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Namespace MathEx.LBFGSB
'/*************************************************************************
' NEOS, November 1994. (Latest revision June 1996.)
' Optimization Technology Center.
' Argonne National Laboratory and Northwestern University.
' Written by Ciyou Zhu in collaboration with
' R.H. Byrd, P. Lu-Chen and J. Nocedal.
' Contributors:
' * Sergey Bochkanov (ALGLIB project). Translation from FORTRAN to
' pseudocode.
' This software is freely available, but we expect that all publications
' describing work using this software, or all commercial products using it,
' quote at least one of the references given below:
' * R. H. Byrd, P. Lu and J. Nocedal. A Limited Memory Algorithm for
' Bound Constrained Optimization, (1995), SIAM Journal on Scientific
' and Statistical Computing , 16, 5, pp. 1190-1208.
' * C. Zhu, R.H. Byrd and J. Nocedal. L-BFGS-B: Algorithm 778: L-BFGS-B,
' FORTRAN routines for large scale bound constrained optimization
' (1997), ACM Transactions on Mathematical Software, Vol 23, Num. 4,
' pp. 550 - 560.
' *************************************************************************/
Public Class lbfgsb
Delegate Sub funcgraddelegate(ByVal x As Double(), ByRef f As Double, ByRef g As Double())
Delegate Sub newiterdelegate(ByRef x As Double(), ByVal f As Double, ByRef g As Double(), ByRef abort As Boolean)
Public fc As funcgraddelegate
Public fc2 As newiterdelegate
Sub New()
End Sub
Sub DefineFuncGradDelegate(ByVal fg As funcgraddelegate)
Me.fc = fg
End Sub
Sub funcgrad(ByVal x As Double(), ByRef f As Double, ByRef g As Double())
fc.Invoke(x, f, g)
End Sub
Sub DefineNewIterDelegate(ByVal fg As newiterdelegate)
Me.fc2 = fg
End Sub
Private Sub lbfgsbnewiteration(ByRef x As Double(), ByVal f As Double, ByRef g As Double(), ByRef abort As Boolean)
fc2.Invoke(x, f, g, abort)
End Sub
'/*************************************************************************
'The subroutine minimizes the function F(x) of N arguments with simple
'constraints using a quasi-Newton method (LBFGS scheme) which is optimized
'to use a minimum amount of memory.
'The subroutine generates the approximation of an inverse Hessian matrix by
'using information about the last M steps of the algorithm (instead of N).
'It lessens a required amount of memory from a value of order N^2 to a
'value of order 2*N*M.
'This subroutine uses the FuncGrad subroutine which calculates the value of
'the function F and gradient G in point X. The programmer should define the
'FuncGrad subroutine by himself. It should be noted that the subroutine
'doesn't need to waste time for memory allocation of array G, because the
'memory is allocated in calling the subroutine. Setting a dimension of
'array G each time when calling a subroutine will excessively slow down an
'algorithm.
'The programmer could also redefine the LBFGSNewIteration subroutine which
'is called on each new step. The current point X, the function value F and
'the gradient G are passed into this subroutine. It is reasonable to
'redefine the subroutine for better debugging, for example, to visualize
'the solution process.
'Input parameters:
' N - problem dimension. N>0
' M - number of corrections in the BFGS scheme of Hessian
' approximation update. Recommended value: 3<=M<=7. The
' smaller value causes worse convergence, the bigger will
' not cause a considerably better convergence, but will
' cause a fall in the performance. M<=N.
' X - initial solution approximation.
' Array whose index ranges from 1 to N.
' EpsG - positive number which defines a precision of search. The
' subroutine finishes its work if the condition ||G|| < EpsG
' is satisfied, where ||.|| means Euclidian norm, G - gradient
' projection onto a feasible set, X - current approximation.
' EpsF - positive number which defines a precision of search. The
' subroutine finishes its work if on iteration number k+1
' the condition |F(k+1)-F(k)| <= EpsF*max{|F(k)|, |F(k+1)|, 1}
' is satisfied.
' EpsX - positive number which defines a precision of search. The
' subroutine finishes its work if on iteration number k+1
' the condition |X(k+1)-X(k)| <= EpsX is satisfied.
' MaxIts - maximum number of iterations.
