diff --git a/matlab/optimization/simplex_optimization_routine.m b/matlab/optimization/simplex_optimization_routine.m
index be668c9c4922cd6c7dda96de6637d38c570d5c1c..585f683cb764b7d5c16aa43327645d8bc49111ce 100644
--- a/matlab/optimization/simplex_optimization_routine.m
+++ b/matlab/optimization/simplex_optimization_routine.m
@@ -49,6 +49,13 @@ function [x,fval,exitflag] = simplex_optimization_routine(objective_function,x,o
% Set verbose mode
verbose = options.verbosity;
+% Set header
+if verbose
+ header = sprintf('#Iter. #FnCalls. Best Value Worst Value Norm(f) Norm(x) Move');
+ iter_ = ' ';
+ fval_ = ' ';
+end
+
% Set number of control variables.
number_of_variables = length(x);
@@ -179,27 +186,23 @@ trend_vector_2 = 2:(number_of_variables+1);
% Set initial simplex around the initial guess (x).
if verbose
- skipline(3)
- disp('+----------------------+')
- disp(' SIMPLEX INITIALIZATION ')
- disp('+----------------------+')
skipline()
+ disp('Simplex initialization...')
end
initial_point = x;
[initial_score,junk1,nopenalty] = feval(objective_function,x,varargin{:});
if ~nopenalty
+ disp('Cannot initialize the simplex with the provided initial guess.')
+ skipline()
error('simplex_optimization_routine:: Initial condition is wrong!')
else
[v,fv,delta] = simplex_initialization(objective_function,initial_point,initial_score,delta,zero_delta,1,varargin{:});
+ disp('Done!')
+ skipline()
func_count = number_of_variables + 1;
iter_count = 1;
if verbose
disp(['Objective function value: ' num2str(fv(1))])
- disp(['Current parameter values: '])
- fprintf(1,'%s: \t\t\t %s \t\t\t %s \t\t\t %s \t\t\t %s \t\t\t %s \n','Names','Best point', 'Worst point', 'Mean values', 'Min values', 'Max values');
- for i=1:number_of_variables
- fprintf(1,'%s: \t\t\t %+8.6f \t\t\t %+8.6f \t\t\t %+8.6f \t\t\t %+8.6f \t\t\t %+8.6f \n',var_names{i},v(i,1), v(i,end), mean(v(i,:),2), min(v(i,:),[],2), max(v(i,:),[],2));
- end
skipline()
end
end
@@ -220,10 +223,15 @@ tooslow = 0;
iter_no_improvement_break = 0;
max_no_improvement_break = 1;
+if verbose
+ disp(header)
+end
+
+critF = 1.0;
+critX = 1.0;
+
while (func_count < max_func_calls) && (iter_count < max_iterations) && (simplex_algo_iterations<=max_simplex_algo_iterations)
% Do we really need to continue?
- critF = max(abs(fv(1)-fv(trend_vector_2)));
- critX = max(max(abs(v(:,trend_vector_2)-v(:,unit_vector))));
if critF <= max(f_tolerance,10*eps(fv(1))) && critX <= max(x_tolerance,10*eps(max(v(:,1))))
convergence = 1;
end
@@ -258,10 +266,7 @@ while (func_count < max_func_calls) && (iter_count < max_iterations) && (simplex
func_count = func_count+1;
if fxe < fxr% xe is even better than xr.
if optimize_expansion_parameter
- if verbose>1
- skipline(2)
- disp('Compute optimal expansion...')
- end
+ % Compute optimal expansion...
xee = xbar + rho*chi*1.01*(xbar-v(:,end));
x = xee;
fxee = feval(objective_function,x,varargin{:});
@@ -271,14 +276,8 @@ while (func_count < max_func_calls) && (iter_count < max_iterations) && (simplex
weight = rho*chi*1.02;
fxeee_old = fxee;
xeee_old = xee;
- if verbose>1
- fprintf(1,'Weight = ');
- end
while decrease
weight = 1.02*weight;
- if verbose>1
- fprintf(1,'\b\b\b\b\b\b\b %6.4f',weight);
- end
xeee = xbar + weight*(xbar-v(:,end));
x = xeee;
fxeee = feval(objective_function,x,varargin{:});
@@ -290,9 +289,6 @@ while (func_count < max_func_calls) && (iter_count < max_iterations) && (simplex
decrease = 0;
end
end
- if verbose>1
- fprintf(1,'\n');
- end
xe = xeee_old;
fxe = fxeee_old;
else
@@ -300,14 +296,8 @@ while (func_count < max_func_calls) && (iter_count < max_iterations) && (simplex
weight = rho*chi;
fxeee_old = fxee;
xeee_old = xee;
- if verbose>1
- fprintf(1,'Weight = ');
- end
while decrease
weight = weight/1.02;
- if verbose>1
- fprintf(1,'\b\b\b\b\b\b\b %6.4f',weight);
- end
xeee = xbar + weight*(xbar-v(:,end));
x = xeee;
fxeee = feval(objective_function,x,varargin{:});
@@ -319,20 +309,15 @@ while (func_count < max_func_calls) && (iter_count < max_iterations) && (simplex
decrease = 0;
end
end
- if verbose>1
- fprintf(1,'\n');
- end
xe = xeee_old;
fxe = fxeee_old;
end
- if verbose>1
- disp('Done!')
