jsxgraph 1.4.5 → 1.4.6
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/build/Readme.md +17 -0
- package/build/bin/jsxcompressor.js +1 -0
- package/build/bin/jsxgraphcore-min.js +7 -0
- package/build/bin/jsxgraphcore.js +83017 -0
- package/build/bin/jsxgraphcore.min.js +67 -0
- package/build/compressor.build.json +14 -0
- package/build/compressor.deps.js +8 -0
- package/build/core-amd.build.json +14 -0
- package/build/core-amd.deps.js +81 -0
- package/build/core.build.json +14 -0
- package/build/core.deps.js +102 -0
- package/build/plot.build.json +15 -0
- package/distrib/geogebra.min.js +1 -1
- package/distrib/geonext.min.js +1 -1
- package/distrib/index.d.ts +1 -0
- package/distrib/intergeo.min.js +1 -1
- package/distrib/jsxgraph.css +6 -0
- package/distrib/jsxgraphcore.js +3 -3
- package/distrib/jsxgraphsrc.js +3326 -1816
- package/distrib/sketch.min.js +1 -1
- package/package.json +1 -1
- package/src/3d/box3d.js +43 -38
- package/src/3d/curve3d.js +157 -53
- package/src/3d/element3d.js +84 -0
- package/src/3d/linspace3d.js +427 -146
- package/src/3d/point3d.js +352 -153
- package/src/3d/surface3d.js +140 -42
- package/src/3d/view3d.js +319 -164
- package/src/base/board.js +42 -26
- package/src/base/constants.js +8 -1
- package/src/base/curve.js +51 -9
- package/src/base/polygon.js +111 -69
- package/src/base/text.js +125 -51
- package/src/base/ticks.js +11 -2
- package/src/element/button.js +7 -3
- package/src/element/checkbox.js +8 -4
- package/src/element/composition.js +7 -1
- package/src/element/conic.js +2 -2
- package/src/element/input.js +9 -5
- package/src/jsxgraph.js +2 -0
- package/src/loadjsxgraph.js +13 -8
- package/src/math/clip.js +34 -134
- package/src/math/geometry.js +204 -3
- package/src/math/math.js +1 -2
- package/src/math/nlp.js +789 -730
- package/src/options.js +159 -8
- package/src/options3d.js +24 -7
- package/src/parser/jessiecode.js +8 -2
- package/src/renderer/abstract.js +26 -15
- package/src/renderer/canvas.js +2 -2
- package/src/renderer/svg.js +15 -2
- package/src/utils/env.js +29 -46
- package/src/utils/type.js +75 -2
- package/src/3d/threed.js +0 -38
package/src/math/nlp.js
CHANGED
|
@@ -1,36 +1,38 @@
|
|
|
1
1
|
/*
|
|
2
|
-
|
|
3
|
-
|
|
4
|
-
|
|
5
|
-
|
|
6
|
-
|
|
2
|
+
Copyright 2008-2022
|
|
3
|
+
Matthias Ehmann,
|
|
4
|
+
Carsten Miller,
|
|
5
|
+
Reinhard Oldenburg,
|
|
6
|
+
Andreas Walter,
|
|
7
|
+
Alfred Wassermann
|
|
7
8
|
|
|
8
|
-
|
|
9
|
+
This file is part of JSXGraph.
|
|
9
10
|
|
|
10
|
-
|
|
11
|
+
JSXGraph is free software dual licensed under the GNU LGPL or MIT License.
|
|
11
12
|
|
|
12
|
-
|
|
13
|
+
You can redistribute it and/or modify it under the terms of the
|
|
13
14
|
|
|
14
|
-
|
|
15
|
-
|
|
16
|
-
|
|
17
|
-
|
|
18
|
-
|
|
15
|
+
* GNU Lesser General Public License as published by
|
|
16
|
+
the Free Software Foundation, either version 3 of the License, or
|
|
17
|
+
(at your option) any later version
|
|
18
|
+
OR
|
|
19
|
+
* MIT License: https://github.com/jsxgraph/jsxgraph/blob/master/LICENSE.MIT
|
|
19
20
|
|
|
20
|
-
|
|
21
|
-
|
|
22
|
-
|
|
23
|
-
|
|
21
|
+
JSXGraph is distributed in the hope that it will be useful,
|
|
22
|
+
but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
23
|
+
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|
24
|
+
GNU Lesser General Public License for more details.
|
|
24
25
|
|
|
25
|
-
|
|
26
|
-
|
|
27
|
-
|
|
26
|
+
You should have received a copy of the GNU Lesser General Public License and
|
|
27
|
+
the MIT License along with JSXGraph. If not, see <http://www.gnu.org/licenses/>
|
|
28
|
+
and <http://opensource.org/licenses/MIT/>.
|
|
28
29
|
|
|
29
|
-
|
|
30
|
+
This is a port of jcobyla
|
|
30
31
|
|
|
31
|
-
|
|
32
|
-
|
|
33
|
-
|
|
32
|
+
- to JavaScript by Reihard Oldenburg and
|
|
33
|
+
- to JSXGraph by Alfred Wassermann
|
|
34
|
+
- optimized by Andreas Walter
|
|
35
|
+
*/
|
|
34
36
|
/*
|
|
35
37
|
* jcobyla
|
|
36
38
|
*
|
|
@@ -97,19 +99,6 @@ define(['jxg', 'utils/type'], function (JXG, Type) {
|
|
|
97
99
|
arr: function (n) {
|
|
98
100
|
// Is 0 initialized
|
|
99
101
|
return new Float64Array(n);
|
|
100
|
-
|
|
101
|
-
// var a = new Array(n),
|
|
102
|
-
// i;
|
|
103
|
-
|
|
104
|
-
// if (Type.exists(a.fill)) {
|
|
105
|
-
// a.fill(0.0, 0, n);
|
|
106
|
-
// } else {
|
|
107
|
-
// for (i = 0; i < n; i++) {
|
|
108
|
-
// a[i] = 0.0;
|
|
109
|
-
// }
|
|
110
|
-
// }
|
|
111
|
-
|
|
112
|
-
// return a;
|
|
113
102
|
},
|
|
114
103
|
|
|
115
104
|
arr2: function (n, m) {
|
|
@@ -325,410 +314,426 @@ define(['jxg', 'utils/type'], function (JXG, Type) {
|
|
|
325
314
|
// the algorithm.
|
|
326
315
|
//alert("Iteration "+nfvals+" x="+x);
|
|
327
316
|
L_40:
|
|
328
|
-
|
|
329
|
-
|
|
330
|
-
|
|
331
|
-
|
|
332
|
-
|
|
317
|
+
do {
|
|
318
|
+
if (nfvals >= maxfun && nfvals > 0) {
|
|
319
|
+
status = this.MaxIterationsReached;
|
|
320
|
+
break L_40;
|
|
321
|
+
}
|
|
333
322
|
|
|
334
|
-
|
|
335
|
-
|
|
336
|
-
|
|
337
|
-
|
|
338
|
-
|
|
339
|
-
|
|
340
|
-
|
|
323
|
+
++nfvals;
|
|
324
|
+
f = calcfc(n, m, x, con);
|
|
325
|
+
resmax = 0.0;
|
|
326
|
+
for (k = 1; k <= m; ++k) {
|
|
327
|
+
resmax = Math.max(resmax, -con[k]);
|
|
328
|
+
}
|
|
329
|
+
//alert( " f="+f+" resmax="+resmax);
|
|
341
330
|
|
|
342
|
-
|
|
343
|
-
|
|
344
|
-
|
|
331
|
+
if (nfvals === iprint - 1 || iprint === 3) {
|
|
332
|
+
this.PrintIterationResult(nfvals, f, resmax, x, n, iprint);
|
|
333
|
+
}
|
|
345
334
|
|
|
346
|
-
|
|
347
|
-
|
|
335
|
+
con[mp] = f;
|
|
336
|
+
con[mpp] = resmax;
|
|
348
337
|
|
|
349
|
-
|
|
350
|
-
|
|
351
|
-
|
|
352
|
-
|
|
353
|
-
|
|
354
|
-
|
|
355
|
-
|
|
356
|
-
|
|
338
|
+
// Set the recently calculated function values in a column of DATMAT. This
|
|
339
|
+
// array has a column for each vertex of the current simplex, the entries of
|
|
340
|
+
// each column being the values of the constraint functions (if any)
|
|
341
|
+
// followed by the objective function and the greatest constraint violation
|
|
342
|
+
// at the vertex.
|
|
343
|
+
skipVertexIdent = true;
|
|
344
|
+
if (!ibrnch) {
|
|
345
|
+
skipVertexIdent = false;
|
|
357
346
|
|
|
358
|
-
|
|
359
|
-
|
|
360
|
-
|
|
347
|
+
for (i = 1; i <= mpp; ++i) {
|
|
348
|
+
datmat[i][jdrop] = con[i];
|
|
349
|
+
}
|
|
361
350
|
|
|
362
|
-
|
|
363
|
-
|
|
364
|
-
|
|
365
|
-
|
|
366
|
-
|
|
367
|
-
|
|
368
|
-
|
|
369
|
-
|
|
370
|
-
|
|
371
|
-
|
|
372
|
-
|
|
373
|
-
|
|
374
|
-
|
|
375
|
-
|
|
376
|
-
|
|
377
|
-
|
|
378
|
-
|
|
379
|
-
|
|
380
|
-
|
|
351
|
+
if (nfvals <= np) {
|
|
352
|
+
// Exchange the new vertex of the initial simplex with the optimal vertex if
|
|
353
|
+
// necessary. Then, if the initial simplex is not complete, pick its next
|
|
354
|
+
// vertex and calculate the function values there.
