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    Coordinate Descent and Golden Selection Search

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    api-285777244
    The document describes a golden selection search algorithm and coordinate descent algorithm. It defines functions for golden selection search and coordinate descent. It then applies the coordinate descent algorithm to minimize a 2D function and plots the results.

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    © All Rights Reserved
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    Coordinate Descent and Golden Selection Search

    Uploaded by

    api-285777244
    3K views2 pages
    The document describes a golden selection search algorithm and coordinate descent algorithm. It defines functions for golden selection search and coordinate descent. It then applies the coordinate descent algorithm to minimize a 2D function and plots the results.

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    coordinate descent and golden selection search

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    The document describes a golden selection search algorithm and coordinate descent algorithm. It defines functions for golden selection search and coordinate descent. It then applies the coordinate descent algorithm to minimize a 2D function and plots the results.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    3K views2 pages

    Coordinate Descent and Golden Selection Search

    Uploaded by

    api-285777244
    The document describes a golden selection search algorithm and coordinate descent algorithm. It defines functions for golden selection search and coordinate descent. It then applies the coordinate descent algorithm to minimize a 2D function and plots the results.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    Coordinate Descent and Golden Selection Search

    YIK LUN, KEI


    golden = function(f, lower.bound, upper.bound, tolerance = 1e-5)
    {
    golden.ratio = 2/(sqrt(5) + 1)
    x1 = lower.bound + golden.ratio*(upper.bound - lower.bound)
    x2 = upper.bound - golden.ratio*(upper.bound - lower.bound)
    f1 = f(x1)
    f2 = f(x2)
    while (abs(upper.bound - lower.bound) > tolerance)
    {
    if (f2 > f1){
    lower.bound = x2
    x2 = x1
    f2 = f1
    x1 = lower.bound + golden.ratio*(upper.bound - lower.bound)
    f1 = f(x1)
    }
    else{
    upper.bound = x1
    x1 = x2
    f1 = f2
    x2 = upper.bound - golden.ratio*(upper.bound - lower.bound)
    f2 = f(x2)
    }
    }
    (lower.bound + upper.bound)/2
    }
    g<-function(x,y){ 5*x^2 - 6*x*y + 5*y^2}
    x<-seq(-1.5,1.5,len=100)
    y<-seq(-1.5,1.5,len=100)
    z<-outer(x,y,g)
    CD<-function(startx,starty,maxx,maxy,iter,tolerance = 1e-5){
    new<- matrix(NA,ncol=2,nrow=(iter+1))
    new[1,1]<-startx; new[1,2]<-starty
    for(i in 2:(iter+1)){
    a<-function(x){5*x^2 - 6*x*new[i-1,2] + 5*new[i-1,2]^2}
    new[i,1] <- golden(a,new[i-1,1],maxx)
    b<-function(y){5*new[i,1]^2 - 6*new[i,1]*y + 5*y^2}
    new[i,2]<- golden(b,new[i-1,2],maxy)
    if(abs(new[i,1]-new[i-1,1]) < tolerance && abs(new[i,2]-new[i-1,2]) < tolerance){break}
    }
    return(new)
    }

    cd<-CD(startx=-1.5,starty=-1.5,maxx=1.5,maxy=1.5,iter=15)

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    contour(x,y,z,levels = seq(0.5,5,by=.9))
    newx<-sort(cbind(cd[,1],cd[,1]),decreasing=F)[-1]
    newy<-sort(cbind(cd[,2],cd[,2]),decreasing=F)[-length(newx)]
    cd<-cbind(newx,newy)
    points(cd[,1],cd[,2],type="l",col="red")

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