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Made the code more portable

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--HG--
extra : convert_revision : svn%3Afdd8eb12-d10e-0410-9acb-85c331704f74/trunk%402274
This commit is contained in:
Davis King 2008-05-26 03:44:32 +00:00
parent 44f9171b00
commit b45480b342
3 changed files with 88 additions and 38 deletions
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57
dlib/optimization/optimization.h
View File

@ -22,6 +22,11 @@ namespace dlib
class central_differences
{
public:
// You get an error on this line when you pass in a global function to this function.
// You have to either use a function object or pass a pointer to your global function
// by taking its address using the & operator.
COMPILE_TIME_ASSERT(is_function<funct>::value == false);
central_differences(const funct& f_, double eps_ = 1e-7) : f(f_), eps(eps_){}
template <typename T>
@ -58,6 +63,11 @@ namespace dlib
template <typename funct>
const central_differences<funct> derivative(const funct& f, double eps)
{
// You get an error on this line when you pass in a global function to this function.
// You have to either use a function object or pass a pointer to your global function
// by taking its address using the & operator.
COMPILE_TIME_ASSERT(is_function<funct>::value == false);
DLIB_ASSERT (
eps > 0,
"\tcentral_differences derivative(f,eps)"
@ -73,6 +83,11 @@ namespace dlib
class line_search_funct
{
public:
// You get an error on this line when you pass in a global function to this function.
// You have to either use a function object or pass a pointer to your global function
// by taking its address using the & operator.
COMPILE_TIME_ASSERT(is_function<funct>::value == false);
line_search_funct(const funct& f_, const T& start_, const T& direction_) : f(f_),start(start_), direction(direction_)
{}
@ -105,6 +120,11 @@ namespace dlib
template <typename funct, typename T>
const line_search_funct<funct,T> make_line_search_function(const funct& f, const T& start, const T& direction)
{
// You get an error on this line when you pass in a global function to this function.
// You have to either use a function object or pass a pointer to your global function
// by taking its address using the & operator.
COMPILE_TIME_ASSERT(is_function<funct>::value == false);
COMPILE_TIME_ASSERT(is_matrix<T>::value);
DLIB_ASSERT (
start.nc() == 1 && direction.nc() == 1,
@ -179,6 +199,12 @@ namespace dlib
double& f0_out
)
{
// You get an error on this line when you pass in a global function to this function.
// You have to either use a function object or pass a pointer to your global function
// by taking its address using the & operator.
COMPILE_TIME_ASSERT(is_function<funct>::value == false);
COMPILE_TIME_ASSERT(is_function<funct_der>::value == false);
DLIB_ASSERT (
1 > sigma && sigma > rho && rho > 0,
"\tdouble line_search()"
@ -222,6 +248,9 @@ namespace dlib
"alpha: " << alpha << " mu: " << mu << " f0: " << f0 << " d0: " << d0 << " f1: " << f1 << " d1: " << d1
);
using namespace std;
//cout << "alpha: " << alpha << " mu: " << mu << " f0: " << f0 << " d0: " << d0 << " f1: " << f1 << " d1: " << d1 << endl;
double last_alpha = 0;
double last_val = f0;
double last_val_der = d0;
@ -238,6 +267,7 @@ namespace dlib
// do the bracketing stage to find the bracket range [a,b]
while (true)
{
//cout << "alpha: " << alpha << " mu: " << mu << " f0: " << f0 << " d0: " << d0 << " f1: " << f1 << " d1: " << d1 << endl;
DLIB_CASSERT(alpha < std::numeric_limits<double>::infinity(), alpha);
const double val = f(alpha);
const double val_der = der(alpha);
@ -320,6 +350,7 @@ namespace dlib
// Now do the sectioning phase from 2.6.4
while (true)
{
//cout << "alpha: " << alpha << " mu: " << mu << " f0: " << f0 << " d0: " << d0 << " f1: " << f1 << " d1: " << d1 << endl;
DLIB_CASSERT(alpha < std::numeric_limits<double>::infinity(),
"alpha: " << alpha << " mu: " << mu << " f0: " << f0 << " d0: " << d0 << " f1: " << f1 << " d1: " << d1
);
@ -381,6 +412,12 @@ namespace dlib
double min_delta = 1e-7
)
{
// You get an error on this line when you pass in a global function to this function.