' If MaxIts=0, the number of iterations is unlimited.
' NBD - constraint type. If NBD(i) is equal to:
' * 0, X(i) has no constraints,
' * 1, X(i) has only lower boundary,
' * 2, X(i) has both lower and upper boundaries,
' * 3, X(i) has only upper boundary,
' Array whose index ranges from 1 to N.
' L - lower boundaries of X(i) variables.
' Array whose index ranges from 1 to N.
' U - upper boundaries of X(i) variables.
' Array whose index ranges from 1 to N.
'Output parameters:
' X - solution approximation.
'Array whose index ranges from 1 to N.
' Info - a return code:
' * -2 unknown internal error,
' * -1 wrong parameters were specified,
' * 0 interrupted by user,
' * 1 relative function decreasing is less or equal to EpsF,
' * 2 step is less or equal to EpsX,
' * 4 gradient norm is less or equal to EpsG,
' * 5 number of iterations exceeds MaxIts.
'FuncGrad routine description. User-defined.
'Input parameters:
' X - array whose index ranges from 1 to N.
'Output parameters:
' F - function value at X.
' G - function gradient.
' Array whose index ranges from 1 to N.
'The memory for array G has already been allocated in the calling subroutine,
'and it isn't necessary to allocate it in the FuncGrad subroutine.
' NEOS, November 1994. (Latest revision June 1996.)
' Optimization Technology Center.
' Argonne National Laboratory and Northwestern University.
' Written by Ciyou Zhu in collaboration with
' R.H. Byrd, P. Lu-Chen and J. Nocedal.
'*************************************************************************/
' Methods
Private Function additionallbfgsbstoppingcriterion(ByVal iter As Integer, ByRef x As Double(), ByVal f As Double, ByRef g As Double()) As Boolean
Return False
End Function
Private Sub lbfgsbactive(ByVal n As Integer, ByRef l As Double(), ByRef u As Double(), ByRef nbd As Integer(), ByRef x As Double(), ByRef iwhere As Integer(), ByRef prjctd As Boolean, ByRef cnstnd As Boolean, ByRef boxed As Boolean)
Dim num As Integer = 0
Dim index As Integer = 0
num = 0
prjctd = False
cnstnd = False
boxed = True
index = 1
Do While (index <= n)
If (nbd(index) > 0) Then
If ((nbd(index) <= 2) And (x(index) <= l(index))) Then
If (x(index) < l(index)) Then
prjctd = True
x(index) = l(index)
End If
num += 1
ElseIf ((nbd(index) >= 2) And (x(index) >= u(index))) Then
If (x(index) > u(index)) Then
prjctd = True
x(index) = u(index)
End If
num += 1
End If
End If
index += 1
Loop
index = 1
Do While (index <= n)
If (nbd(index) <> 2) Then
boxed = False
End If
If (nbd(index) = 0) Then
iwhere(index) = -1
Else
cnstnd = True
If ((nbd(index) = 2) And ((u(index) - l(index)) <= 0)) Then
iwhere(index) = 3
Else
iwhere(index) = 0
End If
End If
index += 1
Loop
End Sub
Private Sub lbfgsbbmv(ByVal m As Integer, ByRef sy As Double(,), ByRef wt As Double(,), ByVal col As Integer, ByRef v As Double(), ByRef p As Double(), ByRef info As Integer, ByRef workvec As Double())
Dim index As Integer = 0
Dim num2 As Integer = 0
Dim num3 As Integer = 0
Dim num4 As Double = 0
