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): """Compute C1 using numpy (for verification)""" 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 make_objective_jax(N, dx): """Create JAX objective function for C1 minimization""" @jax.jit def objective(params): # Use exp parameterization for non-negativity f = jnp.exp(params) 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) conv = conv * dx integral = jnp.sum(f) * dx integral_sq = integral ** 2 c1 = jnp.max(conv) / integral_sq return c1 @jax.jit def objective_smooth(params, temp): f = jnp.exp(params) 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) conv = conv * dx integral = jnp.sum(f) * dx integral_sq = integral ** 2 smooth_max = jax.nn.logsumexp(temp * conv) / temp c1 = smooth_max / integral_sq return c1 grad_fn = jax.jit(jax.grad(objective_smooth)) return objective, objective_smooth, grad_fn def run(): best_c1_overall = float('inf') best_f_overall = None best_n_overall = None for N in [1000, 2000, 3000]: dx = 0.5 / N objective, objective_smooth, grad_fn = make_objective_jax(N, dx) for seed in range(5): print(f"\n--- N={N}, seed={seed} ---") np.random.seed(seed) # Initialize x = np.linspace(0, 1, N) if seed == 0: init = np.exp(-10 * (x - 0.5) ** 2) + 0.1 elif seed == 1: init = np.ones(N) elif seed == 2: init = 0.5 * (1 + np.cos(2 * np.pi * (x - 0.5))) + 0.1 elif seed == 3: # Step function: higher in middle init = np.where((x > 0.2) & (x < 0.8), 1.5, 0.5) else: init = np.abs(np.random.randn(N)) * 0.3 + 0.2 params = np.log(np.maximum(init, 1e-6)) # Phase 1: Adam optimization with smooth max (JAX) print("Phase 1: Adam optimization...") params_jax = jnp.array(params) lr_schedule = optax.warmup_cosine_decay_schedule( init_value=0.0, peak_value=0.01, warmup_steps=2000, decay_steps=48000, end_value=1e-5, ) optimizer = optax.adam(learning_rate=lr_schedule) opt_state = optimizer.init(params_jax) best_c1_run = float('inf') best_params_run = params_jax for step in range(50000): temp = min(50.0 + step * 150.0 / 50000, 200.0) loss_val, grads = jax.value_and_grad(objective_smooth)(params_jax, temp) updates, opt_state = optimizer.update(grads, opt_state, params_jax) params_jax = optax.apply_updates(params_jax, updates) if step % 5000 == 0: hard_c1 = float(objective(params_jax)) print(f" Step {step:5d} | C1(smooth)={float(loss_val):.8f} | C1(hard)={hard_c1:.8f}") if hard_c1 < best_c1_run: best_c1_run = hard_c1 best_params_run = params_jax hard_c1 = float(objective(params_jax)) if hard_c1 < best_c1_run: best_c1_run = hard_c1 best_params_run = params_jax # Phase 2: L-BFGS-B refinement with high temperature smooth max print(f"Phase 2: L-BFGS-B refinement (starting from C1={best_c1_run:.8f})...") params_np = np.array(best_params_run) for temp in [500.0, 1000.0, 2000.0]: def scipy_obj(p): p_jax = jnp.array(p) val = float(objective_smooth(p_jax, temp)) g = np.array(grad_fn(p_jax, temp)) return val, g result = scipy_minimize( scipy_obj, params_np, method='L-BFGS-B', jac=True, options={'maxiter': 2000, 'ftol': 1e-15, 'gtol': 1e-10}, ) params_np = result.x f_opt = np.exp(params_np) c1 = compute_c1_numpy(f_opt, N) print(f" temp={temp:.0f}: C1={c1:.10f}") if c1 < best_c1_run: best_c1_run = c1 best_params_run = jnp.array(params_np) # Final evaluation f_final = np.exp(np.array(best_params_run)) c1_final = compute_c1_numpy(f_final, N) print(f" Final C1 for this run: {c1_final:.10f}") if c1_final < best_c1_overall: best_c1_overall = c1_final best_f_overall = f_final best_n_overall = N print(f"*** GLOBAL BEST: C1 = {c1_final:.10f}") print(f"\n=== Final best C1: {best_c1_overall:.10f} ===") return best_f_overall, best_c1_overall, best_c1_overall, best_n_overall