gov.nih.mipav.model.algorithms.L_BFGS_B

public class L_BFGS_B extends Object

This is a port of the FORTRAN 77 L-BFGS-B code to Java L-BFGS-B is released under the “New BSD License” (aka “Modified BSD License” or “3-clause license”) =========== L-BFGS-B (version 3.0. April 25, 2011 =================== This is a modified version of L-BFGS-B. Minor changes in the updated code appear preceded by a line comment as follows c-jlm-jn Major changes are described in the accompanying paper: Jorge Nocedal and Jose Luis Morales, Remark on "Algorithm 778: L-BFGS-B: Fortran Subroutines for Large-Scale Bound Constrained Optimization" (2011). To appear in ACM Transactions on Mathematical Software, The paper describes an improvement and a correction to Algorithm 778. It is shown that the performance of the algorithm can be improved significantly by making a relatively simple modication to the subspace minimization phase. The correction concerns an error caused by the use of routine dpmeps to estimate machine precision. The total work space **wa** required by the new version is 2*m*n + 11m*m + 5*n + 8*m the old version required 2*m*n + 12m*m + 4*n + 12*m J. Nocedal Department of Electrical Engineering and Computer Science. Northwestern University. Evanston, IL. USA J.L Morales Departamento de Matematicas, Instituto Tecnologico Autonomo de Mexico Mexico D.F. Mexico. March 2011 3-clause license ("New BSD License" or "Modified BSD License") New BSD License Author Regents of the University of California Publisher Public Domain Published July 22, 1999[8] DFSG compatible Yes[7] FSF approved Yes[1] OSI approved Yes[3] GPL compatible Yes[1] Copyleft No[1] Copyfree Yes Linking from code with a different license Yes The advertising clause was removed from the license text in the official BSD on July 22, 1999 by William Hoskins, Director of the Office of Technology Licensing for UC Berkeley.[8] Other BSD distributions removed the clause, but many similar clauses remain in BSD-derived code from other sources, and unrelated code using a derived license. While the original license is sometimes referred to as "BSD-old", the resulting 3-clause version is sometimes referred to by "BSD-new." Other names include "New BSD", "revised BSD", "BSD-3", or "3-clause BSD". This version has been vetted as an Open source license by the OSI as the "The BSD License".[3] The Free Software Foundation, which refers to the license as the "Modified BSD License", states that it is compatible with the GNU GPL. The FSF encourages users to be specific when referring to the license by name (i.e. not simply referring to it as "a BSD license" or "BSD-style") to avoid confusion with the original BSD license.[1] This version allows unlimited redistribution for any purpose as long as its copyright notices and the license's disclaimers of warranty are maintained. The license also contains a clause restricting use of the names of contributors for endorsement of a derived work without specific permission. Copyright (c) , All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. Neither the name of the nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

Constructor Summary

Constructors

Constructor

Description

L_BFGS_B()
Method Summary

Modifier and Type

Method

Description

private void

active(int n, double[] l, double[] u, int[] nbd, double[] x, int[] iwhere, int iprint, boolean[] prjctd, boolean[] cnstnd, boolean[] boxed)

private void

bmv(int m, double[][] sy, double[][] wt, int col, double[] v, double[] p, int[] info)

private void

cauchy(int n, double[] x, double[] l, double[] u, int[] nbd, double[] g, int[] iorder, int[] iwhere, double[] t, double[] d, double[] xcp, int m, double[][] wy, double[][] ws, double[][] sy, double[][] wt, double theta, int col, int head, double[] p, double[] c, double[] wbp, double[] v, int[] nseg, int iprint, double sbgnrm, int[] info, double epsmch)

private void

cmprlb(int n, int m, double[] x, double[] g, double[][] ws, double[][] wy, double[][] sy, double[][] wt, double[] z, double[] r, double[] wa1, double[] wa2, int[] index, double theta, int col, int head, int nfree, boolean cnstnd, int[] info)

private void

dcsrch(double[] f, double[] g, double[] stp, double ftol, double gtol, double xtol, double stpmin, double stpmax, String[] task, int[] isave, double[] dsave)

private void

dcstep(double[] stx, double[] fx, double[] dx, double[] sty, double[] fy, double[] dy, double[] stp, double fp, double dp, boolean[] brackt, double stpmin, double stpmax)

private void

dpofa(double[][] a, int lda, int n, int[] info)

void

driver1()

void

driver2()

void

driver3()

private void

dtrsl(double[][] t, int ldt, int n, double[] b, int job, int[] info)

private double

epsilon()

private void

errclb(int n, int m, double factr, double[] l, double[] u, int[] nbd, String[] task, int[] info, int[] k)

