use numr::dtype::DType;
use numr::error::Result;
use numr::ops::{CompareOps, RandomOps, ScalarOps, TensorOps};
use numr::runtime::{Runtime, RuntimeClient};
use numr::tensor::Tensor;
use crate::optimize::error::{OptimizeError, OptimizeResult};
use crate::optimize::global::GlobalOptions;
use crate::optimize::impl_generic::nelder_mead_impl;
use crate::optimize::minimize::MinimizeOptions;
use super::clamp_to_bounds;
#[derive(Debug, Clone)]
pub struct BasinHoppingTensorResult<R: Runtime<DType = DType>> {
pub x: Tensor<R>,
pub fun: f64,
pub iterations: usize,
pub nfev: usize,
pub converged: bool,
}
pub fn basinhopping_impl<R, C, F>(
client: &C,
f: F,
x0: &Tensor<R>,
lower_bounds: &Tensor<R>,
upper_bounds: &Tensor<R>,
options: &GlobalOptions,
) -> OptimizeResult<BasinHoppingTensorResult<R>>
where
R: Runtime<DType = DType>,
C: TensorOps<R> + ScalarOps<R> + CompareOps<R> + RandomOps<R> + RuntimeClient<R>,
F: Fn(&Tensor<R>) -> Result<f64>,
{
let shape = x0.shape();
let n = shape[0];
if n == 0 {
return Err(OptimizeError::InvalidInput {
context: "basinhopping: empty initial guess".to_string(),
});
}
let bounds_range =
client
.sub(upper_bounds, lower_bounds)
.map_err(|e| OptimizeError::NumericalError {
message: format!("basinhopping: bounds range - {}", e),
})?;
let step_size = 0.5_f64;
let temperature = 1.0_f64;
let local_opts = MinimizeOptions {
max_iter: 100,
f_tol: 1e-6,
x_tol: 1e-6,
g_tol: 1e-6,
eps: 1e-8,
};
let local_result = nelder_mead_impl(client, &f, x0, &local_opts)?;
let mut x_current = local_result.x;
let mut f_current = local_result.fun;
let mut nfev = local_result.nfev;
let mut x_best = x_current.clone();
let mut f_best = f_current;
for iter in 0..options.max_iter {
let rand_perturb =
client
.rand(&[n], DType::F64)
.map_err(|e| OptimizeError::NumericalError {
message: format!("basinhopping: rand perturb - {}", e),
})?;
let rand_scaled =
client
.mul_scalar(&rand_perturb, 2.0)
.map_err(|e| OptimizeError::NumericalError {
message: format!("basinhopping: scale rand - {}", e),
})?;
let rand_centered =
client
.sub_scalar(&rand_scaled, 1.0)
.map_err(|e| OptimizeError::NumericalError {
message: format!("basinhopping: center rand - {}", e),
})?;
let delta_unscaled = client.mul(&rand_centered, &bounds_range).map_err(|e| {
OptimizeError::NumericalError {
message: format!("basinhopping: delta unscaled - {}", e),
}
})?;
let delta = client.mul_scalar(&delta_unscaled, step_size).map_err(|e| {
OptimizeError::NumericalError {
message: format!("basinhopping: delta - {}", e),
}
})?;
let x_perturbed_unclamped =
client
.add(&x_current, &delta)
.map_err(|e| OptimizeError::NumericalError {
message: format!("basinhopping: perturb - {}", e),
})?;
let x_perturbed =
clamp_to_bounds(client, &x_perturbed_unclamped, lower_bounds, upper_bounds)?;
let local_result = nelder_mead_impl(client, &f, &x_perturbed, &local_opts)?;
let x_new = clamp_to_bounds(client, &local_result.x, lower_bounds, upper_bounds)?;
let f_new = f(&x_new).map_err(|e| OptimizeError::NumericalError {
message: format!("basinhopping: evaluation - {}", e),
})?;
nfev += local_result.nfev + 1;
let delta_f = f_new - f_current;
let accept = if delta_f < 0.0 {
true
} else {
let accept_rand =
client
.rand(&[1], DType::F64)
.map_err(|e| OptimizeError::NumericalError {
message: format!("basinhopping: accept rand - {}", e),
})?;
let accept_val: Vec<f64> = accept_rand.to_vec();
accept_val[0] < (-delta_f / temperature).exp()
};
if accept {
x_current = x_new;
f_current = f_new;
if f_current < f_best {
x_best = x_current.clone();
f_best = f_current;
}
}
if (f_current - f_best).abs() < options.tol && iter > 10 {
return Ok(BasinHoppingTensorResult {
x: x_best,
fun: f_best,
iterations: iter + 1,
nfev,
converged: true,
});
}
}
Ok(BasinHoppingTensorResult {
x: x_best,
fun: f_best,
iterations: options.max_iter,
nfev,
converged: false,
})
}