|
|
355
|
+
|
|
356
|
+
if (jdrop <= n) {
|
|
357
|
+
if (datmat[mp][np] <= f) {
|
|
358
|
+
x[jdrop] = sim[jdrop][np];
|
|
359
|
+
} else {
|
|
360
|
+
sim[jdrop][np] = x[jdrop];
|
|
361
|
+
for (k = 1; k <= mpp; ++k) {
|
|
362
|
+
datmat[k][jdrop] = datmat[k][np];
|
|
363
|
+
datmat[k][np] = con[k];
|
|
364
|
+
}
|
|
365
|
+
for (k = 1; k <= jdrop; ++k) {
|
|
366
|
+
sim[jdrop][k] = -rho;
|
|
367
|
+
temp = 0.0;
|
|
368
|
+
for (i = k; i <= jdrop; ++i) {
|
|
369
|
+
temp -= simi[i][k];
|
|
370
|
+
}
|
|
371
|
+
simi[jdrop][k] = temp;
|
|
381
372
|
}
|
|
382
|
-
simi[jdrop][k] = temp;
|
|
383
373
|
}
|
|
384
374
|
}
|
|
375
|
+
if (nfvals <= n) {
|
|
376
|
+
jdrop = nfvals;
|
|
377
|
+
x[jdrop] += rho;
|
|
378
|
+
continue L_40;
|
|
379
|
+
}
|
|
385
380
|
}
|
|
386
|
-
|
|
387
|
-
jdrop = nfvals;
|
|
388
|
-
x[jdrop] += rho;
|
|
389
|
-
continue L_40;
|
|
390
|
-
}
|
|
381
|
+
ibrnch = true;
|
|
391
382
|
}
|
|
392
|
-
ibrnch = true;
|
|
393
|
-
}
|
|
394
383
|
|
|
395
|
-
|
|
396
|
-
|
|
397
|
-
|
|
398
|
-
|
|
399
|
-
|
|
400
|
-
|
|
401
|
-
|
|
402
|
-
|
|
403
|
-
|
|
404
|
-
|
|
405
|
-
|
|
406
|
-
|
|
407
|
-
|
|
408
|
-
|
|
409
|
-
|
|
410
|
-
|
|
411
|
-
|
|
412
|
-
|
|
384
|
+
L_140:
|
|
385
|
+
do {
|
|
386
|
+
L_550:
|
|
387
|
+
do {
|
|
388
|
+
if (!skipVertexIdent) {
|
|
389
|
+
// Identify the optimal vertex of the current simplex.
|
|
390
|
+
phimin = datmat[mp][np] + parmu * datmat[mpp][np];
|
|
391
|
+
nbest = np;
|
|
392
|
+
|
|
393
|
+
for (j = 1; j <= n; ++j) {
|
|
394
|
+
temp = datmat[mp][j] + parmu * datmat[mpp][j];
|
|
395
|
+
if (temp < phimin) {
|
|
396
|
+
nbest = j;
|
|
397
|
+
phimin = temp;
|
|
398
|
+
} else if (temp === phimin && parmu === 0.0 && datmat[mpp][j] < datmat[mpp][nbest]) {
|
|
399
|
+
nbest = j;
|
|
400
|
+
}
|
|
401
|
+
}
|
|
413
402
|
|
|
414
|
-
|
|
415
|
-
|
|
416
|
-
|
|
417
|
-
|
|
418
|
-
|
|
419
|
-
|
|
420
|
-
|
|
421
|
-
|
|
422
|
-
|
|
423
|
-
|
|
424
|
-
|
|
425
|
-
|
|
403
|
+
// Switch the best vertex into pole position if it is not there already,
|
|
404
|
+
// and also update SIM, SIMI and DATMAT.
|
|
405
|
+
if (nbest <= n) {
|
|
406
|
+
for (i = 1; i <= mpp; ++i) {
|
|
407
|
+
temp = datmat[i][np];
|
|
408
|
+
datmat[i][np] = datmat[i][nbest];
|
|
409
|
+
datmat[i][nbest] = temp;
|
|
410
|
+
}
|
|
411
|
+
for (i = 1; i <= n; ++i) {
|
|
412
|
+
temp = sim[i][nbest];
|
|
413
|
+
sim[i][nbest] = 0.0;
|
|
414
|
+
sim[i][np] += temp;
|
|
415
|
+
|
|
416
|
+
tempa = 0.0;
|
|
417
|
+
for (k = 1; k <= n; ++k) {
|
|
418
|
+
sim[i][k] -= temp;
|
|
419
|
+
tempa -= simi[k][i];
|
|
420
|
+
}
|
|
421
|
+
simi[nbest][i] = tempa;
|
|
422
|
+
}
|
|
423
|
+
}
|
|
426
424
|
|
|
427
|
-
|
|
428
|
-
|
|
429
|
-
|
|
430
|
-
|
|
431
|
-
|
|
432
|
-
|
|
433
|
-
|
|
434
|
-
|
|
425
|
+
// Make an error return if SIGI is a poor approximation to the inverse of
|
|
426
|
+
// the leading N by N submatrix of SIG.
|
|
427
|
+
error = 0.0;
|
|
428
|
+
if (false) {
|
|
429
|
+
for (i = 1; i <= n; ++i) {
|
|
430
|
+
for (j = 1; j <= n; ++j) {
|
|
431
|
+
temp = this.DOT_PRODUCT_ROW_COL(simi, i, sim, j, 1, n) - (i === j ? 1.0 : 0.0);
|
|
432
|
+
// temp = this.DOT_PRODUCT(
|
|
433
|
+
// this.PART(this.ROW(simi, i), 1, n),
|
|
434
|
+
// this.PART(this.COL(sim, j), 1, n)
|
|
435
|
+
// ) - (i === j ? 1.0 : 0.0);
|
|
436
|
+
|
|
437
|
+
error = Math.max(error, Math.abs(temp));
|
|
438
|
+
}
|
|
439
|
+
}
|
|
440
|
+
}
|
|
441
|
+
if (error > 0.1) {
|
|
442
|
+
status = this.DivergingRoundingErrors;
|
|
443
|
+
break L_40;
|
|
444
|
+
}
|
|
435
445
|
|
|
436
|
-
|
|
437
|
-
|
|
438
|
-
|
|
439
|
-
|
|
440
|
-
|
|
441
|
-
|
|
442
|
-
|
|
443
|
-
|
|
444
|
-
|
|
445
|
-
|
|
446
|
-
|
|
446
|
+
// Calculate the coefficients of the linear approximations to the objective
|
|
447
|
+
// and constraint functions, placing minus the objective function gradient
|
|
448
|
+
// after the constraint gradients in the array A. The vector W is used for
|
|
449
|
+
// working space.
|
|
450
|
+
for (k = 1; k <= mp; ++k) {
|
|
451
|
+
con[k] = -datmat[k][np];
|
|
452
|
+
for (j = 1; j <= n; ++j) {
|
|
453
|
+
w[j] = datmat[k][j] + con[k];
|
|
454
|
+
}
|
|
455
|
+
|
|
456
|
+
for (i = 1; i <= n; ++i) {
|
|
457
|
+
a[i][k] = (k === mp ? -1.0 : 1.0) *
|
|
458
|
+
this.DOT_PRODUCT_ROW_COL(w, -1, simi, i, 1, n);
|
|
459
|
+
// this.DOT_PRODUCT(this.PART(w, 1, n), this.PART(this.COL(simi, i), 1, n));
|
|
460
|
+
}
|
|
461
|
+
}
|
|
447
462
|
|
|
448
|
-
|
|
449
|
-
|
|
450
|
-
|
|
451
|
-
|
|
452
|
-
|
|
453
|
-
|
|
454
|
-
|
|
455
|
-
|
|
463
|
+
// Calculate the values of sigma and eta, and set IFLAG = 0 if the current
|
|
464
|
+
// simplex is not acceptable.
|
|
465
|
+
iflag = true;
|
|
466
|
+
parsig = alpha * rho;
|
|
467
|
+
pareta = beta * rho;
|
|
468
|
+
|
|
469
|
+
for (j = 1; j <= n; ++j) {
|
|
470
|
+
wsig = 0.0;
|
|
471
|
+
weta = 0.0;
|
|
472
|
+
for (k = 1; k <= n; ++k) {
|
|
473
|
+
wsig += simi[j][k] * simi[j][k];
|
|
474
|
+
weta += sim[k][j] * sim[k][j];
|
|
475
|
+
}
|
|
476
|
+
vsig[j] = 1.0 / Math.sqrt(wsig);
|
|
477
|
+
veta[j] = Math.sqrt(weta);
|
|
478
|
+
if (vsig[j] < parsig || veta[j] > pareta) {
|
|
479
|
+
iflag = false;
|
|
480
|
+
}
|
|
481
|
+
}
|
|
456
482
|
|
|
457
|
-
|
|
458
|
-
|
|
459
|
-
|
|
460
|
-
|
|
461
|
-
|
|
462
|
-
|
|
463
|
-
|
|
464
|
-
|
|
465
|
-
|
|
483
|
+
// If a new vertex is needed to improve acceptability, then decide which
|
|
484
|
+
// vertex to drop from the simplex.
|
|
485
|
+
if (!ibrnch && !iflag) {
|
|
486
|
+
jdrop = 0;
|
|
487
|
+
temp = pareta;
|
|
488
|
+
for (j = 1; j <= n; ++j) {
|
|
489
|
+
if (veta[j] > temp) {
|
|
490
|
+
jdrop = j;
|
|
491
|
+
temp = veta[j];
|
|
492
|
+
}
|
|
493
|
+
}
|
|
494
|
+
if (jdrop === 0) {
|
|
495
|
+
for (j = 1; j <= n; ++j) {
|
|
496
|
+
if (vsig[j] < temp) {
|
|
497
|
+
jdrop = j;
|
|
498
|
+
temp = vsig[j];
|
|
499
|
+
}
|
|
500
|
+
}
|
|
501
|
+
}
|
|
502
|
+
|
|
503
|
+
// Calculate the step to the new vertex and its sign.
|
|
504
|
+
temp = gamma * rho * vsig[jdrop];
|
|
505
|
+
for (k = 1; k <= n; ++k) {
|
|
506
|
+
dx[k] = temp * simi[jdrop][k];
|
|
507
|
+
}
|
|
508
|
+
cvmaxp = 0.0;
|
|
509
|
+
cvmaxm = 0.0;
|
|
510
|
+
total = 0.0;
|
|
511
|
+
for (k = 1; k <= mp; ++k) {
|
|
512
|
+
// total = this.DOT_PRODUCT(this.PART(this.COL(a, k), 1, n), this.PART(dx, 1, n));
|
|
513
|
+
total = this.DOT_PRODUCT_ROW_COL(dx, -1, a, k, 1, n);
|
|
514
|
+
if (k < mp) {
|
|
515
|
+
temp = datmat[k][np];
|
|
516
|
+
cvmaxp = Math.max(cvmaxp, -total - temp);
|
|
517
|
+
cvmaxm = Math.max(cvmaxm, total - temp);
|
|
518
|
+
}
|
|
519
|
+
}
|
|
520
|
+
dxsign = parmu * (cvmaxp - cvmaxm) > 2.0 * total ? -1.0 : 1.0;
|
|
521
|
+
|
|
522
|
+
// Update the elements of SIM and SIMI, and set the next X.