private void

formk(int n, int nsub, int[] ind, int nenter, int ileave, int[] indx2, int iupdat, boolean updatd, double[][] wn, double[][] wn1, int m, double[][] ws, double[][] wy, double[][] sy, double theta, int col, int head, int[] info)

private void

formt(int m, double[][] wt, double[][] sy, double[][] ss, int col, double theta, int[] info)

private void

freev(int n, int[] nfree, int[] index, int[] nenter, int[] ileave, int[] indx2, int[] iwhere, boolean[] wrk, boolean updatd, boolean cnstnd, int iprint, int iter)

private void

hpsolb(int n, double[] t, int[] iorder, int iheap)

private void

lnsrlb(int n, double[] l, double[] u, int[] nbd, double[] x, double[] f, double[] fold, double[] gd, double[] gdold, double[] g, double[] d, double[] r, double[] t, double[] z, double[] stp, double[] dnorm, double[] dtd, double[] xstep, double[] stpmx, int iter, int[] ifun, int[] iback, int[] nfgv, int[] info, String[] task, boolean boxed, boolean cnstnd, String[] csave, int[] isave, double[] dsave)

void

mainlb(int n, int m, double[] x, double[] l, double[] u, int[] nbd, double[] f, double[] g, double factr, double pgtol, double[][] ws, double[][] wy, double[][] sy, double[][] ss, double[][] wt, double[][] wn, double[][] snd, double[] z, double[] r, double[] d, double[] t, double[] xp, double[] wa1, double[] wa2, double[] wa3, double[] wa4, int[] index, int[] iwhere, int[] indx2, String[] task, int iprint, String[] csave, boolean[] lsave, int[] isave, double[] dsave, RandomAccessFile raFile)

private void

matupd(int n, int m, double[][] ws, double[][] wy, double[][] sy, double[][] ss, double[] d, double[] r, int[] itail, int iupdat, int[] col, int[] head, double[] theta, double rr, double dr, double stp, double dtd)

void

prn1lb(int n, int m, double[] l, double[] u, double[] x, int iprint, RandomAccessFile raFile, double epsmch)

private void

prn2lb(int n, double[] x, double f, double[] g, int iprint, RandomAccessFile raFile, int iter, int nfgv, int nact, double sbgnrm, int nseg, String[] word, int iword, int iback, double stp, double xstep)

private void

prn3lb(int n, double[] x, double f, String task, int iprint, int info, RandomAccessFile raFile, int iter, int nfgv, int nintol, int nskip, int nact, double sbgnrm, double time, int nseg, String word, int iback, double stp, double xstep, int k, double cachyt, double sbtime, double lnscht)

private void

projgr(int n, double[] l, double[] u, int[] nbd, double[] x, double[] g, double[] sbgnrm)

void

setulb(int n, int m, double[] x, double[] l, double[] u, int[] nbd, double[] f, double[] g, double factr, double pgtol, String[] task, int iprint, String[] csave, boolean[] lsave, int[] isave, double[] dsave, RandomAccessFile raFile)

private void

subsm(int n, int m, int nsub, int[] ind, double[] l, double[] u, int[] nbd, double[] x, double[] d, double[] xp, double[][] ws, double[][] wy, double theta, double[] xx, double[] gg, int col, int head, int[] iword, double[] wv, double[][] wn, int iprint, int[] info)

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- L_BFGS_B
  
  public L_BFGS_B()
Method Details
- driver1
  
  public void driver1()
- driver2
  
  public void driver2()
- driver3
  
  public void driver3()
- setulb
  
  public void setulb(int n, int m, double[] x, double[] l, double[] u, int[] nbd, double[] f, double[] g, double factr, double pgtol, String[] task, int iprint, String[] csave, boolean[] lsave, int[] isave, double[] dsave, RandomAccessFile raFile)
- mainlb
  
  public void mainlb(int n, int m, double[] x, double[] l, double[] u, int[] nbd, double[] f, double[] g, double factr, double pgtol, double[][] ws, double[][] wy, double[][] sy, double[][] ss, double[][] wt, double[][] wn, double[][] snd, double[] z, double[] r, double[] d, double[] t, double[] xp, double[] wa1, double[] wa2, double[] wa3, double[] wa4, int[] index, int[] iwhere, int[] indx2, String[] task, int iprint, String[] csave, boolean[] lsave, int[] isave, double[] dsave, RandomAccessFile raFile)
- epsilon
  
  private double epsilon()
- errclb
  
  private void errclb(int n, int m, double factr, double[] l, double[] u, int[] nbd, String[] task, int[] info, int[] k)
- prn3lb
  