Dim num5 As Integer = 0
Dim num6 As Integer = 0
If (col <> 0) Then
p((col + 1)) = v((col + 1))
index = 2
Do While (index <= col)
num3 = (col + index)
num4 = 0
num2 = 1
Do While (num2 <= (index - 1))
num4 = (num4 + ((sy(index, num2) * v(num2)) / sy(num2, num2)))
num2 += 1
Loop
p(num3) = (v(num3) + num4)
index += 1
Loop
num6 = ((col + 1) - 1)
num5 = 1
Do While (num5 <= col)
workvec(num5) = p((num5 + num6))
num5 += 1
Loop
Me.lbfgsbdtrsl(wt, col, workvec, 11, info)
num6 = (1 - (col + 1))
num5 = (col + 1)
Do While (num5 <= (col + col))
p(num5) = workvec((num5 + num6))
num5 += 1
Loop
If (info = 0) Then
index = 1
Do While (index <= col)
p(index) = (v(index) / Math.Sqrt(sy(index, index)))
index += 1
Loop
num6 = ((col + 1) - 1)
num5 = 1
Do While (num5 <= col)
workvec(num5) = p((num5 + num6))
num5 += 1
Loop
Me.lbfgsbdtrsl(wt, col, workvec, 1, info)
num6 = (1 - (col + 1))
num5 = (col + 1)
Do While (num5 <= (col + col))
p(num5) = workvec((num5 + num6))
num5 += 1
Loop
If (info = 0) Then
index = 1
Do While (index <= col)
p(index) = -(p(index) / Math.Sqrt(sy(index, index)))
index += 1
Loop
index = 1
Do While (index <= col)
num4 = 0
num2 = (index + 1)
Do While (num2 <= col)
num4 = (num4 + ((sy(num2, index) * p((col + num2))) / sy(index, index)))
num2 += 1
Loop
p(index) = (p(index) + num4)
index += 1
Loop
End If
End If
End If
End Sub
Private Sub lbfgsbcauchy(ByVal n As Integer, ByRef x As Double(), ByRef l As Double(), ByRef u As Double(), ByRef nbd As Integer(), ByRef g As Double(), ByRef iorder As Integer(), ByRef iwhere As Integer(), ByRef t As Double(), ByRef d As Double(), ByRef xcp As Double(), ByVal m As Integer, ByRef wy As Double(,), ByRef ws As Double(,), ByRef sy As Double(,), ByRef wt As Double(,), ByVal theta As Double, ByVal col As Integer, ByVal head As Integer, ByRef p As Double(), ByRef c As Double(), ByRef wbp As Double(), ByRef v As Double(), ByRef nint As Integer, ByRef sg As Double(), ByRef yg As Double(), ByVal sbgnrm As Double, ByRef info As Integer, ByRef workvec As Double())
Dim flag As Boolean = False
Dim flag2 As Boolean = False
Dim flag3 As Boolean = False
Dim index As Integer = 0
Dim num2 As Integer = 0
Dim num3 As Integer = 0
Dim num4 As Integer = 0
Dim num5 As Integer = 0
Dim num6 As Integer = 0
Dim num7 As Integer = 0
Dim num8 As Integer = 0
Dim num9 As Integer = 0
Dim num10 As Integer = 0
Dim num11 As Double = 0
Dim num12 As Double = 0
Dim num13 As Double = 0
Dim num14 As Double = 0
Dim num15 As Double = 0
Dim num16 As Double = 0
Dim num17 As Double = 0
Dim num18 As Double = 0
Dim num19 As Double = 0
Dim num20 As Double = 0
Dim num21 As Double = 0
Dim num22 As Double = 0
Dim num23 As Double = 0
Dim num24 As Double = 0
Dim num25 As Double = 0
Dim num26 As Double = 0
Dim num27 As Double = 0
Dim num28 As Double = 0
Dim num29 As Double = 0
Dim num30 As Integer = 0
If (sbgnrm <= 0) Then
num30 = 1
Do While (num30 <= n)
xcp(num30) = x(num30)
num30 += 1
Loop
Return
End If
flag3 = True
num4 = (n + 1)
num5 = 0
num9 = 0