|
|
523
|
+
temp = 0.0;
|
|
524
|
+
for (i = 1; i <= n; ++i) {
|
|
525
|
+
dx[i] = dxsign * dx[i];
|
|
526
|
+
sim[i][jdrop] = dx[i];
|
|
527
|
+
temp += simi[jdrop][i] * dx[i];
|
|
528
|
+
}
|
|
529
|
+
for (k = 1; k <= n; ++k) {
|
|
530
|
+
simi[jdrop][k] /= temp;
|
|
531
|
+
}
|
|
532
|
+
|
|
533
|
+
for (j = 1; j <= n; ++j) {
|
|
534
|
+
if (j !== jdrop) {
|
|
535
|
+
// temp = this.DOT_PRODUCT(this.PART(this.ROW(simi, j), 1, n), this.PART(dx, 1, n));
|
|
536
|
+
temp = this.DOT_PRODUCT_ROW_COL(simi, j, dx, -1, 1, n);
|
|
537
|
+
for (k = 1; k <= n; ++k) {
|
|
538
|
+
simi[j][k] -= temp * simi[jdrop][k];
|
|
539
|
+
}
|
|
540
|
+
}
|
|
541
|
+
x[j] = sim[j][np] + dx[j];
|
|
542
|
+
}
|
|
543
|
+
continue L_40;
|
|
544
|
+
}
|
|
466
545
|
|
|
467
|
-
|
|
468
|
-
|
|
469
|
-
this.
|
|
470
|
-
|
|
471
|
-
|
|
472
|
-
|
|
546
|
+
// Calculate DX = x(*)-x(0).
|
|
547
|
+
// Branch if the length of DX is less than 0.5*RHO.
|
|
548
|
+
ifull = this.trstlp(n, m, a, con, rho, dx);
|
|
549
|
+
if (!ifull) {
|
|
550
|
+
temp = 0.0;
|
|
551
|
+
for (k = 1; k <= n; ++k) {
|
|
552
|
+
temp += dx[k] * dx[k];
|
|
553
|
+
}
|
|
554
|
+
if (temp < 0.25 * rho * rho) {
|
|
555
|
+
ibrnch = true;
|
|
556
|
+
break L_550;
|
|
557
|
+
}
|
|
558
|
+
}
|
|
473
559
|
|
|
474
|
-
|
|
475
|
-
|
|
476
|
-
|
|
477
|
-
|
|
478
|
-
|
|
560
|
+
// Predict the change to F and the new maximum constraint violation if the
|
|
561
|
+
// variables are altered from x(0) to x(0) + DX.
|
|
562
|
+
total = 0.0;
|
|
563
|
+
resnew = 0.0;
|
|
564
|
+
con[mp] = 0.0;
|
|
565
|
+
for (k = 1; k <= mp; ++k) {
|
|
566
|
+
//total = con[k] - this.DOT_PRODUCT(this.PART(this.COL(a, k), 1, n), this.PART(dx, 1, n));
|
|
567
|
+
total = con[k] - this.DOT_PRODUCT_ROW_COL(dx, -1, a, k, 1, n);
|
|
568
|
+
if (k < mp) {
|
|
569
|
+
resnew = Math.max(resnew, total);
|
|
570
|
+
}
|
|
571
|
+
}
|
|
479
572
|
|
|
480
|
-
|
|
481
|
-
|
|
482
|
-
|
|
483
|
-
|
|
484
|
-
|
|
485
|
-
|
|
486
|
-
|
|
487
|
-
|
|
488
|
-
|
|
489
|
-
|
|
490
|
-
|
|
573
|
+
// Increase PARMU if necessary and branch back if this change alters the
|
|
574
|
+
// optimal vertex. Otherwise PREREM and PREREC will be set to the predicted
|
|
575
|
+
// reductions in the merit function and the maximum constraint violation
|
|
576
|
+
// respectively.
|
|
577
|
+
prerec = datmat[mpp][np] - resnew;
|
|
578
|
+
barmu = prerec > 0.0 ? total / prerec : 0.0;
|
|
579
|
+
if (parmu < 1.5 * barmu) {
|
|
580
|
+
parmu = 2.0 * barmu;
|
|
581
|
+
if (iprint >= 2) {
|
|
582
|
+
console.log("Increase in PARMU to " + parmu);
|
|
583
|
+
}
|
|
584
|
+
phi = datmat[mp][np] + parmu * datmat[mpp][np];
|
|
585
|
+
for (j = 1; j <= n; ++j) {
|
|
586
|
+
temp = datmat[mp][j] + parmu * datmat[mpp][j];
|
|
587
|
+
if (temp < phi || (temp === phi && parmu === 0.0 && datmat[mpp][j] < datmat[mpp][np])) {
|
|
588
|
+
continue L_140;
|
|
589
|
+
}
|
|
590
|
+
}
|
|
591
|
+
}
|
|
592
|
+
prerem = parmu * prerec - total;
|
|
491
593
|
|
|
492
|
-
|
|
493
|
-
|
|
494
|
-
|
|
495
|
-
|
|
496
|
-
|
|
497
|
-
|
|
498
|
-
|
|
499
|
-
jdrop = j;
|
|
500
|
-
temp = veta[j];
|
|
594
|
+
// Calculate the constraint and objective functions at x(*).
|
|
595
|
+
// Then find the actual reduction in the merit function.
|
|
596
|
+
for (k = 1; k <= n; ++k) {
|
|
597
|
+
x[k] = sim[k][np] + dx[k];
|
|
598
|
+
}
|
|
599
|
+
ibrnch = true;
|
|
600
|
+
continue L_40;
|
|
501
601
|
}
|
|
502
|
-
|
|
503
|
-
|
|
602
|
+
|
|
603
|
+
skipVertexIdent = false;
|
|
604
|
+
vmold = datmat[mp][np] + parmu * datmat[mpp][np];
|
|
605
|
+
vmnew = f + parmu * resmax;
|
|
606
|
+
trured = vmold - vmnew;
|
|
607
|
+
if (parmu === 0.0 && f === datmat[mp][np]) {
|
|
608
|
+
prerem = prerec;
|
|
609
|
+
trured = datmat[mpp][np] - resmax;
|
|
610
|
+
}
|
|
611
|
+
|
|
612
|
+
// Begin the operations that decide whether x(*) should replace one of the
|
|
613
|
+
// vertices of the current simplex, the change being mandatory if TRURED is
|
|
614
|
+
// positive. Firstly, JDROP is set to the index of the vertex that is to be
|
|
615
|
+
// replaced.
|
|
616
|
+
ratio = trured <= 0.0 ? 1.0 : 0.0;
|
|
617
|
+
jdrop = 0;
|
|
504
618
|
for (j = 1; j <= n; ++j) {
|
|
505
|
-
|
|
619
|
+
// temp = Math.abs(this.DOT_PRODUCT(this.PART(this.ROW(simi, j), 1, n), this.PART(dx, 1, n)));
|
|
620
|
+
temp = Math.abs(this.DOT_PRODUCT_ROW_COL(simi, j, dx, -1, 1, n));
|
|
621
|
+
if (temp > ratio) {
|
|
506
622
|
jdrop = j;
|
|
507
|
-
|
|
623
|
+
ratio = temp;
|
|
508
624
|
}
|
|
625
|
+
sigbar[j] = temp * vsig[j];
|
|
509
626
|
}
|
|
510
|
-
}
|
|
511
627
|
|
|
512
|
-
|
|
513
|
-
temp = gamma * rho * vsig[jdrop];
|
|
514
|
-
for (k = 1; k <= n; ++k) {
|
|
515
|
-
dx[k] = temp * simi[jdrop][k];
|
|
516
|
-
}
|
|
517
|
-
cvmaxp = 0.0;
|
|
518
|
-
cvmaxm = 0.0;
|
|
519
|
-
total = 0.0;
|
|
520
|
-
for (k = 1; k <= mp; ++k) {
|
|
521
|
-
// total = this.DOT_PRODUCT(this.PART(this.COL(a, k), 1, n), this.PART(dx, 1, n));
|
|
522
|
-
total = this.DOT_PRODUCT_ROW_COL(dx, -1, a, k, 1, n);
|
|
523
|
-
if (k < mp) {
|
|
524
|
-
temp = datmat[k][np];
|
|
525
|
-
cvmaxp = Math.max(cvmaxp, -total - temp);
|
|
526
|
-
cvmaxm = Math.max(cvmaxm, total - temp);
|
|
527
|
-
}
|
|
528
|
-
}
|
|
529
|
-
dxsign = parmu * (cvmaxp - cvmaxm) > 2.0 * total ? -1.0 : 1.0;
|
|
628
|
+
// Calculate the value of ell.
|
|
530
629
|
|
|
531
|
-
|
|
532
|
-
|
|
533
|
-
|
|
534
|
-
|
|
535
|
-
|
|
536
|
-
|
|
537
|
-
|
|
538
|
-
|
|
539
|
-
|
|
540
|
-
|
|
541
|
-
|
|
542
|
-
|
|
543
|
-
|
|
544
|
-
|
|
545
|
-
|
|
546
|
-
|
|
547
|
-
simi[j][k] -= temp * simi[jdrop][k];
|
|
630
|
+
edgmax = delta * rho;
|
|
631
|
+
l = 0;
|
|
632
|
+
for (j = 1; j <= n; ++j) {
|
|
633
|
+
if (sigbar[j] >= parsig || sigbar[j] >= vsig[j]) {
|
|
634
|
+
temp = veta[j];
|
|
635
|
+
if (trured > 0.0) {
|
|
636
|
+
temp = 0.0;
|
|
637
|
+
for (k = 1; k <= n; ++k) {
|
|
638
|
+
temp += Math.pow(dx[k] - sim[k][j], 2.0);
|
|
639
|
+
}
|
|
640
|
+
temp = Math.sqrt(temp);
|
|
641
|
+
}
|
|
642
|
+
if (temp > edgmax) {
|
|
643
|
+
l = j;
|
|
644
|
+
edgmax = temp;
|
|
645
|
+
}
|
|
548
646
|
}
|
|
549
647
|
}
|
|
550
|
-
|
|
551
|
-
|
|
552
|
-
|
|
553
|
-
}
|
|
554
|
-
|
|
555
|
-
// Calculate DX = x(*)-x(0).
|
|
556
|
-
// Branch if the length of DX is less than 0.5*RHO.
|
|
557
|
-
ifull = this.trstlp(n, m, a, con, rho, dx);
|
|
558
|
-
if (!ifull) {
|
|
559
|
-
temp = 0.0;
|
|
560
|
-
for (k = 1; k <= n; ++k) {
|
|
561
|
-
temp += dx[k] * dx[k];
|
|
562
|
-
}
|
|
563
|
-
if (temp < 0.25 * rho * rho) {
|
|
564
|
-
ibrnch = true;
|
|
565
|
-
break L_550;
|
|
566
|
-
}
|
|
567
|
-
}
|
|
648
|
+
if (l > 0) {
|
|
649
|
+
jdrop = l;
|
|
650
|
+
}
|
|
568
651
|
|
|
569
|
-
|
|
570
|
-
|
|
571
|
-
|
|
572
|
-
|
|
573
|
-
|
|
574
|
-
|
|
575
|
-
|
|
576
|
-
|
|
577
|
-
|
|
578
|
-
|
|
652
|
+
if (jdrop !== 0) {
|
|
653
|
+
// Revise the simplex by updating the elements of SIM, SIMI and DATMAT.
