github.com/jingcheng-WU/gonum@v0.9.1-0.20210323123734-f1a2a11a8f7b/optimize/guessandcheck.go (about)

     1  // Copyright ©2016 The Gonum Authors. All rights reserved.
     2  // Use of this source code is governed by a BSD-style
     3  // license that can be found in the LICENSE file.
     4  
     5  package optimize
     6  
     7  import (
     8  	"math"
     9  
    10  	"github.com/jingcheng-WU/gonum/stat/distmv"
    11  )
    12  
    13  var _ Method = (*GuessAndCheck)(nil)
    14  
    15  // GuessAndCheck is a global optimizer that evaluates the function at random
    16  // locations. Not a good optimizer, but useful for comparison and debugging.
    17  type GuessAndCheck struct {
    18  	Rander distmv.Rander
    19  
    20  	bestF float64
    21  	bestX []float64
    22  }
    23  
    24  func (*GuessAndCheck) Uses(has Available) (uses Available, err error) {
    25  	return has.function()
    26  }
    27  
    28  func (g *GuessAndCheck) Init(dim, tasks int) int {
    29  	if dim <= 0 {
    30  		panic(nonpositiveDimension)
    31  	}
    32  	if tasks < 0 {
    33  		panic(negativeTasks)
    34  	}
    35  	g.bestF = math.Inf(1)
    36  	g.bestX = resize(g.bestX, dim)
    37  	return tasks
    38  }
    39  
    40  func (g *GuessAndCheck) sendNewLoc(operation chan<- Task, task Task) {
    41  	g.Rander.Rand(task.X)
    42  	task.Op = FuncEvaluation
    43  	operation <- task
    44  }
    45  
    46  func (g *GuessAndCheck) updateMajor(operation chan<- Task, task Task) {
    47  	// Update the best value seen so far, and send a MajorIteration.
    48  	if task.F < g.bestF {
    49  		g.bestF = task.F
    50  		copy(g.bestX, task.X)
    51  	} else {
    52  		task.F = g.bestF
    53  		copy(task.X, g.bestX)
    54  	}
    55  	task.Op = MajorIteration
    56  	operation <- task
    57  }
    58  
    59  func (g *GuessAndCheck) Run(operation chan<- Task, result <-chan Task, tasks []Task) {
    60  	// Send initial tasks to evaluate
    61  	for _, task := range tasks {
    62  		g.sendNewLoc(operation, task)
    63  	}
    64  
    65  	// Read from the channel until PostIteration is sent.
    66  Loop:
    67  	for {
    68  		task := <-result
    69  		switch task.Op {
    70  		default:
    71  			panic("unknown operation")
    72  		case PostIteration:
    73  			break Loop
    74  		case MajorIteration:
    75  			g.sendNewLoc(operation, task)
    76  		case FuncEvaluation:
    77  			g.updateMajor(operation, task)
    78  		}
    79  	}
    80  
    81  	// PostIteration was sent. Update the best new values.
    82  	for task := range result {
    83  		switch task.Op {
    84  		default:
    85  			panic("unknown operation")
    86  		case MajorIteration:
    87  		case FuncEvaluation:
    88  			g.updateMajor(operation, task)
    89  		}
    90  	}
    91  	close(operation)
    92  }