  private void prn3lb(int n, double[] x, double f, String task, int iprint, int info, RandomAccessFile raFile, int iter, int nfgv, int nintol, int nskip, int nact, double sbgnrm, double time, int nseg, String word, int iback, double stp, double xstep, int k, double cachyt, double sbtime, double lnscht)
- prn1lb
  
  public void prn1lb(int n, int m, double[] l, double[] u, double[] x, int iprint, RandomAccessFile raFile, double epsmch)
- prn2lb
  
  private void prn2lb(int n, double[] x, double f, double[] g, int iprint, RandomAccessFile raFile, int iter, int nfgv, int nact, double sbgnrm, int nseg, String[] word, int iword, int iback, double stp, double xstep)
- active
  
  private void active(int n, double[] l, double[] u, int[] nbd, double[] x, int[] iwhere, int iprint, boolean[] prjctd, boolean[] cnstnd, boolean[] boxed)
- projgr
  
  private void projgr(int n, double[] l, double[] u, int[] nbd, double[] x, double[] g, double[] sbgnrm)
- cauchy
  
  private void cauchy(int n, double[] x, double[] l, double[] u, int[] nbd, double[] g, int[] iorder, int[] iwhere, double[] t, double[] d, double[] xcp, int m, double[][] wy, double[][] ws, double[][] sy, double[][] wt, double theta, int col, int head, double[] p, double[] c, double[] wbp, double[] v, int[] nseg, int iprint, double sbgnrm, int[] info, double epsmch)
- bmv
  
  private void bmv(int m, double[][] sy, double[][] wt, int col, double[] v, double[] p, int[] info)
- dtrsl
  
  private void dtrsl(double[][] t, int ldt, int n, double[] b, int job, int[] info)
- hpsolb
  
  private void hpsolb(int n, double[] t, int[] iorder, int iheap)
- freev
  
  private void freev(int n, int[] nfree, int[] index, int[] nenter, int[] ileave, int[] indx2, int[] iwhere, boolean[] wrk, boolean updatd, boolean cnstnd, int iprint, int iter)
- formk
  
  private void formk(int n, int nsub, int[] ind, int nenter, int ileave, int[] indx2, int iupdat, boolean updatd, double[][] wn, double[][] wn1, int m, double[][] ws, double[][] wy, double[][] sy, double theta, int col, int head, int[] info)
- dpofa
  
  private void dpofa(double[][] a, int lda, int n, int[] info)
- cmprlb
  
  private void cmprlb(int n, int m, double[] x, double[] g, double[][] ws, double[][] wy, double[][] sy, double[][] wt, double[] z, double[] r, double[] wa1, double[] wa2, int[] index, double theta, int col, int head, int nfree, boolean cnstnd, int[] info)
- subsm
  
  private void subsm(int n, int m, int nsub, int[] ind, double[] l, double[] u, int[] nbd, double[] x, double[] d, double[] xp, double[][] ws, double[][] wy, double theta, double[] xx, double[] gg, int col, int head, int[] iword, double[] wv, double[][] wn, int iprint, int[] info)
- lnsrlb
  
  private void lnsrlb(int n, double[] l, double[] u, int[] nbd, double[] x, double[] f, double[] fold, double[] gd, double[] gdold, double[] g, double[] d, double[] r, double[] t, double[] z, double[] stp, double[] dnorm, double[] dtd, double[] xstep, double[] stpmx, int iter, int[] ifun, int[] iback, int[] nfgv, int[] info, String[] task, boolean boxed, boolean cnstnd, String[] csave, int[] isave, double[] dsave)
- dcsrch
  
  private void dcsrch(double[] f, double[] g, double[] stp, double ftol, double gtol, double xtol, double stpmin, double stpmax, String[] task, int[] isave, double[] dsave)
- dcstep
  
  private void dcstep(double[] stx, double[] fx, double[] dx, double[] sty, double[] fy, double[] dy, double[] stp, double fp, double dp, boolean[] brackt, double stpmin, double stpmax)
- formt
  
  private void formt(int m, double[][] wt, double[][] sy, double[][] ss, int col, double theta, int[] info)
- matupd
  
  private void matupd(int n, int m, double[][] ws, double[][] wy, double[][] sy, double[][] ss, double[] d, double[] r, int[] itail, int iupdat, int[] col, int[] head, double[] theta, double rr, double dr, double stp, double dtd)

Class L_BFGS_B

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Constructor Details

L_BFGS_B

Method Details

driver1

driver2

driver3

setulb

mainlb

epsilon

errclb

prn3lb

prn1lb

prn2lb

active

projgr

cauchy

bmv

dtrsl

hpsolb

freev

formk

dpofa

cmprlb

subsm

lnsrlb

dcsrch

dcstep

formt

matupd