|
|
654
|
+
temp = 0.0;
|
|
655
|
+
for (i = 1; i <= n; ++i) {
|
|
656
|
+
sim[i][jdrop] = dx[i];
|
|
657
|
+
temp += simi[jdrop][i] * dx[i];
|
|
658
|
+
}
|
|
659
|
+
for (k = 1; k <= n; ++k) {
|
|
660
|
+
simi[jdrop][k] /= temp;
|
|
661
|
+
}
|
|
662
|
+
for (j = 1; j <= n; ++j) {
|
|
663
|
+
if (j !== jdrop) {
|
|
664
|
+
// temp = this.DOT_PRODUCT(this.PART(this.ROW(simi, j), 1, n), this.PART(dx, 1, n));
|
|
665
|
+
temp = this.DOT_PRODUCT_ROW_COL(simi, j, dx, -1, 1, n);
|
|
666
|
+
for (k = 1; k <= n; ++k) {
|
|
667
|
+
simi[j][k] -= temp * simi[jdrop][k];
|
|
668
|
+
}
|
|
669
|
+
}
|
|
670
|
+
}
|
|
671
|
+
for (k = 1; k <= mpp; ++k) {
|
|
672
|
+
datmat[k][jdrop] = con[k];
|
|
673
|
+
}
|
|
579
674
|
|
|
580
|
-
|
|
581
|
-
|
|
582
|
-
|
|
583
|
-
|
|
584
|
-
prerec = datmat[mpp][np] - resnew;
|
|
585
|
-
barmu = prerec > 0.0 ? total / prerec : 0.0;
|
|
586
|
-
if (parmu < 1.5 * barmu) {
|
|
587
|
-
parmu = 2.0 * barmu;
|
|
588
|
-
if (iprint >= 2) { console.log("Increase in PARMU to " + parmu); }
|
|
589
|
-
phi = datmat[mp][np] + parmu * datmat[mpp][np];
|
|
590
|
-
for (j = 1; j <= n; ++j) {
|
|
591
|
-
temp = datmat[mp][j] + parmu * datmat[mpp][j];
|
|
592
|
-
if (temp < phi || (temp === phi && parmu === 0.0 && datmat[mpp][j] < datmat[mpp][np])) {
|
|
593
|
-
continue L_140;
|
|
675
|
+
// Branch back for further iterations with the current RHO.
|
|
676
|
+
if (trured > 0.0 && trured >= 0.1 * prerem) {
|
|
677
|
+
continue L_140;
|
|
678
|
+
}
|
|
594
679
|
}
|
|
595
|
-
}
|
|
596
|
-
}
|
|
597
|
-
prerem = parmu * prerec - total;
|
|
680
|
+
} while (false);
|
|
598
681
|
|
|
599
|
-
|
|
600
|
-
|
|
601
|
-
|
|
602
|
-
x[k] = sim[k][np] + dx[k];
|
|
682
|
+
if (!iflag) {
|
|
683
|
+
ibrnch = false;
|
|
684
|
+
continue L_140;
|
|
603
685
|
}
|
|
604
|
-
ibrnch = true;
|
|
605
|
-
continue L_40;
|
|
606
|
-
}
|
|
607
686
|
|
|
608
|
-
|
|
609
|
-
|
|
610
|
-
|
|
611
|
-
trured = vmold - vmnew;
|
|
612
|
-
if (parmu === 0.0 && f === datmat[mp][np]) {
|
|
613
|
-
prerem = prerec;
|
|
614
|
-
trured = datmat[mpp][np] - resmax;
|
|
615
|
-
}
|
|
616
|
-
|
|
617
|
-
// Begin the operations that decide whether x(*) should replace one of the
|
|
618
|
-
// vertices of the current simplex, the change being mandatory if TRURED is
|
|
619
|
-
// positive. Firstly, JDROP is set to the index of the vertex that is to be
|
|
620
|
-
// replaced.
|
|
621
|
-
ratio = trured <= 0.0 ? 1.0 : 0.0;
|
|
622
|
-
jdrop = 0;
|
|
623
|
-
for (j = 1; j <= n; ++j) {
|
|
624
|
-
// temp = Math.abs(this.DOT_PRODUCT(this.PART(this.ROW(simi, j), 1, n), this.PART(dx, 1, n)));
|
|
625
|
-
temp = Math.abs(this.DOT_PRODUCT_ROW_COL(simi, j, dx, -1, 1, n));
|
|
626
|
-
if (temp > ratio) {
|
|
627
|
-
jdrop = j;
|
|
628
|
-
ratio = temp;
|
|
687
|
+
if (rho <= rhoend) {
|
|
688
|
+
status = this.Normal;
|
|
689
|
+
break L_40;
|
|
629
690
|
}
|
|
630
|
-
sigbar[j] = temp * vsig[j];
|
|
631
|
-
}
|
|
632
691
|
|
|
633
|
-
|
|
634
|
-
|
|
635
|
-
|
|
636
|
-
|
|
637
|
-
|
|
638
|
-
|
|
639
|
-
temp = veta[j];
|
|
640
|
-
if (trured > 0.0) {
|
|
641
|
-
temp = 0.0;
|
|
642
|
-
for (k = 1; k <= n; ++k) {
|
|
643
|
-
temp += Math.pow(dx[k] - sim[k][j], 2.0);
|
|
644
|
-
}
|
|
645
|
-
temp = Math.sqrt(temp);
|
|
646
|
-
}
|
|
647
|
-
if (temp > edgmax) {
|
|
648
|
-
l = j;
|
|
649
|
-
edgmax = temp;
|
|
650
|
-
}
|
|
651
|
-
}
|
|
652
|
-
}
|
|
653
|
-
if (l > 0) { jdrop = l; }
|
|
654
|
-
|
|
655
|
-
if (jdrop !== 0) {
|
|
656
|
-
// Revise the simplex by updating the elements of SIM, SIMI and DATMAT.
|
|
657
|
-
temp = 0.0;
|
|
658
|
-
for (i = 1; i <= n; ++i) {
|
|
659
|
-
sim[i][jdrop] = dx[i];
|
|
660
|
-
temp += simi[jdrop][i] * dx[i];
|
|
692
|
+
// Otherwise reduce RHO if it is not at its least value and reset PARMU.
|
|
693
|
+
cmin = 0.0;
|
|
694
|
+
cmax = 0.0;
|
|
695
|
+
rho *= 0.5;
|
|
696
|
+
if (rho <= 1.5 * rhoend) {
|
|
697
|
+
rho = rhoend;
|
|
661
698
|
}
|
|
662
|
-
|
|
663
|
-
|
|
664
|
-
|
|
665
|
-
|
|
666
|
-
|
|
667
|
-
for (
|
|
668
|
-
|
|
699
|
+
if (parmu > 0.0) {
|
|
700
|
+
denom = 0.0;
|
|
701
|
+
for (k = 1; k <= mp; ++k) {
|
|
702
|
+
cmin = datmat[k][np];
|
|
703
|
+
cmax = cmin;
|
|
704
|
+
for (i = 1; i <= n; ++i) {
|
|
705
|
+
cmin = Math.min(cmin, datmat[k][i]);
|
|
706
|
+
cmax = Math.max(cmax, datmat[k][i]);
|
|
707
|
+
}
|
|
708
|
+
if (k <= m && cmin < 0.5 * cmax) {
|
|
709
|
+
temp = Math.max(cmax, 0.0) - cmin;
|
|
710
|
+
denom = denom <= 0.0 ? temp : Math.min(denom, temp);
|
|
669
711
|
}
|
|
670
712
|
}
|
|
713
|
+
if (denom === 0.0) {
|
|
714
|
+
parmu = 0.0;
|
|
715
|
+
} else if (cmax - cmin < parmu * denom) {
|
|
716
|
+
parmu = (cmax - cmin) / denom;
|
|
717
|
+
}
|
|
671
718
|
}
|
|
672
|
-
|
|
673
|
-
|
|
674
|
-
}
|
|
675
|
-
|
|
676
|
-
// Branch back for further iterations with the current RHO.
|
|
677
|
-
if (trured > 0.0 && trured >= 0.1 * prerem) {
|
|
678
|
-
continue L_140;
|
|
679
|
-
}
|
|
680
|
-
}
|
|
681
|
-
} while (false);
|
|
682
|
-
|
|
683
|
-
if (!iflag) {
|
|
684
|
-
ibrnch = false;
|
|
685
|
-
continue L_140;
|
|
686
|
-
}
|
|
687
|
-
|
|
688
|
-
if (rho <= rhoend) {
|
|
689
|
-
status = this.Normal;
|
|
690
|
-
break L_40;
|
|
691
|
-
}
|
|
692
|
-
|
|
693
|
-
// Otherwise reduce RHO if it is not at its least value and reset PARMU.