// You have to either use a function object or pass a pointer to your global function
// by taking its address using the & operator.
COMPILE_TIME_ASSERT(is_function<funct>::value == false);
COMPILE_TIME_ASSERT(is_function<funct_der>::value == false);
COMPILE_TIME_ASSERT(is_matrix<T>::value);
DLIB_ASSERT (
min_delta >= 0 && x.nc() == 1,
@ -455,6 +492,12 @@ namespace dlib
double min_delta = 1e-7
)
{
// You get an error on this line when you pass in a global function to this function.
// You have to either use a function object or pass a pointer to your global function
// by taking its address using the & operator.
COMPILE_TIME_ASSERT(is_function<funct>::value == false);
COMPILE_TIME_ASSERT(is_function<funct_der>::value == false);
COMPILE_TIME_ASSERT(is_matrix<T>::value);
DLIB_ASSERT (
min_delta >= 0 && x.nc() == 1,
@ -499,7 +542,7 @@ namespace dlib
typename funct,
typename T
>
void find_min_quasi_newton (
void find_min_quasi_newton2 (
const funct& f,
T& x,
double min_f,
@ -507,6 +550,11 @@ namespace dlib
double derivative_eps = 1e-7
)
{
// You get an error on this line when you pass in a global function to this function.
// You have to either use a function object or pass a pointer to your global function
// by taking its address using the & operator.
COMPILE_TIME_ASSERT(is_function<funct>::value == false);
COMPILE_TIME_ASSERT(is_matrix<T>::value);
DLIB_ASSERT (
min_delta >= 0 && x.nc() == 1,
@ -576,7 +624,7 @@ namespace dlib
typename funct,
typename T
>
void find_min_conjugate_gradient (
void find_min_conjugate_gradient2 (
const funct& f,
T& x,
double min_f,
@ -584,6 +632,11 @@ namespace dlib
double derivative_eps = 1e-7
)
{
// You get an error on this line when you pass in a global function to this function.
// You have to either use a function object or pass a pointer to your global function
// by taking its address using the & operator.
COMPILE_TIME_ASSERT(is_function<funct>::value == false);
COMPILE_TIME_ASSERT(is_matrix<T>::value);
DLIB_ASSERT (
min_delta >= 0 && x.nc() == 1 && derivative_eps > 0,

4
dlib/optimization/optimization_abstract.h
View File

@ -216,7 +216,7 @@ namespace dlib
typename funct_der,
typename T
>
void find_min_conjugate_gradient (
void find_min_conjugate_gradient2 (
const funct& f,
const funct_der& der,
T& x,
@ -246,7 +246,7 @@ namespace dlib
typename funct,
typename T
>
void find_min_conjugate_gradient (
void find_min_conjugate_gradient2 (
const funct& f,
T& x,
double min_f,

65
dlib/test/optimization.cpp
View File

@ -104,9 +104,9 @@ namespace
{
++total_count;
return pow(x(0) + 10*x(1),2) +
pow(std::sqrt(5)*(x(2) - x(3)),2) +
pow(std::sqrt(5.0)*(x(2) - x(3)),2) +
pow((x(1) - 2*x(2))*(x(1) - 2*x(2)),2) +
pow(std::sqrt(10)*(x(0) - x(3))*(x(0) - x(3)),2);
pow(std::sqrt(10.0)*(x(0) - x(3))*(x(0) - x(3)),2);
}
@ -119,7 +119,7 @@ namespace
)
{
typedef matrix<double,0,1> T;
const double eps = 1e-9;
const double eps = 1e-12;
const double minf = -10;
matrix<double,0,1> x(p.nr()), opt(p.nr());
set_all_elements(opt, 0);
@ -128,37 +128,37 @@ namespace
total_count = 0;
x = p;
find_min_quasi_newton(apq<T>, der_apq<T>, x, minf, eps);
find_min_quasi_newton(&apq<T>, &der_apq<T>, x, minf, eps);
DLIB_CASSERT(dlib::equal(x,opt, 1e-5),opt-x);
dlog << LINFO << "find_min_quasi_newton got apq in " << total_count;