num19 = 0
num3 = (2 * col)
num11 = 0
index = 1
Do While (index <= num3)
p(index) = 0
index += 1
Loop
index = 1
Do While (index <= n)
num27 = -g(index)
If ((iwhere(index) <> 3) And (iwhere(index) <> -1)) Then
num21 = 0
num20 = 0
If (nbd(index) <= 2) Then
num21 = (x(index) - l(index))
End If
If (nbd(index) >= 2) Then
num20 = (u(index) - x(index))
End If
flag = ((nbd(index) <= 2) And (num21 <= 0))
flag2 = ((nbd(index) >= 2) And (num20 <= 0))
iwhere(index) = 0
If flag Then
If (num27 <= 0) Then
iwhere(index) = 1
End If
ElseIf flag2 Then
If (num27 >= 0) Then
iwhere(index) = 2
End If
ElseIf (Math.Abs(num27) <= 0) Then
iwhere(index) = -3
End If
End If
num6 = head
If ((iwhere(index) <> 0) And (iwhere(index) <> -1)) Then
d(index) = 0
Else
d(index) = num27
num11 = (num11 - (num27 * num27))
num2 = 1
Do While (num2 <= col)
p(num2) = (p(num2) + (wy(index, num6) * num27))
p((col + num2)) = (p((col + num2)) + (ws(index, num6) * num27))
num6 = ((num6 Mod m) + 1)
num2 += 1
Loop
If (((nbd(index) <= 2) And (nbd(index) <> 0)) And (num27 < 0)) Then
num5 += 1
iorder(num5) = index
t(num5) = (num21 / -num27)
If ((num5 = 1) Or (t(num5) < num19)) Then
num19 = t(num5)
num9 = num5
End If
ElseIf ((nbd(index) >= 2) And (num27 > 0)) Then
num5 += 1
iorder(num5) = index
t(num5) = (num20 / num27)
If ((num5 = 1) Or (t(num5) < num19)) Then
num19 = t(num5)
num9 = num5
End If
Else
num4 -= 1
iorder(num4) = index
If (Math.Abs(num27) > 0) Then
flag3 = False
End If
End If
End If
index += 1
Loop
If (theta <> 1) Then
num30 = (col + 1)
Do While (num30 <= (col + col))
p(num30) = (theta * p(num30))
num30 += 1
Loop
End If
num30 = 1
Do While (num30 <= n)
xcp(num30) = x(num30)
num30 += 1
Loop
If ((num5 = 0) And (num4 = (n + 1))) Then
Return
End If
num2 = 1
Do While (num2 <= num3)
c(num2) = 0
num2 += 1
Loop
num12 = -(theta * num11)
num28 = num12
If (col > 0) Then
Me.lbfgsbbmv(m, sy, wt, col, p, v, info, workvec)
If (Not info = 0) Then
Return
End If
num29 = 0
num30 = 1
Do While (num30 <= num3)
num29 = (num29 + (v(num30) * p(num30)))
num30 += 1
Loop
num12 = (num12 - num29)
End If
num14 = -(num11 / num12)
num15 = 0
nint = 1
If (num5 = 0) Then
GoTo Label_07E7
End If
num8 = num5
num10 = 1
num25 = 0
Label_04DC:
num26 = num25
If (num10 = 1) Then
num25 = num19
num7 = iorder(num9)
Else
If ((num10 = 2) AndAlso (num9 <> num5)) Then
t(num9) = t(num5)
iorder(num9) = iorder(num5)
End If
Me.lbfgsbhpsolb(num8, t, iorder, num10 - 2)
num25 = t(num8)
num7 = iorder(num8)
End If
num13 = (num25 - num26)
If (num14 >= num13) Then
num15 = (num15 + num13)
num8 -= 1
num10 += 1
num16 = d(num7)
d(num7) = 0
If (num16 > 0) Then
num17 = (u(num7) - x(num7))
xcp(num7) = u(num7)
iwhere(num7) = 2
Else
num17 = (l(num7) - x(num7))
xcp(num7) = l(num7)
iwhere(num7) = 1
End If
If ((num8 = 0) And (num5 = n)) Then
num14 = num13
If (col > 0) Then
num30 = 1
Do While (num30 <= num3)
c(num30) = (c(num30) + (num14 * p(num30)))
num30 += 1
Loop
End If
Return
End If
nint += 1
num18 = Math.Sqrt(num16)