|
|
694
|
-
cmin = 0.0;
|
|
695
|
-
cmax = 0.0;
|
|
696
|
-
rho *= 0.5;
|
|
697
|
-
if (rho <= 1.5 * rhoend) { rho = rhoend; }
|
|
698
|
-
if (parmu > 0.0) {
|
|
699
|
-
denom = 0.0;
|
|
700
|
-
for (k = 1; k <= mp; ++k) {
|
|
701
|
-
cmin = datmat[k][np];
|
|
702
|
-
cmax = cmin;
|
|
703
|
-
for (i = 1; i <= n; ++i) {
|
|
704
|
-
cmin = Math.min(cmin, datmat[k][i]);
|
|
705
|
-
cmax = Math.max(cmax, datmat[k][i]);
|
|
719
|
+
if (iprint >= 2) {
|
|
720
|
+
console.log("Reduction in RHO to " + rho + " and PARMU = " + parmu);
|
|
706
721
|
}
|
|
707
|
-
if (
|
|
708
|
-
|
|
709
|
-
denom = denom <= 0.0 ? temp : Math.min(denom, temp);
|
|
722
|
+
if (iprint === 2) {
|
|
723
|
+
this.PrintIterationResult(nfvals, datmat[mp][np], datmat[mpp][np], this.COL(sim, np), n, iprint);
|
|
710
724
|
}
|
|
711
|
-
}
|
|
712
|
-
if (denom === 0.0) {
|
|
713
|
-
parmu = 0.0;
|
|
714
|
-
} else if (cmax - cmin < parmu * denom) {
|
|
715
|
-
parmu = (cmax - cmin) / denom;
|
|
716
|
-
}
|
|
717
|
-
}
|
|
718
|
-
if (iprint >= 2) {
|
|
719
|
-
console.log("Reduction in RHO to " + rho + " and PARMU = " + parmu);
|
|
720
|
-
}
|
|
721
|
-
if (iprint === 2) {
|
|
722
|
-
this.PrintIterationResult(nfvals, datmat[mp][np], datmat[mpp][np], this.COL(sim, np), n, iprint);
|
|
723
|
-
}
|
|
725
|
+
} while (true);
|
|
724
726
|
} while (true);
|
|
725
|
-
} while (true);
|
|
726
727
|
|
|
727
728
|
switch (status) {
|
|
728
729
|
case this.Normal:
|
|
729
|
-
if (iprint >= 1) {
|
|
730
|
+
if (iprint >= 1) {
|
|
731
|
+
console.log("%nNormal return from subroutine COBYLA%n");
|
|
732
|
+
}
|
|
730
733
|
if (ifull) {
|
|
731
|
-
if (iprint >= 1) {
|
|
734
|
+
if (iprint >= 1) {
|
|
735
|
+
this.PrintIterationResult(nfvals, f, resmax, x, n, iprint);
|
|
736
|
+
}
|
|
732
737
|
return status;
|
|
733
738
|
}
|
|
734
739
|
break;
|
|
@@ -744,10 +749,14 @@ define(['jxg', 'utils/type'], function (JXG, Type) {
|
|
|
744
749
|
break;
|
|
745
750
|
}
|
|
746
751
|
|
|
747
|
-
for (k = 1; k <= n; ++k) {
|
|
752
|
+
for (k = 1; k <= n; ++k) {
|
|
753
|
+
x[k] = sim[k][np];
|
|
754
|
+
}
|
|
748
755
|
f = datmat[mp][np];
|
|
749
756
|
resmax = datmat[mpp][np];
|
|
750
|
-
if (iprint >= 1) {
|
|
757
|
+
if (iprint >= 1) {
|
|
758
|
+
this.PrintIterationResult(nfvals, f, resmax, x, n, iprint);
|
|
759
|
+
}
|
|
751
760
|
|
|
752
761
|
return status;
|
|
753
762
|
},
|
|
@@ -850,380 +859,426 @@ define(['jxg', 'utils/type'], function (JXG, Type) {
|
|
|
850
859
|
first = true;
|
|
851
860
|
do {
|
|
852
861
|
L_60:
|
|
853
|
-
do {
|
|
854
|
-
if (!first || (first && resmax === 0.0)) {
|
|
855
|
-
mcon = m + 1;
|
|
856
|
-
icon = mcon;
|
|
857
|
-
iact[mcon] = mcon;
|
|
858
|
-
vmultc[mcon] = 0.0;
|
|
859
|
-
}
|
|
860
|
-
first = false;
|
|
861
|
-
|
|
862
|
-
optold = 0.0;
|
|
863
|
-
icount = 0;
|
|
864
|
-
step = 0;
|
|
865
|
-
stpful = 0;
|
|
866
|
-
|
|
867
|
-
L_70:
|
|
868
862
|
do {
|
|
869
|
-
|
|
870
|
-
|
|
871
|
-
|
|
872
|
-
|
|
873
|
-
|
|
874
|
-
nactx = nact;
|
|
875
|
-
icount = 3;
|
|
876
|
-
} else if (nact > nactx) {
|
|
877
|
-
nactx = nact;
|
|
878
|
-
icount = 3;
|
|
879
|
-
} else {
|
|
880
|
-
--icount;
|
|
863
|
+
if (!first || (first && resmax === 0.0)) {
|
|
864
|
+
mcon = m + 1;
|
|
865
|
+
icon = mcon;
|
|
866
|
+
iact[mcon] = mcon;
|
|
867
|
+
vmultc[mcon] = 0.0;
|
|
881
868
|
}
|
|
882
|
-
|
|
883
|
-
|
|
884
|
-
|
|
885
|
-
|
|
886
|
-
|
|
887
|
-
|
|
888
|
-
|
|
889
|
-
|
|
890
|
-
|
|
891
|
-
|
|
892
|
-
|
|
893
|
-
|
|
894
|
-
|
|
895
|
-
|
|
896
|
-
|
|
897
|
-
|
|
898
|
-
|
|
899
|
-
|
|
900
|
-
|
|
901
|
-
this.PART(this.COL(z, k), 1, n),
|
|
902
|
-
this.PART(this.COL(a, kk), 1, n)
|
|
903
|
-
);
|
|
904
|
-
temp = Math.sqrt(sp * sp + zdota[kp] * zdota[kp]);
|
|
905
|
-
alpha = zdota[kp] / temp;
|
|
906
|
-
beta = sp / temp;
|
|
907
|
-
zdota[kp] = alpha * zdota[k];
|
|
908
|
-
zdota[k] = temp;
|
|
909
|
-
for (i = 1; i <= n; ++i) {
|
|
910
|
-
temp = alpha * z[i][kp] + beta * z[i][k];
|
|
911
|
-
z[i][kp] = alpha * z[i][k] - beta * z[i][kp];
|
|
912
|
-
z[i][k] = temp;
|
|
913
|
-
}
|
|
914
|
-
iact[k] = kk;
|
|
915
|
-
vmultc[k] = vmultc[kp];
|
|
916
|
-
k = kp;
|
|
917
|
-
} while (k < nact);
|
|
918
|
-
|
|
919
|
-
iact[k] = isave;
|
|
920
|
-
vmultc[k] = vsave;
|
|
921
|
-
}
|
|
922
|
-
--nact;
|
|
923
|
-
|
|
924
|
-
// If stage one is in progress, then set SDIRN to the direction of the next
|
|
925
|
-
// change to the current vector of variables.
|
|
926
|
-
if (mcon > m) {
|
|
927
|
-
// Pick the next search direction of stage two.
|
|
928
|
-
temp = 1.0 / zdota[nact];
|
|
929
|
-
for (k = 1; k <= n; ++k) { sdirn[k] = temp * z[k][nact]; }
|
|
930
|
-
} else {
|
|
931
|
-
// temp = this.DOT_PRODUCT(this.PART(sdirn, 1, n), this.PART(this.COL(z, nact + 1), 1, n));
|
|
932
|
-
temp = this.DOT_PRODUCT_ROW_COL(sdirn, -1, z, nact + 1, 1, n);
|
|
933
|
-
for (k = 1; k <= n; ++k) { sdirn[k] -= temp * z[k][nact + 1]; }
|
|
934
|
-
}
|
|
935
|
-
} else {
|
|
936
|
-
kk = iact[icon];
|
|
937
|
-
for (k = 1; k <= n; ++k) { dxnew[k] = a[k][kk]; }
|
|
938
|
-
tot = 0.0;
|
|
939
|
-
|
|
940
|
-
// {
|
|
941
|
-
k = n;
|
|
942
|
-
while (k > nact) {
|
|
943
|
-
sp = 0.0;
|
|
944
|
-
spabs = 0.0;
|
|
945
|
-
for (i = 1; i <= n; ++i) {
|
|
946
|
-
temp = z[i][k] * dxnew[i];
|
|
947
|
-
sp += temp;
|
|
948
|
-
spabs += Math.abs(temp);
|
|
949
|
-
}
|
|
950
|
-
acca = spabs + 0.1 * Math.abs(sp);
|
|
951
|
-
accb = spabs + 0.2 * Math.abs(sp);
|
|
952
|
-
if (spabs >= acca || acca >= accb) { sp = 0.0; }
|
|
953
|
-
if (tot === 0.0) {
|
|
954
|
-
tot = sp;
|
|
869
|
+
first = false;
|
|
870
|
+
|
|
871
|
+
optold = 0.0;
|
|
872
|
+
icount = 0;
|
|
873
|
+
step = 0;
|
|
874
|
+
stpful = 0;
|
|
875
|
+
|
|
876
|
+
L_70:
|
|
877
|
+
do {
|
|
878
|
+
// optnew = (mcon === m) ? resmax : -this.DOT_PRODUCT(this.PART(dx, 1, n), this.PART(this.COL(a, mcon), 1, n));
|
|
879
|
+
optnew = (mcon === m) ? resmax : -this.DOT_PRODUCT_ROW_COL(dx, -1, a, mcon, 1, n);
|
|
880
|
+
|
|
881
|
+
if (icount === 0 || optnew < optold) {
|
|
882
|
+
optold = optnew;
|
|
883
|
+
nactx = nact;
|
|
884
|
+
icount = 3;
|
|
885
|
+
} else if (nact > nactx) {
|
|
886
|
+
nactx = nact;
|
|
887
|
+
icount = 3;
|
|
955
888
|
} else {
|
|
956
|
-
|
|
957
|
-
|
|
958
|
-
|
|
959
|
-
|
|
960
|
-
tot = temp;
|
|
961
|
-
for (i = 1; i <= n; ++i) {
|
|
962
|
-
temp = alpha * z[i][k] + beta * z[i][kp];
|
|
963
|
-
z[i][kp] = alpha * z[i][kp] - beta * z[i][k];
|
|
964
|
-
z[i][k] = temp;
|
|
965
|
-
}
|
|
889
|
+
--icount;
|
|
890
|
+
}
|
|
891
|
+
if (icount === 0) {
|
|
892
|
+
break L_60;
|
|
966
893
|
}
|
|
967
|
-
--k;
|
|
968
|
-
}
|
|
969
|
-
// }
|
|
970
894
|
|
|
971
|
-
|
|
972
|
-
//
|
|
973
|
-
//
|
|
974
|
-
//
|
|
975
|
-
//
|
|
976
|
-
|
|
977
|
-
|
|
895
|
+
// If ICON exceeds NACT, then we add the constraint with index IACT(ICON) to
|
|
896
|
+
// the active set. Apply Givens rotations so that the last N-NACT-1 columns
|
|
897
|
+
// of Z are orthogonal to the gradient of the new constraint, a scalar
|
|
898
|
+
// product being set to zero if its nonzero value could be due to computer
|
|
899
|
+
// rounding errors. The array DXNEW is used for working space.
|
|
900
|
+
ratio = 0;
|
|
901
|
+
if (icon <= nact) {
|
|
902
|
+
if (icon < nact) {
|
|
903
|
+
// Delete the constraint that has the index IACT(ICON) from the active set.
