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Merge pull request #1471 from JohannesPfeifer/simpsa 

simpsa: Only store output strcuture if requested
time-shift
Stéphane Adjemian 2017-07-21 11:00:20 +02:00 committed by GitHub
parent ca1a9e4a88 89326090b9
commit cfce048a4b
1 changed files with 38 additions and 33 deletions
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71
matlab/optimization/simpsa.m
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@ -142,8 +142,9 @@ DEFAULT_OPTIONS = simpsaset('TEMP_START',[],... % starting temperature (if none
OPTIONS = simpsaset(DEFAULT_OPTIONS,OPTIONS); OPTIONS = simpsaset(DEFAULT_OPTIONS,OPTIONS);
% store options in OUTPUT % store options in OUTPUT
if nargout>3
OUTPUT.OPTIONS = OPTIONS; OUTPUT.OPTIONS = OPTIONS;
end
% initialize simplex % initialize simplex
% ------------------ % ------------------
@ -175,13 +176,13 @@ end
% initialize OUTPUT structure % initialize OUTPUT structure
% --------------------------- % ---------------------------
if nargout>3
OUTPUT.TEMPERATURE = zeros(OPTIONS.MAX_ITER_TOTAL,1); OUTPUT.TEMPERATURE = zeros(OPTIONS.MAX_ITER_TOTAL,1);
OUTPUT.SIMPLEX = zeros(NDIM+1,NDIM,OPTIONS.MAX_ITER_TOTAL); OUTPUT.SIMPLEX = zeros(NDIM+1,NDIM,OPTIONS.MAX_ITER_TOTAL);
OUTPUT.SIMPLEX_BEST = zeros(OPTIONS.MAX_ITER_TOTAL,NDIM); OUTPUT.SIMPLEX_BEST = zeros(OPTIONS.MAX_ITER_TOTAL,NDIM);
OUTPUT.COSTS = zeros(OPTIONS.MAX_ITER_TOTAL,NDIM+1); OUTPUT.COSTS = zeros(OPTIONS.MAX_ITER_TOTAL,NDIM+1);
OUTPUT.COST_BEST = zeros(OPTIONS.MAX_ITER_TOTAL,1); OUTPUT.COST_BEST = zeros(OPTIONS.MAX_ITER_TOTAL,1);
end
% initialize iteration data % initialize iteration data
% ------------------------- % -------------------------
@ -304,17 +305,19 @@ while 1
Y = help(:,2); Y = help(:,2);
P = help(:,3:end); P = help(:,3:end);
% store temperature at current iteration if nargout>3
OUTPUT.TEMPERATURE(nITERATIONS) = TEMP; % store temperature at current iteration
OUTPUT.TEMPERATURE(nITERATIONS) = TEMP;
% store information about simplex at the current iteration % store information about simplex at the current iteration
OUTPUT.SIMPLEX(:,:,nITERATIONS) = P; OUTPUT.SIMPLEX(:,:,nITERATIONS) = P;
OUTPUT.SIMPLEX_BEST(nITERATIONS,:) = PBEST; OUTPUT.SIMPLEX_BEST(nITERATIONS,:) = PBEST;
% store cost function value of best vertex in current iteration
OUTPUT.COSTS(nITERATIONS,:) = Y;
OUTPUT.COST_BEST(nITERATIONS) = YBEST;
% store cost function value of best vertex in current iteration
OUTPUT.COSTS(nITERATIONS,:) = Y;
OUTPUT.COST_BEST(nITERATIONS) = YBEST;
end
if strcmp(OPTIONS.DISPLAY,'iter') if strcmp(OPTIONS.DISPLAY,'iter')
disp(sprintf('%5.0f %5.0f %12.6g %15.6g %12.6g %s',nITERATIONS,nFUN_EVALS,Y(1),YBEST,TEMP,ALGOSTEP)); disp(sprintf('%5.0f %5.0f %12.6g %15.6g %12.6g %s',nITERATIONS,nFUN_EVALS,Y(1),YBEST,TEMP,ALGOSTEP));
end end
@ -452,21 +455,23 @@ end
X = transpose(PBEST); X = transpose(PBEST);
FVAL = YBEST; FVAL = YBEST;
% store number of function evaluations if nargout>3
OUTPUT.nFUN_EVALS = nFUN_EVALS; % store number of function evaluations
OUTPUT.nFUN_EVALS = nFUN_EVALS;
% store number of iterations
OUTPUT.nITERATIONS = nITERATIONS; % store number of iterations
OUTPUT.nITERATIONS = nITERATIONS;
% trim OUTPUT data structure
OUTPUT.TEMPERATURE(nITERATIONS+1:end) = []; % trim OUTPUT data structure
OUTPUT.SIMPLEX(:,:,nITERATIONS+1:end) = []; OUTPUT.TEMPERATURE(nITERATIONS+1:end) = [];
OUTPUT.SIMPLEX_BEST(nITERATIONS+1:end,:) = []; OUTPUT.SIMPLEX(:,:,nITERATIONS+1:end) = [];
OUTPUT.COSTS(nITERATIONS+1:end,:) = []; OUTPUT.SIMPLEX_BEST(nITERATIONS+1:end,:) = [];
OUTPUT.COST_BEST(nITERATIONS+1:end) = []; OUTPUT.COSTS(nITERATIONS+1:end,:) = [];
OUTPUT.COST_BEST(nITERATIONS+1:end) = [];
% store the amount of time needed in OUTPUT data structure
OUTPUT.TIME = toc; % store the amount of time needed in OUTPUT data structure
OUTPUT.TIME = toc;
end
return return