num11 = (((num11 + (num13 * num12)) + num18) - ((theta * num16) * num17))
num12 = (num12 - (theta * num18))
If (col > 0) Then
num30 = 1
Do While (num30 <= num3)
c(num30) = (c(num30) + (num13 * p(num30)))
num30 += 1
Loop
num6 = head
num2 = 1
Do While (num2 <= col)
wbp(num2) = wy(num7, num6)
wbp((col + num2)) = (theta * ws(num7, num6))
num6 = ((num6 Mod m) + 1)
num2 += 1
Loop
Me.lbfgsbbmv(m, sy, wt, col, wbp, v, info, workvec)
If (Not info = 0) Then
Return
End If
num22 = 0
num30 = 1
Do While (num30 <= num3)
num22 = (num22 + (c(num30) * v(num30)))
num30 += 1
Loop
num23 = 0
num30 = 1
Do While (num30 <= num3)
num23 = (num23 + (p(num30) * v(num30)))
num30 += 1
Loop
num24 = 0
num30 = 1
Do While (num30 <= num3)
num24 = (num24 + (wbp(num30) * v(num30)))
num30 += 1
Loop
num30 = 1
Do While (num30 <= num3)
p(num30) = (p(num30) - (num16 * wbp(num30)))
num30 += 1
Loop
num11 = (num11 + (num16 * num22))
num12 = ((num12 + ((2 * num16) * num23)) - (num18 * num24))
End If
num12 = Math.Max((0.0000000000000005 * num28), num12)
If (num8 > 0) Then
num14 = -(num11 / num12)
GoTo Label_04DC
End If
If flag3 Then
num11 = 0
num12 = 0
num14 = 0
Else
num14 = -(num11 / num12)
End If
End If
Label_07E7:
If (num14 <= 0) Then
num14 = 0
End If
num15 = (num15 + num14)
num30 = 1
Do While (num30 <= n)
xcp(num30) = (xcp(num30) + (num15 * d(num30)))
num30 += 1
Loop
If (col > 0) Then
num30 = 1
Do While (num30 <= num3)
c(num30) = (c(num30) + (num14 * p(num30)))
num30 += 1
Loop
End If
End Sub
Private Sub lbfgsbcmprlb(ByVal n As Integer, ByVal m As Integer, ByRef x As Double(), ByRef g As Double(), ByRef ws As Double(,), ByRef wy As Double(,), ByRef sy As Double(,), ByRef wt As Double(,), ByRef z As Double(), ByRef r As Double(), ByRef wa As Double(), ByRef index As Integer(), ByVal theta As Double, ByVal col As Integer, ByVal head As Integer, ByVal nfree As Integer, ByVal cnstnd As Boolean, ByRef info As Integer, ByRef workvec As Double(), ByRef workvec2 As Double())
Dim num As Integer = 0
Dim num2 As Integer = 0
Dim num3 As Integer = 0
Dim num4 As Integer = 0
Dim num5 As Double = 0
Dim num6 As Double = 0
Dim num7 As Integer = 0
Dim num8 As Integer = 0
If (Not cnstnd And (col > 0)) Then
num = 1
Do While (num <= n)
r(num) = -g(num)
num += 1
Loop
Else
num = 1
Do While (num <= nfree)
num3 = index(num)
r(num) = (-(theta * (z(num3) - x(num3))) - g(num3))
num += 1
Loop
num8 = (((2 * m) + 1) - 1)
num7 = 1
Do While (num7 <= (2 * m))
workvec2(num7) = wa((num7 + num8))
num7 += 1
Loop
Me.lbfgsbbmv(m, sy, wt, col, workvec2, wa, info, workvec)
num8 = (1 - ((2 * m) + 1))
num7 = ((2 * m) + 1)
Do While (num7 <= (4 * m))
wa(num7) = workvec2((num7 + num8))
num7 += 1
Loop
If (Not info = 0) Then
info = -8
Else
num4 = head
num2 = 1
Do While (num2 <= col)
num5 = wa(num2)
num6 = (theta * wa((col + num2)))
num = 1
Do While (num <= nfree)
num3 = index(num)
r(num) = ((r(num) + (wy(num3, num4) * num5)) + (ws(num3, num4) * num6))
num += 1
Loop
num4 = ((num4 Mod m) + 1)
num2 += 1
Loop
End If
End If
End Sub