|
|
904
|
+
|
|
905
|
+
isave = iact[icon];
|
|
906
|
+
vsave = vmultc[icon];
|
|
907
|
+
k = icon;
|
|
908
|
+
do {
|
|
909
|
+
kp = k + 1;
|
|
910
|
+
kk = iact[kp];
|
|
911
|
+
sp = this.DOT_PRODUCT(
|
|
912
|
+
this.PART(this.COL(z, k), 1, n),
|
|
913
|
+
this.PART(this.COL(a, kk), 1, n)
|
|
914
|
+
);
|
|
915
|
+
temp = Math.sqrt(sp * sp + zdota[kp] * zdota[kp]);
|
|
916
|
+
alpha = zdota[kp] / temp;
|
|
917
|
+
beta = sp / temp;
|
|
918
|
+
zdota[kp] = alpha * zdota[k];
|
|
919
|
+
zdota[k] = temp;
|
|
920
|
+
for (i = 1; i <= n; ++i) {
|
|
921
|
+
temp = alpha * z[i][kp] + beta * z[i][k];
|
|
922
|
+
z[i][kp] = alpha * z[i][k] - beta * z[i][kp];
|
|
923
|
+
z[i][k] = temp;
|
|
924
|
+
}
|
|
925
|
+
iact[k] = kk;
|
|
926
|
+
vmultc[k] = vmultc[kp];
|
|
927
|
+
k = kp;
|
|
928
|
+
} while (k < nact);
|
|
929
|
+
|
|
930
|
+
iact[k] = isave;
|
|
931
|
+
vmultc[k] = vsave;
|
|
932
|
+
}
|
|
933
|
+
--nact;
|
|
978
934
|
|
|
979
|
-
|
|
980
|
-
|
|
981
|
-
|
|
982
|
-
|
|
983
|
-
|
|
984
|
-
|
|
935
|
+
// If stage one is in progress, then set SDIRN to the direction of the next
|
|
936
|
+
// change to the current vector of variables.
|
|
937
|
+
if (mcon > m) {
|
|
938
|
+
// Pick the next search direction of stage two.
|
|
939
|
+
temp = 1.0 / zdota[nact];
|
|
940
|
+
for (k = 1; k <= n; ++k) {
|
|
941
|
+
sdirn[k] = temp * z[k][nact];
|
|
942
|
+
}
|
|
943
|
+
} else {
|
|
944
|
+
// temp = this.DOT_PRODUCT(this.PART(sdirn, 1, n), this.PART(this.COL(z, nact + 1), 1, n));
|
|
945
|
+
temp = this.DOT_PRODUCT_ROW_COL(sdirn, -1, z, nact + 1, 1, n);
|
|
946
|
+
for (k = 1; k <= n; ++k) {
|
|
947
|
+
sdirn[k] -= temp * z[k][nact + 1];
|
|
948
|
+
}
|
|
949
|
+
}
|
|
950
|
+
} else {
|
|
951
|
+
kk = iact[icon];
|
|
952
|
+
for (k = 1; k <= n; ++k) {
|
|
953
|
+
dxnew[k] = a[k][kk];
|
|
954
|
+
}
|
|
955
|
+
tot = 0.0;
|
|
985
956
|
|
|
986
|
-
|
|
987
|
-
|
|
988
|
-
|
|
989
|
-
|
|
957
|
+
// {
|
|
958
|
+
k = n;
|
|
959
|
+
while (k > nact) {
|
|
960
|
+
sp = 0.0;
|
|
961
|
+
spabs = 0.0;
|
|
962
|
+
for (i = 1; i <= n; ++i) {
|
|
963
|
+
temp = z[i][k] * dxnew[i];
|
|
964
|
+
sp += temp;
|
|
965
|
+
spabs += Math.abs(temp);
|
|
966
|
+
}
|
|
967
|
+
acca = spabs + 0.1 * Math.abs(sp);
|
|
968
|
+
accb = spabs + 0.2 * Math.abs(sp);
|
|
969
|
+
if (spabs >= acca || acca >= accb) {
|
|
970
|
+
sp = 0.0;
|
|
971
|
+
}
|
|
972
|
+
if (tot === 0.0) {
|
|
973
|
+
tot = sp;
|
|
974
|
+
} else {
|
|
975
|
+
kp = k + 1;
|
|
976
|
+
temp = Math.sqrt(sp * sp + tot * tot);
|
|
977
|
+
alpha = sp / temp;
|
|
978
|
+
beta = tot / temp;
|
|
979
|
+
tot = temp;
|
|
980
|
+
for (i = 1; i <= n; ++i) {
|
|
981
|
+
temp = alpha * z[i][k] + beta * z[i][kp];
|
|
982
|
+
z[i][kp] = alpha * z[i][kp] - beta * z[i][k];
|
|
983
|
+
z[i][k] = temp;
|
|
984
|
+
}
|
|
985
|
+
}
|
|
986
|
+
--k;
|
|
990
987
|
}
|
|
991
|
-
|
|
992
|
-
|
|
993
|
-
if (
|
|
994
|
-
|
|
995
|
-
|
|
996
|
-
|
|
997
|
-
|
|
988
|
+
// }
|
|
989
|
+
|
|
990
|
+
if (tot === 0.0) {
|
|
991
|
+
// The next instruction is reached if a deletion has to be made from the
|
|
992
|
+
// active set in order to make room for the new active constraint, because
|
|
993
|
+
// the new constraint gradient is a linear combination of the gradients of
|
|
994
|
+
// the old active constraints. Set the elements of VMULTD to the multipliers
|
|
995
|
+
// of the linear combination. Further, set IOUT to the index of the
|
|
996
|
+
// constraint to be deleted, but branch if no suitable index can be found.
|
|
997
|
+
|
|
998
|
+
ratio = -1.0;
|
|
999
|
+
//{
|
|
1000
|
+
k = nact;
|
|
1001
|
+
do {
|
|
1002
|
+
zdotv = 0.0;
|
|
1003
|
+
zdvabs = 0.0;
|
|
1004
|
+
|
|
1005
|
+
for (i = 1; i <= n; ++i) {
|
|
1006
|
+
temp = z[i][k] * dxnew[i];
|
|
1007
|
+
zdotv += temp;
|
|
1008
|
+
zdvabs += Math.abs(temp);
|
|
1009
|
+
}
|
|
1010
|
+
acca = zdvabs + 0.1 * Math.abs(zdotv);
|
|
1011
|
+
accb = zdvabs + 0.2 * Math.abs(zdotv);
|
|
1012
|
+
if (zdvabs < acca && acca < accb) {
|
|
1013
|
+
temp = zdotv / zdota[k];
|
|
1014
|
+
if (temp > 0.0 && iact[k] <= m) {
|
|
1015
|
+
tempa = vmultc[k] / temp;
|
|
1016
|
+
if (ratio < 0.0 || tempa < ratio) {
|
|
1017
|
+
ratio = tempa;
|
|
1018
|
+
}
|
|
1019
|
+
}
|
|
1020
|
+
|
|
1021
|
+
if (k >= 2) {
|
|
1022
|
+
kw = iact[k];
|
|
1023
|
+
for (i = 1; i <= n; ++i) {
|
|
1024
|
+
dxnew[i] -= temp * a[i][kw];
|
|
1025
|
+
}
|
|
1026
|
+
}
|
|
1027
|
+
vmultd[k] = temp;
|
|
1028
|
+
} else {
|
|
1029
|
+
vmultd[k] = 0.0;
|
|
1030
|
+
}
|
|
1031
|
+
} while (--k > 0);
|
|
1032
|
+
//}
|
|
1033
|
+
if (ratio < 0.0) {
|
|
1034
|
+
break L_60;
|
|
998
1035
|
}
|
|
999
1036
|
|
|
1000
|
-
|
|
1001
|
-
|
|
1002
|
-
|
|
1037
|
+
// Revise the Lagrange multipliers and reorder the active constraints so
|
|
1038
|
+
// that the one to be replaced is at the end of the list. Also calculate the
|
|
1039
|
+
// new value of ZDOTA(NACT) and branch if it is not acceptable.
|
|
1040
|
+
|
|
1041
|
+
for (k = 1; k <= nact; ++k) {
|
|
1042
|
+
vmultc[k] = Math.max(0.0, vmultc[k] - ratio * vmultd[k]);
|
|
1043
|
+
}
|
|
1044
|
+
if (icon < nact) {
|
|
1045
|
+
isave = iact[icon];
|
|
1046
|
+
vsave = vmultc[icon];
|
|
1047
|
+
k = icon;
|
|
1048
|
+
do {
|
|
1049
|
+
kp = k + 1;
|
|
1050
|
+
kw = iact[kp];
|
|
1051
|
+
sp = this.DOT_PRODUCT(
|
|
1052
|
+
this.PART(this.COL(z, k), 1, n),
|
|
1053
|
+
this.PART(this.COL(a, kw), 1, n)
|
|
1054
|
+
);
|
|
1055
|
+
temp = Math.sqrt(sp * sp + zdota[kp] * zdota[kp]);
|
|
1056
|
+
alpha = zdota[kp] / temp;
|
|
1057
|
+
beta = sp / temp;
|
|
1058
|
+
zdota[kp] = alpha * zdota[k];
|
|
1059
|
+
zdota[k] = temp;
|
|
1060
|
+
for (i = 1; i <= n; ++i) {
|
|
1061
|
+
temp = alpha * z[i][kp] + beta * z[i][k];
|
|
1062
|
+
z[i][kp] = alpha * z[i][k] - beta * z[i][kp];
|
|
1063
|
+
z[i][k] = temp;
|
|
1064
|
+
}
|
|
1065
|
+
iact[k] = kw;
|
|
1066
|
+
vmultc[k] = vmultc[kp];
|
|
1067
|
+
k = kp;
|
|
1068
|
+
} while (k < nact);
|
|
1069
|
+
iact[k] = isave;
|
|
1070
|
+
vmultc[k] = vsave;
|
|
1003
1071
|
}
|
|
1004
|
-
|
|
1072
|
+
temp = this.DOT_PRODUCT(
|
|
1073
|
+
this.PART(this.COL(z, nact), 1, n),
|
|
1074
|
+
this.PART(this.COL(a, kk), 1, n)
|
|
1075
|
+
);
|
|
1076
|
+
if (temp === 0.0) {
|
|
1077
|
+
break L_60;
|
|
1078
|
+
}
|
|
1079
|
+
zdota[nact] = temp;
|
|
1080
|
+
vmultc[icon] = 0.0;
|
|
1081
|
+
vmultc[nact] = ratio;
|
|
1005
1082
|
} else {
|
|
1006
|
-
|
|
1083
|
+
// Add the new constraint if this can be done without a deletion from the
|
|
1084
|
+
// active set.
