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import jax
import jax.numpy as jnp
import numpy as np
from scipy.optimize import minimize as scipy_minimize
import optax
def compute_c1_numpy(f_values, n_points):
dx = 0.5 / n_points
f_nn = np.maximum(f_values, 0.0)
autoconv = np.convolve(f_nn, f_nn, mode='full') * dx
integral_sq = (np.sum(f_nn) * dx) ** 2
if integral_sq < 1e-12:
return 1e10
return np.max(autoconv) / integral_sq
def optimize_single(N, seed, adam_steps=80000, verbose=True):
dx = 0.5 / N
@jax.jit
def objective_smooth(params, temp):
f = jnp.exp(jnp.clip(params, -10, 5))
padded = jnp.zeros(2 * N)
padded = padded.at[:N].set(f)
fft_f = jnp.fft.rfft(padded)
conv = jnp.fft.irfft(fft_f * fft_f, n=2 * N) * dx
integral_sq = (jnp.sum(f) * dx) ** 2
smooth_max = jax.nn.logsumexp(temp * conv) / temp
return smooth_max / integral_sq
@jax.jit
def objective_hard(params):
f = jnp.exp(jnp.clip(params, -10, 5))
padded = jnp.zeros(2 * N)
padded = padded.at[:N].set(f)
fft_f = jnp.fft.rfft(padded)
conv = jnp.fft.irfft(fft_f * fft_f, n=2 * N) * dx
integral_sq = (jnp.sum(f) * dx) ** 2
return jnp.max(conv) / integral_sq
grad_smooth = jax.jit(jax.grad(objective_smooth))
# Initialize
np.random.seed(seed)
x = np.linspace(0, 1, N)
# Use best-known type of initialization: broad bump
init = np.ones(N) * 0.5 + 0.05 * np.random.randn(N)
params = jnp.array(np.log(np.maximum(init, 1e-6)))
# Phase 1: Adam with increasing temperature
lr_schedule = optax.warmup_cosine_decay_schedule(
init_value=0.0, peak_value=0.008, warmup_steps=2000,
decay_steps=adam_steps - 2000, end_value=1e-6,
)
optimizer = optax.adam(learning_rate=lr_schedule)
opt_state = optimizer.init(params)
best_c1 = float('inf')
best_params = params
for step in range(adam_steps):
# Temperature annealing: start moderate, end high
progress = min(step / (adam_steps * 0.7), 1.0)
temp = 20.0 + progress * 280.0 # 20 -> 300
loss, grads = jax.value_and_grad(objective_smooth)(params, temp)
updates, opt_state = optimizer.update(grads, opt_state, params)
params = optax.apply_updates(params, updates)
if step % 10000 == 0 or step == adam_steps - 1:
hard_c1 = float(objective_hard(params))
if verbose:
print(f" Step {step:6d} | C1={hard_c1:.8f} | temp={temp:.0f}")
if hard_c1 < best_c1:
best_c1 = hard_c1
best_params = params
# Phase 2: L-BFGS-B polishing with very high temperature
if verbose:
print(f" Phase 2: L-BFGS polishing from C1={best_c1:.8f}")
params_np = np.array(best_params)
for temp in [500.0, 1000.0, 5000.0]:
def scipy_obj(p):
p_jax = jnp.array(p)
val = float(objective_smooth(p_jax, temp))
g = np.array(grad_smooth(p_jax, temp), dtype=np.float64)
return val, g
result = scipy_minimize(
scipy_obj, params_np, method='L-BFGS-B', jac=True,
options={'maxiter': 3000, 'ftol': 1e-15, 'gtol': 1e-12},
)
params_np = result.x
f_opt = np.exp(np.clip(params_np, -10, 5))
c1 = compute_c1_numpy(f_opt, N)
if verbose:
print(f" temp={temp:.0f}: C1={c1:.10f}")
if c1 < best_c1:
best_c1 = c1
best_params = jnp.array(params_np)
f_final = np.exp(np.clip(np.array(best_params), -10, 5))
c1_final = compute_c1_numpy(f_final, N)
return f_final, c1_final
def run():
best_c1 = float('inf')
best_f = None
best_n = None
configs = [
(2000, 0, 100000),
(2000, 1, 100000),
(3000, 0, 80000),
]
for N, seed, steps in configs:
print(f"\n=== N={N}, seed={seed}, steps={steps} ===")
f, c1 = optimize_single(N, seed, adam_steps=steps)
print(f" Result: C1={c1:.10f}")
if c1 < best_c1:
best_c1 = c1
best_f = f
best_n = N
print(f" *** NEW GLOBAL BEST: C1={c1:.10f}")
print(f"\nFinal best C1: {best_c1:.10f}")
return best_f, best_c1, best_c1, best_n