- skipline(2)
- end
+ move = 'expand-opt';
+ else
+ move = 'expand';
end
v(:,end) = xe;
fv(end) = fxe;
- move = 'expand';
else% if xe is not better than xr.
v(:,end) = xr;
fv(end) = fxr;
@@ -383,37 +368,37 @@ while (func_count < max_func_calls) && (iter_count < max_iterations) && (simplex
% Sort n+1 points by incresing order of the objective function values.
[fv,sort_idx] = sort(fv);
v = v(:,sort_idx);
- iter_count = iter_count + 1;
- simplex_iterations = simplex_iterations+1;
- if verbose>1
- disp(['Simplex iteration number: ' int2str(simplex_iterations) '-' int2str(simplex_init) '-' int2str(simplex_algo_iterations)])
- disp(['Simplex move: ' move])
- disp(['Objective function value: ' num2str(fv(1))])
- disp(['Mode improvement: ' num2str(best_point_score-fv(1))])
- disp(['Norm of dx: ' num2str(norm(best_point-v(:,1)))])
- disp(['Norm of dSimplex: ' num2str(norm(v-vold,'fro'))])
- disp(['Crit. f: ' num2str(critF)])
- disp(['Crit. x: ' num2str(critX)])
- skipline()
- end
- if verbose && max(abs(best_point-v(:,1)))>x_tolerance
- if verbose<2
- disp(['Simplex iteration number: ' int2str(simplex_iterations) '-' int2str(simplex_init) '-' int2str(simplex_algo_iterations)])
- disp(['Objective function value: ' num2str(fv(1))])
- disp(['Mode improvement: ' num2str(best_point_score-fv(1))])
- disp(['Norm of dx: ' num2str(norm(best_point-v(:,1)))])
- disp(['Norm of dSimplex: ' num2str(norm(v-vold,'fro'))])
- disp(['Crit. f: ' num2str(critF)])
- disp(['Crit. x: ' num2str(critX)])
+ critF = max(abs(fv(1)-fv(trend_vector_2)));
+ critX = max(max(abs(v(:,trend_vector_2)-v(:,unit_vector))));
+ if verbose
+ if ~mod(simplex_iterations, 50)
skipline()
+ disp(header)
end
- disp(['Current parameter values: '])
- fprintf(1,'%s: \t\t\t %s \t\t\t %s \t\t\t %s \t\t\t %s \t\t\t %s \n','Names','Best point', 'Worst point', 'Mean values', 'Min values', 'Max values');
- for i=1:number_of_variables
- fprintf(1,'%s: \t\t\t %+8.6f \t\t\t %+8.6f \t\t\t %+8.6f \t\t\t %+8.6f \t\t\t %+8.6f \n',var_names{i}, v(i,1), v(i,end), mean(v(i,:),2), min(v(i,:),[],2), max(v(i,:),[],2));
+ iter = int2str(simplex_iterations);
+ fval = int2str(func_count);
+ iter_(1:length(iter)) = iter;
+ fval_(1:length(fval)) = fval;
+ if isfinite(fv(end)) && isfinite(fv(1))
+ if fv(end)<0
+ disp(sprintf('%s %s %12.7E %12.7E %12.7E %12.7E %s', iter_, fval_, fv(1), fv(end), critF, critX, move))
+ else
+ if fv(1)>0
+ disp(sprintf('%s %s %12.7E %12.7E %12.7E %12.7E %s', iter_, fval_, fv(1), fv(end), critF, critX, move))
+ else
+ disp(sprintf('%s %s %12.7E %12.7E %12.7E %12.7E %s', iter_, fval_, fv(1), fv(end), critF, critX, move))
+ end
+ end
+ else
+ if isfinite(fv(1))
+ disp(sprintf(['%s %s %12.7E %12.7E %s'], iter_, fval_, fv(1) , critX, move))
+ else
+ disp(sprintf('%s %s %12.7E %s', iter_, fval_, critX, move))
+ end
end
- skipline()
end
+ iter_count = iter_count + 1;
+ simplex_iterations = simplex_iterations+1;
if abs(best_point_score-fv(1))<f_tolerance
no_improvements = no_improvements+1;
else
@@ -424,7 +409,9 @@ while (func_count < max_func_calls) && (iter_count < max_iterations) && (simplex
vold = v;
if no_improvements>max_no_improvements
if verbose
+ skipline()
disp(['NO SIGNIFICANT IMPROVEMENT AFTER ' int2str(no_improvements) ' ITERATIONS!'])