|
|
1085
|
+
|
|
1086
|
+
++nact;
|
|
1087
|
+
zdota[nact] = tot;
|
|
1088
|
+
vmultc[icon] = vmultc[nact];
|
|
1089
|
+
vmultc[nact] = 0.0;
|
|
1007
1090
|
}
|
|
1008
|
-
} while (--k > 0);
|
|
1009
|
-
//}
|
|
1010
|
-
if (ratio < 0.0) { break L_60; }
|
|
1011
1091
|
|
|
1012
|
-
|
|
1013
|
-
|
|
1014
|
-
// new value of ZDOTA(NACT) and branch if it is not acceptable.
|
|
1092
|
+
// Update IACT and ensure that the objective function continues to be
|
|
1093
|
+
// treated as the last active constraint when MCON>M.
|
|
1015
1094
|
|
|
1016
|
-
|
|
1017
|
-
|
|
1018
|
-
|
|
1019
|
-
|
|
1020
|
-
isave = iact[icon];
|
|
1021
|
-
vsave = vmultc[icon];
|
|
1022
|
-
k = icon;
|
|
1023
|
-
do {
|
|
1024
|
-
kp = k + 1;
|
|
1025
|
-
kw = iact[kp];
|
|
1095
|
+
iact[icon] = iact[nact];
|
|
1096
|
+
iact[nact] = kk;
|
|
1097
|
+
if (mcon > m && kk !== mcon) {
|
|
1098
|
+
k = nact - 1;
|
|
1026
1099
|
sp = this.DOT_PRODUCT(
|
|
1027
1100
|
this.PART(this.COL(z, k), 1, n),
|
|
1028
|
-
this.PART(this.COL(a,
|
|
1101
|
+
this.PART(this.COL(a, kk), 1, n)
|
|
1029
1102
|
);
|
|
1030
|
-
temp = Math.sqrt(sp * sp + zdota[
|
|
1031
|
-
alpha = zdota[
|
|
1103
|
+
temp = Math.sqrt(sp * sp + zdota[nact] * zdota[nact]);
|
|
1104
|
+
alpha = zdota[nact] / temp;
|
|
1032
1105
|
beta = sp / temp;
|
|
1033
|
-
zdota[
|
|
1106
|
+
zdota[nact] = alpha * zdota[k];
|
|
1034
1107
|
zdota[k] = temp;
|
|
1035
1108
|
for (i = 1; i <= n; ++i) {
|
|
1036
|
-
temp = alpha * z[i][
|
|
1037
|
-
z[i][
|
|
1109
|
+
temp = alpha * z[i][nact] + beta * z[i][k];
|
|
1110
|
+
z[i][nact] = alpha * z[i][k] - beta * z[i][nact];
|
|
1038
1111
|
z[i][k] = temp;
|
|
1039
1112
|
}
|
|
1040
|
-
iact[
|
|
1041
|
-
|
|
1042
|
-
|
|
1043
|
-
|
|
1044
|
-
|
|
1045
|
-
|
|
1113
|
+
iact[nact] = iact[k];
|
|
1114
|
+
iact[k] = kk;
|
|
1115
|
+
temp = vmultc[k];
|
|
1116
|
+
vmultc[k] = vmultc[nact];
|
|
1117
|
+
vmultc[nact] = temp;
|
|
1118
|
+
}
|
|
1119
|
+
|
|
1120
|
+
// If stage one is in progress, then set SDIRN to the direction of the next
|
|
1121
|
+
// change to the current vector of variables.
|
|
1122
|
+
if (mcon > m) {
|
|
1123
|
+
// Pick the next search direction of stage two.
|
|
1124
|
+
temp = 1.0 / zdota[nact];
|
|
1125
|
+
for (k = 1; k <= n; ++k) {
|
|
1126
|
+
sdirn[k] = temp * z[k][nact];
|
|
1127
|
+
}
|
|
1128
|
+
} else {
|
|
1129
|
+
kk = iact[nact];
|
|
1130
|
+
// temp = (this.DOT_PRODUCT(this.PART(sdirn, 1, n),this.PART(this.COL(a, kk), 1, n)) - 1.0) / zdota[nact];
|
|
1131
|
+
temp = (this.DOT_PRODUCT_ROW_COL(sdirn, -1, a, kk, 1, n) - 1.0) / zdota[nact];
|
|
1132
|
+
for (k = 1; k <= n; ++k) {
|
|
1133
|
+
sdirn[k] -= temp * z[k][nact];
|
|
1134
|
+
}
|
|
1135
|
+
}
|
|
1046
1136
|
}
|
|
1047
|
-
temp = this.DOT_PRODUCT(
|
|
1048
|
-
this.PART(this.COL(z, nact), 1, n),
|
|
1049
|
-
this.PART(this.COL(a, kk), 1, n)
|
|
1050
|
-
);
|
|
1051
|
-
if (temp === 0.0) { break L_60; }
|
|
1052
|
-
zdota[nact] = temp;
|
|
1053
|
-
vmultc[icon] = 0.0;
|
|
1054
|
-
vmultc[nact] = ratio;
|
|
1055
|
-
} else {
|
|
1056
|
-
// Add the new constraint if this can be done without a deletion from the
|
|
1057
|
-
// active set.
|
|
1058
|
-
|
|
1059
|
-
++nact;
|
|
1060
|
-
zdota[nact] = tot;
|
|
1061
|
-
vmultc[icon] = vmultc[nact];
|
|
1062
|
-
vmultc[nact] = 0.0;
|
|
1063
|
-
}
|
|
1064
1137
|
|
|
1065
|
-
|
|
1066
|
-
|
|
1067
|
-
|
|
1068
|
-
|
|
1069
|
-
|
|
1070
|
-
|
|
1071
|
-
|
|
1072
|
-
|
|
1073
|
-
this.PART(this.COL(z, k), 1, n),
|
|
1074
|
-
this.PART(this.COL(a, kk), 1, n)
|
|
1075
|
-
);
|
|
1076
|
-
temp = Math.sqrt(sp * sp + zdota[nact] * zdota[nact]);
|
|
1077
|
-
alpha = zdota[nact] / temp;
|
|
1078
|
-
beta = sp / temp;
|
|
1079
|
-
zdota[nact] = alpha * zdota[k];
|
|
1080
|
-
zdota[k] = temp;
|
|
1138
|
+
// Calculate the step to the boundary of the trust region or take the step
|
|
1139
|
+
// that reduces RESMAX to zero. The two statements below that include the
|
|
1140
|
+
// factor 1.0E-6 prevent some harmless underflows that occurred in a test
|
|
1141
|
+
// calculation. Further, we skip the step if it could be zero within a
|
|
1142
|
+
// reasonable tolerance for computer rounding errors.
|
|
1143
|
+
dd = rho * rho;
|
|
1144
|
+
sd = 0.0;
|
|
1145
|
+
ss = 0.0;
|
|
1081
1146
|
for (i = 1; i <= n; ++i) {
|
|
1082
|
-
|
|
1083
|
-
|
|
1084
|
-
|
|
1147
|
+
if (Math.abs(dx[i]) >= 1.0E-6 * rho) {
|
|
1148
|
+
dd -= dx[i] * dx[i];
|
|
1149
|
+
}
|
|
1150
|
+
sd += dx[i] * sdirn[i];
|
|
1151
|
+
ss += sdirn[i] * sdirn[i];
|
|
1152
|
+
}
|
|
1153
|
+
if (dd <= 0.0) {
|
|
1154
|
+
break L_60;
|
|
1155
|
+
}
|
|
1156
|
+
temp = Math.sqrt(ss * dd);
|
|
1157
|
+
if (Math.abs(sd) >= 1.0E-6 * temp) {
|
|
1158
|
+
temp = Math.sqrt(ss * dd + sd * sd);
|
|
1159
|
+
}
|
|
1160
|
+
stpful = dd / (temp + sd);
|
|
1161
|
+
step = stpful;
|
|
1162
|
+
if (mcon === m) {
|
|
1163
|
+
acca = step + 0.1 * resmax;
|
|
1164
|
+
accb = step + 0.2 * resmax;
|
|
1165
|
+
if (step >= acca || acca >= accb) {
|
|
1166
|
+
break L_70;
|
|
1167
|
+
}
|
|
1168
|
+
step = Math.min(step, resmax);
|
|
1085
1169
|
}
|
|
1086
|
-
iact[nact] = iact[k];
|
|
1087
|
-
iact[k] = kk;
|
|
1088
|
-
temp = vmultc[k];
|
|
1089
|
-
vmultc[k] = vmultc[nact];
|
|
1090
|
-
vmultc[nact] = temp;
|
|
1091
|
-
}
|
|
1092
1170
|
|
|
1093
|
-
|
|
1094
|
-
|
|
1095
|
-
|
|
1096
|
-
//
|
|
1097
|
-
|
|
1098
|
-
|
|
1099
|
-
|
|
1100
|
-
|
|
1101
|
-
|
|
1102
|
-
|
|
1103
|
-
|
|
1104
|
-
|
|
1105
|
-
|
|
1171
|
+
// Set DXNEW to the new variables if STEP is the steplength, and reduce
|
|
1172
|
+
// RESMAX to the corresponding maximum residual if stage one is being done.
|
|
1173
|
+
// Because DXNEW will be changed during the calculation of some Lagrange
|
|
1174
|
+
// multipliers, it will be restored to the following value later.
|
|
1175
|
+
for (k = 1; k <= n; ++k) {
|
|
1176
|
+
dxnew[k] = dx[k] + step * sdirn[k];
|
|
1177
|
+
}
|
|
1178
|
+
if (mcon === m) {
|
|
1179
|
+
resold = resmax;
|
|
1180
|
+
resmax = 0.0;
|
|
1181
|
+
for (k = 1; k <= nact; ++k) {
|
|
1182
|
+
kk = iact[k];
|
|
1183
|
+
// temp = b[kk] - this.DOT_PRODUCT(this.PART(this.COL(a, kk), 1, n), this.PART(dxnew, 1, n));
|
|
1184
|
+
temp = b[kk] - this.DOT_PRODUCT_ROW_COL(dxnew, -1, a, kk, 1, n);
|
|
1185
|
+
resmax = Math.max(resmax, temp);
|
|
1186
|
+
}
|
|
1187
|
+
}
|
|
1106
1188
|
|
|
1107
|
-
|
|
1108
|
-
|
|
1109
|
-
|
|
1110
|
-
|
|
1111
|
-
|
|
1112
|
-
|
|
1113
|
-
|
|
1114
|
-
|
|
1115
|
-
|
|
1116
|
-
|
|
1117
|
-
|
|
1118
|
-
|
|
1119
|
-
|
|
1120
|
-
|
|
1121
|
-
|
|
1122
|
-
|
|
1123
|
-
|
|
1124
|
-
|
|
1125
|
-
|
|
1126
|
-
|
|
1127
|
-
|
|
1128
|
-
|
|
1129
|
-
|
|
1130
|
-
|
|
1189
|
+
// Set VMULTD to the VMULTC vector that would occur if DX became DXNEW. A
|
|
1190
|
+
// device is included to force VMULTD(K) = 0.0 if deviations from this value
|
|
1191
|
+
// can be attributed to computer rounding errors. First calculate the new
|
|
1192
|
+
// Lagrange multipliers.