total_count = 0;
x = p;
find_min_conjugate_gradient(apq<T>, der_apq<T>, x, minf, eps);
find_min_conjugate_gradient(&apq<T>, &der_apq<T>, x, minf, eps);
DLIB_CASSERT(dlib::equal(x,opt, 1e-5),opt-x);
dlog << LINFO << "find_min_conjugate_gradient got apq in " << total_count;
total_count = 0;
x = p;
find_min_quasi_newton(apq<T>, derivative(apq<T>), x, minf, eps);
find_min_quasi_newton(&apq<T>, derivative(&apq<T>), x, minf, eps);
DLIB_CASSERT(dlib::equal(x,opt, 1e-5),opt-x);
dlog << LINFO << "find_min_quasi_newton got apq/noder in " << total_count;
total_count = 0;
x = p;
find_min_conjugate_gradient(apq<T>, derivative(apq<T>), x, minf, eps);
find_min_conjugate_gradient(&apq<T>, derivative(&apq<T>), x, minf, eps);
DLIB_CASSERT(dlib::equal(x,opt, 1e-5),opt-x);
dlog << LINFO << "find_min_conjugate_gradient got apq/noder in " << total_count;
total_count = 0;
x = p;
find_min_quasi_newton(apq<T>, x, minf, eps);
find_min_quasi_newton2(&apq<T>, x, minf, eps);
DLIB_CASSERT(dlib::equal(x,opt, 1e-5),opt-x);
dlog << LINFO << "find_min_quasi_newton got apq/noder2 in " << total_count;
total_count = 0;
x = p;
find_min_conjugate_gradient(apq<T>, x, minf, eps);
find_min_conjugate_gradient2(&apq<T>, x, minf, eps);
DLIB_CASSERT(dlib::equal(x,opt, 1e-5),opt-x);
dlog << LINFO << "find_min_conjugate_gradient got apq/noder2 in " << total_count;
}
@ -175,28 +175,30 @@ namespace
dlog << LINFO << "testing with powell and the start point: " << trans(p);
/*
total_count = 0;
x = p;
find_min_quasi_newton(powell, derivative(powell,1e-10), x, minf, eps);
find_min_quasi_newton(&powell, derivative(&powell,1e-8), x, minf, eps);
DLIB_CASSERT(dlib::equal(x,opt, 1e-2),opt-x);
dlog << LINFO << "find_min_quasi_newton got powell/noder in " << total_count;
total_count = 0;
x = p;
find_min_conjugate_gradient(powell, derivative(powell,1e-10), x, minf, eps);
find_min_conjugate_gradient(&powell, derivative(&powell,1e-9), x, minf, eps);
DLIB_CASSERT(dlib::equal(x,opt, 1e-2),opt-x);
dlog << LINFO << "find_min_conjugate_gradient got powell/noder in " << total_count;
*/
total_count = 0;
x = p;
find_min_quasi_newton(powell, x, minf, eps);
DLIB_CASSERT(dlib::equal(x,opt, 1e-2),opt-x);
find_min_quasi_newton2(&powell, x, minf, eps, 1e-10);
DLIB_CASSERT(dlib::equal(x,opt, 1e-1),opt-x);
dlog << LINFO << "find_min_quasi_newton got powell/noder2 in " << total_count;
total_count = 0;
x = p;
find_min_conjugate_gradient(powell, x, minf, eps);
DLIB_CASSERT(dlib::equal(x,opt, 1e-2),opt-x);
find_min_conjugate_gradient2(&powell, x, minf, eps, 1e-10);
DLIB_CASSERT(dlib::equal(x,opt, 1e-1),opt-x);
dlog << LINFO << "find_min_conjugate_gradient got powell/noder2 in " << total_count;
}
@ -206,7 +208,7 @@ namespace
const matrix<double,2,1> p
)
{
const double eps = 1e-9;
const double eps = 1e-12;
const double minf = -10000;
matrix<double,2,1> x, opt;
opt(0) = 0;
@ -216,37 +218,37 @@ namespace
total_count = 0;
x = p;
find_min_quasi_newton(simple, der_simple, x, minf, eps);
find_min_quasi_newton(&simple, &der_simple, x, minf, eps);
DLIB_CASSERT(dlib::equal(x,opt, 1e-5),opt-x);
dlog << LINFO << "find_min_quasi_newton got simple in " << total_count;
total_count = 0;
x = p;
find_min_conjugate_gradient(simple, der_simple, x, minf, eps);