+ skipline()
end
if simplex_algo_iterations<=max_simplex_algo_iterations
% Compute the size of the simplex
@@ -432,12 +419,9 @@ while (func_count < max_func_calls) && (iter_count < max_iterations) && (simplex
% Compute the new initial simplex.
[v,fv,delta] = simplex_initialization(objective_function,best_point,best_point_score,delta,zero_delta,1,varargin{:});
if verbose
- disp(['(Re)Start with a lager simplex around the based on the best current '])
- disp(['values for the control variables. '])
- disp(['New value of delta (size of the new simplex) is: '])
- for i=1:number_of_variables
- fprintf(1,'%s: \t\t\t %+8.6f \n',var_names{i}, delta(i));
- end
+ disp('(Re)Start with a lager simplex based on the best current values for the control variables.')
+ skipline()
+ disp(header)
end
% Reset counters
no_improvements = 0;
@@ -446,22 +430,27 @@ while (func_count < max_func_calls) && (iter_count < max_iterations) && (simplex
iter_no_improvement_break = iter_no_improvement_break + 1;
simplex_init = simplex_init+1;
simplex_iterations = simplex_iterations+1;
- skipline(2)
end
end
if ((func_count==max_func_calls) || (iter_count==max_iterations) || (iter_no_improvement_break==max_no_improvement_break) || convergence || tooslow)
[v,fv,delta] = simplex_initialization(objective_function,best_point,best_point_score,DELTA,zero_delta,1,varargin{:});
if func_count==max_func_calls
if verbose
+ skipline()
disp(['MAXIMUM NUMBER OF OBJECTIVE FUNCTION CALLS EXCEEDED (' int2str(max_func_calls) ')!'])
+ skipline()
end
elseif iter_count== max_iterations
if verbose
+ skipline()
disp(['MAXIMUM NUMBER OF ITERATIONS EXCEEDED (' int2str(max_iterations) ')!'])
+ skipline()
end
elseif iter_no_improvement_break==max_no_improvement_break
if verbose
+ skipline()
disp(['MAXIMUM NUMBER OF SIMPLEX REINITIALIZATION EXCEEDED (' int2str(max_no_improvement_break) ')!'])
+ skipline()
end
iter_no_improvement_break = 0;
if simplex_algo_iterations==max_simplex_algo_iterations
@@ -469,9 +458,13 @@ while (func_count < max_func_calls) && (iter_count < max_iterations) && (simplex
continue
end
elseif tooslow
+ skipline()
disp(['CONVERGENCE NOT ACHIEVED AFTER ' int2str(simplex_iterations) ' ITERATIONS! IMPROVING TOO SLOWLY!'])
+ skipline()
else
+ skipline()
disp(['CONVERGENCE ACHIEVED AFTER ' int2str(simplex_iterations) ' ITERATIONS!'])
+ skipline()
end
if simplex_algo_iterations<max_simplex_algo_iterations
% Compute the size of the simplex
@@ -479,12 +472,9 @@ while (func_count < max_func_calls) && (iter_count < max_iterations) && (simplex
% Compute the new initial simplex.
[v,fv,delta] = simplex_initialization(objective_function,best_point,best_point_score,delta,zero_delta,1,varargin{:});
if verbose
- disp(['(Re)Start with a lager simplex around the based on the best current '])
- disp(['values for the control variables. '])
- disp(['New value of delta (size of the new simplex) is: '])
- for i=1:number_of_variables
- fprintf(1,'%s: \t\t\t %+8.6f \n',var_names{i}, delta(i));
- end
+ disp('(Re)Start with a lager simplex based on the best current values for the control variables.')
+ skipline()
+ disp(header)
end
% Reset counters
func_count=0;
@@ -495,7 +485,6 @@ while (func_count < max_func_calls) && (iter_count < max_iterations) && (simplex
iter_count = iter_count+1;
simplex_iterations = simplex_iterations+1;
simplex_algo_iterations = simplex_algo_iterations+1;
- skipline(2)
else
break
end