SimplexMinimizer.cpp

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// Mantid Repository : https://github.com/mantidproject/mantid
//
// Copyright © 2018 ISIS Rutherford Appleton Laboratory UKRI,
//   NScD Oak Ridge National Laboratory, European Spallation Source,
//   Institut Laue - Langevin & CSNS, Institute of High Energy Physics, CAS
// SPDX - License - Identifier: GPL - 3.0 +
//----------------------------------------------------------------------
// Includes
//----------------------------------------------------------------------
#include "MantidCurveFitting/FuncMinimizers/SimplexMinimizer.h"
#include "MantidCurveFitting/CostFunctions/CostFuncFitting.h"
 
#include "MantidAPI/FuncMinimizerFactory.h"
 
#include "MantidKernel/Logger.h"
 
namespace Mantid::CurveFitting::FuncMinimisers {
namespace {
Kernel::Logger g_log("SimplexMinimizer");
} // namespace
 
DECLARE_FUNCMINIMIZER(SimplexMinimizer, Simplex)
 
 
double SimplexMinimizer::fun(const gsl_vector *x, void *params) {
  SimplexMinimizer &minimizer = *static_cast<SimplexMinimizer *>(params);
  // update function parameters
  if (x->data) {
    for (size_t i = 0; i < minimizer.m_costFunction->nParams(); ++i) {
      minimizer.m_costFunction->setParameter(i, gsl_vector_get(x, i));
    }
  }
  std::shared_ptr<CostFunctions::CostFuncFitting> fitting =
      std::dynamic_pointer_cast<CostFunctions::CostFuncFitting>(minimizer.m_costFunction);
  if (fitting) {
    fitting->getFittingFunction()->applyTies();
  }
  return minimizer.m_costFunction->val();
}
 
SimplexMinimizer::SimplexMinimizer(const double epsabs)
    : m_epsabs(epsabs), m_costFunction(), m_size(1.0), m_simplexStepSize(nullptr), m_startGuess(nullptr),
      m_gslSolver(nullptr) {
  gslContainer.f = nullptr;
  gslContainer.n = -1;
  gslContainer.params = nullptr;
}
 
void SimplexMinimizer::initialize(API::ICostFunction_sptr function, size_t /*maxIterations*/) {
  m_costFunction = function;
 
  const gsl_multimin_fminimizer_type *T = gsl_multimin_fminimizer_nmsimplex;
 
  size_t np = function->nParams();
  // step size for simplex
  m_simplexStepSize = gsl_vector_alloc(np);
  gsl_vector_set_all(m_simplexStepSize, m_size);
 
  // setup simplex container
  gslContainer.n = np;
  gslContainer.f = &fun;
  gslContainer.params = this;
 
  // fill in parameter values
  m_startGuess = gsl_vector_alloc(np);
  for (size_t i = 0; i < np; ++i) {
    gsl_vector_set(m_startGuess, i, function->getParameter(i));
  }
 
  // setup minimizer
  m_gslSolver = gsl_multimin_fminimizer_alloc(T, np);
  gsl_multimin_fminimizer_set(m_gslSolver, &gslContainer, m_startGuess, m_simplexStepSize);
}
 
bool SimplexMinimizer::iterate(size_t /*iteration*/) {
  int status = gsl_multimin_fminimizer_iterate(m_gslSolver);
  if (status) {
    m_errorString = gsl_strerror(status);
    return false;
  }
  double size = gsl_multimin_fminimizer_size(m_gslSolver);
  status = gsl_multimin_test_size(size, m_epsabs);
  if (status != GSL_CONTINUE) {
    m_errorString = gsl_strerror(status);
    return false;
  }
  return true;
}
 
void SimplexMinimizer::resetSize(const double &size) {
  m_size = size;
  clearMemory();
  initialize(m_costFunction);
}
 
SimplexMinimizer::~SimplexMinimizer() { clearMemory(); }
 
void SimplexMinimizer::clearMemory() {
  if (m_simplexStepSize) {
    gsl_vector_free(m_simplexStepSize);
  }
  if (m_startGuess) {
    gsl_vector_free(m_startGuess);
  }
  if (m_gslSolver) {
    gsl_multimin_fminimizer_free(m_gslSolver);
  }
}
 
double SimplexMinimizer::costFunctionVal() { return m_gslSolver->fval; }
 
} // namespace Mantid::CurveFitting::FuncMinimisers