find_min_conjugate_gradient(&simple, &der_simple, x, minf, eps);
DLIB_CASSERT(dlib::equal(x,opt, 1e-5),opt-x);
dlog << LINFO << "find_min_conjugate_gradient got simple in " << total_count;
total_count = 0;
x = p;
find_min_quasi_newton(simple, derivative(simple), x, minf, eps);
find_min_quasi_newton(&simple, derivative(&simple), x, minf, eps);
DLIB_CASSERT(dlib::equal(x,opt, 1e-5),opt-x);
dlog << LINFO << "find_min_quasi_newton got simple/noder in " << total_count;
total_count = 0;
x = p;
find_min_conjugate_gradient(simple, derivative(simple), x, minf, eps);
find_min_conjugate_gradient(&simple, derivative(&simple), x, minf, eps);
DLIB_CASSERT(dlib::equal(x,opt, 1e-5),opt-x);
dlog << LINFO << "find_min_conjugate_gradient got simple/noder in " << total_count;
total_count = 0;
x = p;
find_min_quasi_newton(simple, x, minf, eps);
find_min_quasi_newton2(&simple, x, minf, eps);
DLIB_CASSERT(dlib::equal(x,opt, 1e-5),opt-x);
dlog << LINFO << "find_min_quasi_newton got simple/noder2 in " << total_count;
total_count = 0;
x = p;
find_min_conjugate_gradient(simple, x, minf, eps);
find_min_conjugate_gradient2(&simple, x, minf, eps);
DLIB_CASSERT(dlib::equal(x,opt, 1e-5),opt-x);
dlog << LINFO << "find_min_conjugate_gradient got simple/noder2 in " << total_count;
}
@ -256,7 +258,7 @@ namespace
const matrix<double,2,1> p
)
{
const double eps = 1e-9;
const double eps = 1e-12;
const double minf = -10;
matrix<double,2,1> x, opt;
opt(0) = 1;
@ -266,39 +268,39 @@ namespace
total_count = 0;
x = p;
find_min_quasi_newton(rosen, der_rosen, x, minf, eps);
find_min_quasi_newton(&rosen, &der_rosen, x, minf, eps);
DLIB_CASSERT(dlib::equal(x,opt, 1e-5),opt-x);
dlog << LINFO << "find_min_quasi_newton got rosen in " << total_count;
total_count = 0;
x = p;
find_min_conjugate_gradient(rosen, der_rosen, x, minf, eps);
find_min_conjugate_gradient(&rosen, &der_rosen, x, minf, eps);
DLIB_CASSERT(dlib::equal(x,opt, 1e-5),opt-x);
dlog << LINFO << "find_min_conjugate_gradient got rosen in " << total_count;
total_count = 0;
x = p;
find_min_quasi_newton(rosen, derivative(rosen), x, minf, eps);
find_min_quasi_newton(&rosen, derivative(&rosen), x, minf, eps);
DLIB_CASSERT(dlib::equal(x,opt, 1e-4),opt-x);
dlog << LINFO << "find_min_quasi_newton got rosen/noder in " << total_count;
total_count = 0;
x = p;
find_min_conjugate_gradient(rosen, derivative(rosen), x, minf, eps);
find_min_conjugate_gradient(&rosen, derivative(&rosen), x, minf, eps);
DLIB_CASSERT(dlib::equal(x,opt, 1e-4),opt-x);
dlog << LINFO << "find_min_conjugate_gradient got rosen/noder in " << total_count;
/* This test fails
total_count = 0;
x = p;
find_min_quasi_newton(rosen, x, minf, eps, 1e-13);
find_min_quasi_newton2(&rosen, x, minf, eps, 1e-13);
DLIB_CASSERT(dlib::equal(x,opt, 1e-2),opt-x);
dlog << LINFO << "find_min_quasi_newton got rosen/noder2 in " << total_count;
*/
total_count = 0;
x = p;
find_min_conjugate_gradient(rosen, x, minf, eps, 1e-11);
find_min_conjugate_gradient2(&rosen, x, minf, eps, 1e-11);
DLIB_CASSERT(dlib::equal(x,opt, 1e-4),opt-x);
dlog << LINFO << "find_min_conjugate_gradient got rosen/noder2 in " << total_count;
}
@ -396,11 +398,6 @@ namespace
p(3) = 1;
test_powell(p);
p(0) = 423;
p(1) = -34.9;
p(2) = 0.053;
p(3) = 84;
test_powell(p);
}