|
|
1193
|
+
//{
|
|
1194
|
+
k = nact;
|
|
1195
|
+
do {
|
|
1196
|
+
zdotw = 0.0;
|
|
1197
|
+
zdwabs = 0.0;
|
|
1198
|
+
for (i = 1; i <= n; ++i) {
|
|
1199
|
+
temp = z[i][k] * dxnew[i];
|
|
1200
|
+
zdotw += temp;
|
|
1201
|
+
zdwabs += Math.abs(temp);
|
|
1202
|
+
}
|
|
1203
|
+
acca = zdwabs + 0.1 * Math.abs(zdotw);
|
|
1204
|
+
accb = zdwabs + 0.2 * Math.abs(zdotw);
|
|
1205
|
+
if (zdwabs >= acca || acca >= accb) {
|
|
1206
|
+
zdotw = 0.0;
|
|
1207
|
+
}
|
|
1208
|
+
vmultd[k] = zdotw / zdota[k];
|
|
1209
|
+
if (k >= 2) {
|
|
1210
|
+
kk = iact[k];
|
|
1211
|
+
for (i = 1; i <= n; ++i) {
|
|
1212
|
+
dxnew[i] -= vmultd[k] * a[i][kk];
|
|
1213
|
+
}
|
|
1214
|
+
}
|
|
1215
|
+
} while (k-- >= 2);
|
|
1216
|
+
if (mcon > m) {
|
|
1217
|
+
vmultd[nact] = Math.max(0.0, vmultd[nact]);
|
|
1218
|
+
}
|
|
1219
|
+
//}
|
|
1131
1220
|
|
|
1132
|
-
|
|
1133
|
-
// RESMAX to the corresponding maximum residual if stage one is being done.
|
|
1134
|
-
// Because DXNEW will be changed during the calculation of some Lagrange
|
|
1135
|
-
// multipliers, it will be restored to the following value later.
|
|
1136
|
-
for (k = 1; k <= n; ++k) { dxnew[k] = dx[k] + step * sdirn[k]; }
|
|
1137
|
-
if (mcon === m) {
|
|
1138
|
-
resold = resmax;
|
|
1139
|
-
resmax = 0.0;
|
|
1140
|
-
for (k = 1; k <= nact; ++k) {
|
|
1141
|
-
kk = iact[k];
|
|
1142
|
-
// temp = b[kk] - this.DOT_PRODUCT(this.PART(this.COL(a, kk), 1, n), this.PART(dxnew, 1, n));
|
|
1143
|
-
temp = b[kk] - this.DOT_PRODUCT_ROW_COL(dxnew, -1, a, kk, 1, n);
|
|
1144
|
-
resmax = Math.max(resmax, temp);
|
|
1145
|
-
}
|
|
1146
|
-
}
|
|
1221
|
+
// Complete VMULTC by finding the new constraint residuals.
|
|
1147
1222
|
|
|
1148
|
-
|
|
1149
|
-
|
|
1150
|
-
|
|
1151
|
-
|
|
1152
|
-
|
|
1153
|
-
|
|
1154
|
-
|
|
1155
|
-
|
|
1156
|
-
|
|
1157
|
-
|
|
1158
|
-
|
|
1159
|
-
|
|
1160
|
-
|
|
1161
|
-
|
|
1162
|
-
|
|
1163
|
-
|
|
1164
|
-
|
|
1165
|
-
|
|
1166
|
-
|
|
1167
|
-
|
|
1168
|
-
|
|
1169
|
-
}
|
|
1170
|
-
} while (k-- >= 2);
|
|
1171
|
-
if (mcon > m) { vmultd[nact] = Math.max(0.0, vmultd[nact]); }
|
|
1172
|
-
//}
|
|
1173
|
-
|
|
1174
|
-
// Complete VMULTC by finding the new constraint residuals.
|
|
1175
|
-
|
|
1176
|
-
for (k = 1; k <= n; ++k) { dxnew[k] = dx[k] + step * sdirn[k]; }
|
|
1177
|
-
if (mcon > nact) {
|
|
1178
|
-
kl = nact + 1;
|
|
1179
|
-
for (k = kl; k <= mcon; ++k) {
|
|
1180
|
-
kk = iact[k];
|
|
1181
|
-
total = resmax - b[kk];
|
|
1182
|
-
sumabs = resmax + Math.abs(b[kk]);
|
|
1183
|
-
for (i = 1; i <= n; ++i) {
|
|
1184
|
-
temp = a[i][kk] * dxnew[i];
|
|
1185
|
-
total += temp;
|
|
1186
|
-
sumabs += Math.abs(temp);
|
|
1223
|
+
for (k = 1; k <= n; ++k) {
|
|
1224
|
+
dxnew[k] = dx[k] + step * sdirn[k];
|
|
1225
|
+
}
|
|
1226
|
+
if (mcon > nact) {
|
|
1227
|
+
kl = nact + 1;
|
|
1228
|
+
for (k = kl; k <= mcon; ++k) {
|
|
1229
|
+
kk = iact[k];
|
|
1230
|
+
total = resmax - b[kk];
|
|
1231
|
+
sumabs = resmax + Math.abs(b[kk]);
|
|
1232
|
+
for (i = 1; i <= n; ++i) {
|
|
1233
|
+
temp = a[i][kk] * dxnew[i];
|
|
1234
|
+
total += temp;
|
|
1235
|
+
sumabs += Math.abs(temp);
|
|
1236
|
+
}
|
|
1237
|
+
acca = sumabs + 0.1 * Math.abs(total);
|
|
1238
|
+
accb = sumabs + 0.2 * Math.abs(total);
|
|
1239
|
+
if (sumabs >= acca || acca >= accb) {
|
|
1240
|
+
total = 0.0;
|
|
1241
|
+
}
|
|
1242
|
+
vmultd[k] = total;
|
|
1243
|
+
}
|
|
1187
1244
|
}
|
|
1188
|
-
acca = sumabs + 0.1 * Math.abs(total);
|
|
1189
|
-
accb = sumabs + 0.2 * Math.abs(total);
|
|
1190
|
-
if (sumabs >= acca || acca >= accb) { total = 0.0; }
|
|
1191
|
-
vmultd[k] = total;
|
|
1192
|
-
}
|
|
1193
|
-
}
|
|
1194
1245
|
|
|
1195
|
-
|
|
1246
|
+
// Calculate the fraction of the step from DX to DXNEW that will be taken.
|
|
1196
1247
|
|
|
1197
|
-
|
|
1198
|
-
|
|
1199
|
-
|
|
1200
|
-
|
|
1201
|
-
|
|
1202
|
-
|
|
1203
|
-
|
|
1204
|
-
|
|
1248
|
+
ratio = 1.0;
|
|
1249
|
+
icon = 0;
|
|
1250
|
+
for (k = 1; k <= mcon; ++k) {
|
|
1251
|
+
if (vmultd[k] < 0.0) {
|
|
1252
|
+
temp = vmultc[k] / (vmultc[k] - vmultd[k]);
|
|
1253
|
+
if (temp < ratio) {
|
|
1254
|
+
ratio = temp;
|
|
1255
|
+
icon = k;
|
|
1256
|
+
}
|
|
1257
|
+
}
|
|
1205
1258
|
}
|
|
1206
|
-
}
|
|
1207
|
-
}
|
|
1208
1259
|
|
|
1209
|
-
|
|
1260
|
+
// Update DX, VMULTC and RESMAX.
|
|
1210
1261
|
|
|
1211
|
-
|
|
1212
|
-
|
|
1213
|
-
|
|
1214
|
-
|
|
1215
|
-
|
|
1216
|
-
|
|
1262
|
+
temp = 1.0 - ratio;
|
|
1263
|
+
for (k = 1; k <= n; ++k) {
|
|
1264
|
+
dx[k] = temp * dx[k] + ratio * dxnew[k];
|
|
1265
|
+
}
|
|
1266
|
+
for (k = 1; k <= mcon; ++k) {
|
|
1267
|
+
vmultc[k] = Math.max(0.0, temp * vmultc[k] + ratio * vmultd[k]);
|
|
1268
|
+
}
|
|
1269
|
+
if (mcon === m) {
|
|
1270
|
+
resmax = resold + ratio * (resmax - resold);
|
|
1271
|
+
}
|
|
1217
1272
|
|
|
1218
|
-
|
|
1219
|
-
|
|
1220
|
-
|
|
1273
|
+
// If the full step is not acceptable then begin another iteration.
|
|
1274
|
+
// Otherwise switch to stage two or end the calculation.
|
|
1275
|
+
} while (icon > 0);
|
|
1221
1276
|
|
|
1222
|
-
|
|
1223
|
-
|
|
1224
|
-
|
|
1277
|
+
if (step === stpful) {
|
|
1278
|
+
return true;
|
|
1279
|
+
}
|
|
1225
1280
|
|
|
1226
|
-
|
|
1281
|
+
} while (true);
|
|
1227
1282
|
|
|
1228
1283
|
// We employ any freedom that may be available to reduce the objective
|
|
1229
1284
|
// function before returning a DX whose length is less than RHO.
|
|
@@ -1234,8 +1289,12 @@ define(['jxg', 'utils/type'], function (JXG, Type) {
|
|
|
1234
1289
|
},
|
|
1235
1290
|
|
|
1236
1291
|
PrintIterationResult: function (nfvals, f, resmax, x, n, iprint) {
|
|
1237
|
-
if (iprint > 1) {
|
|
1238
|
-
|
|
1292
|
+
if (iprint > 1) {
|
|
1293
|
+
console.log("NFVALS = " + nfvals + " F = " + f + " MAXCV = " + resmax);
|
|
1294
|
+
}
|
|
1295
|
+
if (iprint > 1) {
|
|
1296
|
+
console.log("X = " + this.PART(x, 1, n));
|
|
1297
|
+
}
|
|
1239
1298
|
},
|
|
1240
1299
|
|
|
1241
1300
|
ROW: function (src, rowidx) {
|