
b = guessAC;
functionExecutor.abort(guessBD);
guessBD = null;
log.debug("Selecting A-C region, a=" + a.get(0) + " c=" + c.get(0));
if (guessedAC) {
guessSuccess++;
} else {
guessFailure++;
}
} else {
a = b;
b = c;
c = guessBD;
functionExecutor.abort(guessAC);
guessAC = null;
log.debug("Selecting B-D region, b=" + b.get(0) + " d=" + d.get(0));
if (!guessedAC) {
guessSuccess++;
} else {
guessFailure++;
}
}
/*
* Check optimization control.
*/
continueOptimization =
control.stepTaken(previous, previousValue, current, currentValue, c.get(0) - a.get(0));
if (Thread.interrupted()) {
throw new InterruptedException();
}
}
} catch (InterruptedException e) {
log.info("Optimization was interrupted with InterruptedException");
}
if (guessAC != null) {
functionExecutor.abort(guessAC);
}
if (guessBD != null) {
functionExecutor.abort(guessBD);
}
log.info(
"Finishing optimization at point " + getOptimumPoint() + " value " + getOptimumValue());
log.info("Optimization statistics: " + getStatistics());
}
private Point section2(Point a, Point b) {
double va = a.get(0);
double vb = b.get(0);
return p(va + ALPHA * (vb - va));
}