From 3b252c4edd775cf845eef0d0b0a0d73995dcb3bd Mon Sep 17 00:00:00 2001
From: Lorenzo Moneta <Lorenzo.Moneta@cern.ch>
Date: Fri, 8 Feb 2019 17:45:39 +0100
Subject: [PATCH] Add Support for setting/retrieve specific options for
GSLSimAn,
the simulated annealing minimizer algorithm from GSL.
This fixes ROOT-4880
---
math/mathmore/inc/Math/GSLSimAnMinimizer.h | 14 ++++++-
math/mathmore/inc/Math/GSLSimAnnealing.h | 5 ++-
math/mathmore/src/GSLSimAnMinimizer.cxx | 49 ++++++++++++++++++++++
math/mathmore/src/GSLSimAnnealing.cxx | 2 +-
math/mathmore/test/simanTSP.cxx | 2 +-
5 files changed, 67 insertions(+), 5 deletions(-)
diff --git a/math/mathmore/inc/Math/GSLSimAnMinimizer.h b/math/mathmore/inc/Math/GSLSimAnMinimizer.h
index ebd384c8e9d..630065337f2 100644
--- a/math/mathmore/inc/Math/GSLSimAnMinimizer.h
+++ b/math/mathmore/inc/Math/GSLSimAnMinimizer.h
@@ -96,9 +96,21 @@ public:
/// method to perform the minimization
virtual bool Minimize();
- //number of calls
+ /// number of calls
unsigned int NCalls() const;
+ /// Get current minimizer options
+ virtual ROOT::Math::MinimizerOptions Options() const;
+
+ /// Get current minimizer option parameteres
+ const GSLSimAnParams & MinimizerParameters() const { return fSolver.Params(); }
+
+
+ /// set new minimizer options
+ virtual void SetOptions(const ROOT::Math::MinimizerOptions & opt);
+
+ /// set new minimizer option parameters using directly the GSLSimAnParams structure
+ void SetParameters(const GSLSimAnParams & params ) { fSolver.SetParams(params); }
protected:
diff --git a/math/mathmore/inc/Math/GSLSimAnnealing.h b/math/mathmore/inc/Math/GSLSimAnnealing.h
index f6f4e83bfb1..8a7aad4e8a3 100644
--- a/math/mathmore/inc/Math/GSLSimAnnealing.h
+++ b/math/mathmore/inc/Math/GSLSimAnnealing.h
@@ -168,7 +168,7 @@ struct GSLSimAnParams {
// the following parameters are for the Boltzmann distribution */
k = 1.0;
t_initial = 0.002;
- mu = 1.005;
+ mu_t = 1.005;
t_min = 2.0E-6;
}
@@ -179,7 +179,7 @@ struct GSLSimAnParams {
/// parameters for the Boltzman distribution
double k;
double t_initial;
- double mu;
+ double mu_t;
double t_min;
};
@@ -238,6 +238,7 @@ public:
GSLSimAnParams & Params() { return fParams; }
const GSLSimAnParams & Params() const { return fParams; }
+ void SetParams(const GSLSimAnParams & params) { fParams = params; }
protected:
diff --git a/math/mathmore/src/GSLSimAnMinimizer.cxx b/math/mathmore/src/GSLSimAnMinimizer.cxx
index 37689961c92..cb19464aa95 100644
--- a/math/mathmore/src/GSLSimAnMinimizer.cxx
+++ b/math/mathmore/src/GSLSimAnMinimizer.cxx
@@ -17,6 +17,7 @@
#include "Math/MinimTransformFunction.h"
#include "Math/MultiNumGradFunction.h" // needed to use transformation function
#include "Math/FitMethodFunction.h"
+#include "Math/GenAlgoOptions.h"
#include <iostream>
#include <cassert>
@@ -124,6 +125,54 @@ unsigned int GSLSimAnMinimizer::NCalls() const {
return 0;
}
+ROOT::Math::MinimizerOptions GSLSimAnMinimizer::Options() const {
+ ROOT::Math::MinimizerOptions opt;
+ opt.SetMinimizerType("GSLSimAn");
+ // set dummy values since those are not used
+ opt.SetTolerance(-1);
+ opt.SetPrintLevel(0);
+ opt.SetMaxIterations(-1);
+ opt.SetMaxFunctionCalls(0);
+ opt.SetStrategy(-1);
+ opt.SetErrorDef(0);
+ opt.SetPrecision(0);
+ opt.SetMinimizerAlgorithm("");
+
+ const GSLSimAnParams & params = MinimizerParameters();
+
+ ROOT::Math::GenAlgoOptions simanOpt;
+ simanOpt.SetValue("n_tries",params.n_tries);
+ simanOpt.SetValue("iters_fixed_T",params.iters_fixed_T);
+ simanOpt.SetValue("step_size",params.step_size);
+ simanOpt.SetValue("k",params.k);
+ simanOpt.SetValue("t_initial",params.t_initial);
+ simanOpt.SetValue("mu_t",params.mu_t);
+ simanOpt.SetValue("t_min",params.t_min);
+
+ opt.SetExtraOptions(simanOpt);
+ return opt;
+}
+
+void GSLSimAnMinimizer::SetOptions(const ROOT::Math::MinimizerOptions & opt) {
+
+ // get the specific siman options
+ const ROOT::Math::IOptions * simanOpt = opt.ExtraOptions();
+ if (!simanOpt) {
+ MATH_WARN_MSG("GSLSimAnMinimizer::SetOptions", "No specific sim. annealing minimizer options are provided. No options are set");
+ return;
+ }
+ GSLSimAnParams params;
+ simanOpt->GetValue("n_tries",params.n_tries);
+ simanOpt->GetValue("iters_fixed_T",params.iters_fixed_T);
+ simanOpt->GetValue("step_size",params.step_size);
+ simanOpt->GetValue("k",params.k);
+ simanOpt->GetValue("t_initial",params.t_initial);
+ simanOpt->GetValue("mu_t",params.mu_t);
+ simanOpt->GetValue("t_min",params.t_min);
+
+ SetParameters(params);
+}
+
} // end namespace Math
diff --git a/math/mathmore/src/GSLSimAnnealing.cxx b/math/mathmore/src/GSLSimAnnealing.cxx
index 78ae368bd9e..baab0f683d3 100644
--- a/math/mathmore/src/GSLSimAnnealing.cxx
+++ b/math/mathmore/src/GSLSimAnnealing.cxx
@@ -215,7 +215,7 @@ int GSLSimAnnealing::Solve(GSLSimAnFunc & fx, bool debug) {
// the following parameters are for the Boltzmann distribution */
simanParams.k = fParams.k;
simanParams.t_initial = fParams.t_initial;
- simanParams.mu_t = fParams.mu;
+ simanParams.mu_t = fParams.mu_t;
simanParams.t_min = fParams.t_min;
diff --git a/math/mathmore/test/simanTSP.cxx b/math/mathmore/test/simanTSP.cxx
index 13e3ac06390..c7c35cd458f 100644
--- a/math/mathmore/test/simanTSP.cxx
+++ b/math/mathmore/test/simanTSP.cxx
@@ -257,7 +257,7 @@ void simanTSP(bool debug = true) {
p.step_size = 1; // not used
p.k = 1;
p.t_initial = 5000;
- p.mu = 1.01;
+ p.mu_t = 1.01;
p.t_min = 0.5;
// set the parameters
--
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