IMP  2.0.0
The Integrative Modeling Platform
core/ConjugateGradients.h
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1 /**
2  * \file IMP/core/ConjugateGradients.h
3  * \brief Simple conjugate gradients optimizer.
4  *
5  * Copyright 2007-2013 IMP Inventors. All rights reserved.
6  *
7  */
8 
9 #ifndef IMPCORE_CONJUGATE_GRADIENTS_H
10 #define IMPCORE_CONJUGATE_GRADIENTS_H
11 
12 #include <IMP/core/core_config.h>
13 
14 #include <IMP/Optimizer.h>
15 #include <IMP/optimizer_macros.h>
16 
17 IMPCORE_BEGIN_NAMESPACE
18 
19 //! Simple conjugate gradients optimizer.
20 /** Algorithm is as per Shanno and Phua, ACM Transactions On Mathematical
21  Software 6 (December 1980), 618-622
22 
23  Conjugate gradients optimization is sensitive to the scales of the
24  derivatives of the various attributes being optimized. By default,
25  the scales are estimated from the range of values found for the attribute
26  upon initialization. These estimates can be viewed either by calling
27  Model::get_range(my_float_key) or by turning on TERSE logging and looking
28  at logged messages. If this estimate does not accurately reflect the
29  scale, then you can use Model::set_range to set a more accurate range
30  for the parameters.
31 */
32 class IMPCOREEXPORT ConjugateGradients : public Optimizer
33 {
34 public:
35  ConjugateGradients(Model *m=nullptr);
36 
37  //! Set the threshold for the minimum gradient
38  void set_gradient_threshold(Float t){ threshold_=t;}
39 
40 #ifndef IMP_DOXYGEN
41  void set_threshold(Float t) {set_gradient_threshold(t);}
42 #endif
43 
44 
45  //! Limit how far anything can change each time step
46  void set_max_change(Float t) { max_change_ = t; }
47 
48  IMP_OPTIMIZER(ConjugateGradients);
49 private:
50 
51  typedef double NT;
52 
53  // Handle optimization failing badly
54  void failure();
55 
56  NT get_score(base::Vector<FloatIndex> float_indices,
57  base::Vector<NT> &x, base::Vector<NT> &dscore);
58  bool line_search(base::Vector<NT> &x, base::Vector<NT> &dx,
59  NT &alpha, const base::Vector<FloatIndex> &float_indices,
60  int &ifun, NT &f, NT &dg, NT &dg1,
61  int max_steps, const base::Vector<NT> &search,
62  const base::Vector<NT> &estimate);
63  Float threshold_;
64  Float max_change_;
65 };
66 
67 IMPCORE_END_NAMESPACE
68 
69 #endif /* IMPCORE_CONJUGATE_GRADIENTS_H */