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