Private Sub lbfgsbdcsrch(ByVal f As Double, ByVal g As Double, ByRef stp As Double, ByVal ftol As Double, ByVal gtol As Double, ByVal xtol As Double, ByVal stpmin As Double, ByVal stpmax As Double, ByRef task As Integer, ByRef isave As Integer(), ByRef dsave As Double(), ByRef addinfo As Integer)
Dim brackt As Boolean = False
Dim num As Integer = 0
Dim num2 As Double = 0
Dim num3 As Double = 0
Dim fp As Double = 0
Dim fx As Double = 0
Dim num6 As Double = 0
Dim fy As Double = 0
Dim num8 As Double = 0
Dim num9 As Double = 0
Dim num10 As Double = 0
Dim dp As Double = 0
Dim dx As Double = 0
Dim num13 As Double = 0
Dim dy As Double = 0
Dim num15 As Double = 0
Dim stx As Double = 0
Dim sty As Double = 0
Dim num18 As Double = 0
Dim num19 As Double = 0
Dim num20 As Double = 0
Dim num21 As Double = 0
Dim num22 As Double = 0
Dim num23 As Double = 0
num22 = 1.1
num23 = 4
If (task = 0) Then
If (stp < stpmin) Then
task = 2
addinfo = 0
End If
If (stp > stpmax) Then
task = 2
addinfo = 0
End If
If (g >= 0) Then
task = 2
addinfo = 0
End If
If (ftol < 0) Then
task = 2
addinfo = 0
End If
If (gtol < 0) Then
task = 2
addinfo = 0
End If
If (xtol < 0) Then
task = 2
addinfo = 0
End If
If (stpmin < 0) Then
task = 2
addinfo = 0
End If
If (stpmax < stpmin) Then
task = 2
addinfo = 0
End If
If (task = 2) Then
Return
End If
brackt = False
num = 1
num2 = f
num9 = g
num10 = (ftol * num9)
num20 = (stpmax - stpmin)
num21 = (num20 / 0.5)
stx = 0
fx = num2
dx = num9
sty = 0
fy = num2
dy = num9
num18 = 0
num19 = (stp + (num23 * stp))
task = 1
Else
If (isave(1) = 1) Then
brackt = True
Else
brackt = False
End If
num = isave(2)
num9 = dsave(1)
num10 = dsave(2)
dx = dsave(3)
dy = dsave(4)
num2 = dsave(5)
fx = dsave(6)
fy = dsave(7)
stx = dsave(8)
sty = dsave(9)
num18 = dsave(10)
num19 = dsave(11)
num20 = dsave(12)
num21 = dsave(13)
num3 = (num2 + (stp * num10))
If (((num = 1) And (f <= num3)) And (g >= 0)) Then
num = 2
End If
If (brackt And ((stp <= num18) Or (stp >= num19))) Then
task = 3
addinfo = 1
End If
If (brackt And ((num19 - num18) <= (xtol * num19))) Then
task = 3
addinfo = 2
End If
If (((stp = stpmax) And (f <= num3)) And (g <= num10)) Then
task = 3
addinfo = 3
End If
If ((stp = stpmin) And ((f > num3) Or (g >= num10))) Then
task = 3
addinfo = 4
End If
If ((f <= num3) And (Math.Abs(g) <= (gtol * -num9))) Then
task = 4
addinfo = -1
End If
If Not ((task = 3) Or (task = 4)) Then
If (((num = 1) And (f <= fx)) And (f > num3)) Then
fp = (f - (stp * num10))
num6 = (fx - (stx * num10))
num8 = (fy - (sty * num10))
dp = (g - num10)
num13 = (dx - num10)
num15 = (dy - num10)
Me.lbfgsbdcstep(stx, num6, num13, sty, num8, num15, stp, fp, dp, brackt, num18, num19)
fx = (num6 + (stx * num10))
fy = (num8 + (sty * num10))
dx = (num13 + num10)
dy = (num15 + num10)
Else
Me.lbfgsbdcstep(stx, fx, dx, sty, fy, dy, stp, f, g, brackt, num18, num19)
End If
If brackt Then
If (Math.Abs(Convert.ToDouble((sty - stx))) >= (0.66 * num21)) Then
stp = (stx + (0.5 * (sty - stx)))
End If
num21 = num20
num20 = Math.Abs(Convert.ToDouble((sty - stx)))
