CSimpleLineSearch.cpp

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#include "CSimpleLineSearch.h"
#include <iostream>

using namespace std;
CSimpleLineSearch::CSimpleLineSearch()
{
        Wolfe1Factor = 1e-4;
}

CSimpleLineSearch::~CSimpleLineSearch()
{
}

double CSimpleLineSearch::SearchStepsize(const double initial,const double CurrentMisfit,
                const ublas::vector<double> &Searchdirection, const ublas::vector<double> &Model, 
                const ublas::vector<double> &Data, const ublas::vector<double> Gradient)
{
        cout << endl << "In Line Search " << endl << endl;
        double stepsize = initial;
        const int maxsearch = 40;
        const double stepreduction = 0.5;
        int searchiterations = 0; 
        double NewMisfit = 1e90;
        ublas::vector<double> NewModel(Model.size());
        double Wolfe1 = 0; 
        const double gradsearchprodukt =  inner_prod(Gradient,Searchdirection);
        cout << "Gradsearchprodukt: " << gradsearchprodukt << endl;
        while ((NewMisfit > Wolfe1) && (searchiterations < maxsearch))
        {
                NewModel= Model + stepsize * Searchdirection;
                NewMisfit = MisfitCalculator->CalcPerformance(NewModel);
                Wolfe1 = CurrentMisfit + Wolfe1Factor * stepsize * gradsearchprodukt;  
                cout << "NewMisfit: " << NewMisfit << " ";
                cout << "Wolfe1: " << Wolfe1 << endl;
                stepsize *= stepreduction;
                if (isnan(NewMisfit))
                {
                        NewMisfit = 1e90;
                        stepsize /= 100;
                }
                searchiterations++;
        }
        cout << "Searches: " << searchiterations << " Stepsize: " << 2 * stepsize << endl;
        cout << "NewMisfit: " << NewMisfit << " " << "Wolfe1: " << Wolfe1 << endl << endl;;
        return stepsize/stepreduction;
}