fix: cargo fmt

This commit is contained in:
Volodymyr Orlov
2020-06-05 17:52:03 -07:00
parent 685be04488
commit a2784d6345
52 changed files with 3342 additions and 2829 deletions
+51 -44
View File
@@ -1,14 +1,21 @@
use num_traits::Float;
use crate::optimization::FunctionOrder;
use num_traits::Float;
pub trait LineSearchMethod<T: Float> {
fn search<'a>(&self, f: &(dyn Fn(T) -> T), df: &(dyn Fn(T) -> T), alpha: T, f0: T, df0: T) -> LineSearchResult<T>;
fn search<'a>(
&self,
f: &(dyn Fn(T) -> T),
df: &(dyn Fn(T) -> T),
alpha: T,
f0: T,
df0: T,
) -> LineSearchResult<T>;
}
#[derive(Debug, Clone)]
pub struct LineSearchResult<T: Float> {
pub alpha: T,
pub f_x: T
pub f_x: T,
}
pub struct Backtracking<T: Float> {
@@ -17,31 +24,36 @@ pub struct Backtracking<T: Float> {
pub max_infinity_iterations: usize,
pub phi: T,
pub plo: T,
pub order: FunctionOrder
pub order: FunctionOrder,
}
impl<T: Float> Default for Backtracking<T> {
fn default() -> Self {
fn default() -> Self {
Backtracking {
c1: T::from(1e-4).unwrap(),
max_iterations: 1000,
max_infinity_iterations: (-T::epsilon().log2()).to_usize().unwrap(),
phi: T::from(0.5).unwrap(),
plo: T::from(0.1).unwrap(),
order: FunctionOrder::SECOND
order: FunctionOrder::SECOND,
}
}
}
}
impl<T: Float> LineSearchMethod<T> for Backtracking<T> {
fn search<'a>(&self, f: &(dyn Fn(T) -> T), _: &(dyn Fn(T) -> T), alpha: T, f0: T, df0: T) -> LineSearchResult<T> {
fn search<'a>(
&self,
f: &(dyn Fn(T) -> T),
_: &(dyn Fn(T) -> T),
alpha: T,
f0: T,
df0: T,
) -> LineSearchResult<T> {
let two = T::from(2.).unwrap();
let three = T::from(3.).unwrap();
let (mut a1, mut a2) = (alpha, alpha);
let (mut fx0, mut fx1) = (f0, f(a1));
let (mut fx0, mut fx1) = (f0, f(a1));
let mut iterfinite = 0;
while !fx1.is_finite() && iterfinite < self.max_infinity_iterations {
@@ -52,7 +64,7 @@ impl<T: Float> LineSearchMethod<T> for Backtracking<T> {
fx1 = f(a2);
}
let mut iteration = 0;
let mut iteration = 0;
while fx1 > f0 + self.c1 * a2 * df0 {
if iteration > self.max_iterations {
@@ -62,66 +74,61 @@ impl<T: Float> LineSearchMethod<T> for Backtracking<T> {
let a_tmp;
if self.order == FunctionOrder::SECOND || iteration == 0 {
a_tmp = - (df0 * a2.powf(two)) / (two * (fx1 - f0 - df0*a2))
a_tmp = -(df0 * a2.powf(two)) / (two * (fx1 - f0 - df0 * a2))
} else {
let div = T::one() / (a1.powf(two) * a2.powf(two) * (a2 - a1));
let a = (a1.powf(two) * (fx1 - f0 - df0*a2) - a2.powf(two)*(fx0 - f0 - df0*a1))*div;
let b = (-a1.powf(three) * (fx1 - f0 - df0*a2) + a2.powf(three)*(fx0 - f0 - df0*a1))*div;
let a = (a1.powf(two) * (fx1 - f0 - df0 * a2)
- a2.powf(two) * (fx0 - f0 - df0 * a1))
* div;
let b = (-a1.powf(three) * (fx1 - f0 - df0 * a2)
+ a2.powf(three) * (fx0 - f0 - df0 * a1))
* div;
if (a - T::zero()).powf(two).sqrt() <= T::epsilon() {
a_tmp = df0 / (two * b);
} else {
let d = T::max(b.powf(two) - three * a * df0, T::zero());
a_tmp = (-b + d.sqrt()) / (three*a); //root of quadratic equation
a_tmp = (-b + d.sqrt()) / (three * a); //root of quadratic equation
}
}
a1 = a2;
a2 = T::max(T::min(a_tmp, a2*self.phi), a2*self.plo);
a1 = a2;
a2 = T::max(T::min(a_tmp, a2 * self.phi), a2 * self.plo);
fx0 = fx1;
fx1 = f(a2);
fx1 = f(a2);
iteration += 1;
}
LineSearchResult {
alpha: a2,
f_x: fx1
f_x: fx1,
}
}
}
#[cfg(test)]
mod tests {
use super::*;
mod tests {
use super::*;
#[test]
fn backtracking() {
let f = |x: f64| -> f64 {
x.powf(2.) + x
};
fn backtracking() {
let f = |x: f64| -> f64 { x.powf(2.) + x };
let df = |x: f64| -> f64 {
2. * x + 1.
};
let df = |x: f64| -> f64 { 2. * x + 1. };
let ls: Backtracking<f64> = Default::default();
let ls: Backtracking<f64> = Default::default();
let mut x = -3.;
let mut alpha = 1.;
let mut x = -3.;
let mut alpha = 1.;
for _ in 0..10 {
let result = ls.search(&f, &df, alpha, f(x), df(x));
alpha = result.alpha;
x += alpha;
}
for _ in 0..10 {
let result = ls.search(&f, &df, alpha, f(x), df(x));
alpha = result.alpha;
x += alpha;
}
assert!(f(x).abs() < 0.01);
assert!(f(x).abs() < 0.01);
}
}
}