End If
If brackt Then
num18 = Math.Min(stx, sty)
num19 = Math.Max(stx, sty)
Else
num18 = (stp + (num22 * (stp - stx)))
num19 = (stp + (num23 * (stp - stx)))
End If
stp = Math.Max(stp, stpmin)
stp = Math.Min(stp, stpmax)
If ((brackt And ((stp <= num18) Or (stp >= num19))) Or (brackt And ((num19 - num18) <= (xtol * num19)))) Then
stp = stx
End If
task = 1
End If
End If
If brackt Then
isave(1) = 1
Else
isave(1) = 0
End If
isave(2) = num
dsave(1) = num9
dsave(2) = num10
dsave(3) = dx
dsave(4) = dy
dsave(5) = num2
dsave(6) = fx
dsave(7) = fy
dsave(8) = stx
dsave(9) = sty
dsave(10) = num18
dsave(11) = num19
dsave(12) = num20
dsave(13) = num21
End Sub
Private Sub lbfgsbdcstep(ByRef stx As Double, ByRef fx As Double, ByRef dx As Double, ByRef sty As Double, ByRef fy As Double, ByRef dy As Double, ByRef stp As Double, ByVal fp As Double, ByVal dp As Double, ByRef brackt As Boolean, ByVal stpmin As Double, ByVal stpmax As Double)
Dim num As Double = 0
Dim num2 As Double = 0
Dim num3 As Double = 0
Dim num4 As Double = 0
Dim num5 As Double = 0
Dim num6 As Double = 0
Dim num7 As Double = 0
Dim num8 As Double = 0
Dim num9 As Double = 0
Dim num10 As Double = 0
num6 = (dp * (dx / Math.Abs(dx)))
If (fp > fx) Then
num10 = ((((3 * (fx - fp)) / (stp - stx)) + dx) + dp)
num5 = Math.Max(Math.Abs(num10), Math.Max(Math.Abs(dx), Math.Abs(dp)))
num = (num5 * Math.Sqrt((Math.Sqrt((num10 / num5)) - ((dx / num5) * (dp / num5)))))
If (stp < stx) Then
num = -num
End If
num2 = ((num - dx) + num10)
num3 = (((num - dx) + num) + dp)
num4 = (num2 / num3)
num7 = (stx + (num4 * (stp - stx)))
num9 = (stx + (((dx / (((fx - fp) / (stp - stx)) + dx)) / 2) * (stp - stx)))
If (Math.Abs(Convert.ToDouble((num7 - stx))) < Math.Abs(Convert.ToDouble((num9 - stx)))) Then
num8 = num7
Else
num8 = (num7 + ((num9 - num7) / 2))
End If
brackt = True
ElseIf (num6 < 0) Then
num10 = ((((3 * (fx - fp)) / (stp - stx)) + dx) + dp)
num5 = Math.Max(Math.Abs(num10), Math.Max(Math.Abs(dx), Math.Abs(dp)))
num = (num5 * Math.Sqrt((Math.Sqrt((num10 / num5)) - ((dx / num5) * (dp / num5)))))
If (stp > stx) Then
num = -num
End If
num2 = ((num - dp) + num10)
num3 = (((num - dp) + num) + dx)
num4 = (num2 / num3)
num7 = (stp + (num4 * (stx - stp)))
num9 = (stp + ((dp / (dp - dx)) * (stx - stp)))
If (Math.Abs(Convert.ToDouble((num7 - stp))) > Math.Abs(Convert.ToDouble((num9 - stp)))) Then
num8 = num7
Else
num8 = num9
End If
brackt = True
ElseIf (Math.Abs(dp) < Math.Abs(dx)) Then
num10 = ((((3 * (fx - fp)) / (stp - stx)) + dx) + dp)
num5 = Math.Max(Math.Abs(num10), Math.Max(Math.Abs(dx), Math.Abs(dp)))
num = (num5 * Math.Sqrt(Math.Max(Convert.ToDouble(0), Convert.ToDouble((Math.Sqrt((num10 / num5)) - ((dx / num5) * (dp / num5)))))))
If (stp > stx) Then
num = -num
End If
num2 = ((num - dp) + num10)
num3 = ((num + (dx - dp)) + num)
num4 = (num2 / num3)
If ((num4 < 0) And (num <> 0)) Then
num7 = (stp + (num4 * (stx - stp)))
ElseIf (stp > stx) Then
num7 = stpmax
Else
num7 = stpmin
End If
num9 = (stp + ((dp / (dp - dx)) * (stx - stp)))
If brackt Then
If (Math.Abs(Convert.ToDouble((num7 - stp))) < Math.Abs(Convert.ToDouble((num9 - stp)))) Then
num8 = num7
Else
num8 = num9
End If
If (stp > stx) Then
num8 = Math.Min((stp + (0.66 * (sty - stp))), num8)
Else
num8 = Math.Max((stp + (0.66 * (sty - stp))), num8)
End If
Else
If (Math.Abs(Convert.ToDouble((num7 - stp))) > Math.Abs(Convert.ToDouble((num9 - stp)))) Then
num8 = num7
Else
num8 = num9
End If
num8 = Math.Min(stpmax, num8)
num8 = Math.Max(stpmin, num8)
End If
ElseIf brackt Then
num10 = ((((3 * (fp - fy)) / (sty - stp)) + dy) + dp)
num5 = Math.Max(Math.Abs(num10), Math.Max(Math.Abs(dy), Math.Abs(dp)))
num = (num5 * Math.Sqrt((Math.Sqrt((num10 / num5)) - ((dy / num5) * (dp / num5)))))
If (stp > sty) Then
num = -num
End If
num2 = ((num - dp) + num10)
num3 = (((num - dp) + num) + dy)
num4 = (num2 / num3)
num7 = (stp + (num4 * (sty - stp)))
num8 = num7
ElseIf (stp > stx) Then
num8 = stpmax
Else
num8 = stpmin
End If
If (fp > fx) Then
sty = stp
fy = fp
dy = dp
Else
If (num6 < 0) Then
sty = stx
fy = fx
dy = dx
End If
stx = stp
fx = fp
dx = dp
End If
stp = num8
End Sub
Private Function lbfgsbdpofa(ByRef a As Double(,), ByVal n As Integer) As Boolean
Dim num As Double = 0
Dim d As Double = 0
Dim num3 As Double = 0
Dim num4 As Integer = 0
Dim num5 As Integer = 0
Dim num6 As Integer = 0
Dim num7 As Integer = 0
num4 = 1
Do While (num4 <= n)
d = 0
num5 = (num4 - 1)
If (num5 >= 1) Then
num6 = 1
Do While (num6 <= num5)
num3 = 0
num7 = 1
Do While (num7 <= (num6 - 1))
num3 = (num3 + (a(num7, num6) * a(num7, num4)))
num7 += 1
Loop
num = (a(num6, num4) - num3)
num = (num / a(num6, num6))
a(num6, num4) = num
d = (d + (num * num))
num6 += 1
Loop
End If
d = (a(num4, num4) - d)
If (d <= 0) Then
Return False
End If
a(num4, num4) = Math.Sqrt(d)
num4 += 1
Loop
Return True
End Function
Private Sub lbfgsbdtrsl(ByRef t As Double(,), ByVal n As Integer, ByRef b As Double(), ByVal job As Integer, ByRef info As Integer)
Dim num As Double = 0
Dim num2 As Double = 0
Dim num3 As Integer = 0
Dim index As Integer = 0
Dim num5 As Integer = 0
Dim num6 As Integer = 0
index = 1
Do While (index <= n)
If (t(index, index) = 0) Then
info = index
Return
End If
index += 1
Loop
info = 0
num3 = 1
If ((job Mod 10) <> 0) Then
num3 = 2
End If
If (((job Mod 100) / 10) <> 0) Then
num3 = (num3 + 2)
End If
If (num3 = 1) Then
b(1) = (b(1) / t(1, 1))
If (n >= 2) Then
index = 2
Do While (index <= n)
num = -b((index - 1))
num6 = index
Do While (num6 <= n)
b(num6) = (b(num6) + (num * t(num6, (index - 1))))
num6 += 1
Loop
b(index) = (b(index) / t(index, index))
index += 1
Loop
End If
ElseIf (num3 = 2) Then
b(n) = (b(n) / t(n, n))
If (n >= 2) Then
num5 = 2
Do While (num5 <= n)
index = ((n - num5) + 1)
num = -b((index + 1))
num6 = 1
Do While (num6 <= index)
b(num6) = (b(num6) + (num * t(num6, (index + 1))))
num6 += 1
Loop
b(index) = (b(index) / t(index, index))
num5 += 1
Loop
End If
ElseIf (num3 = 3) Then
b(n) = (b(n) / t(n, n))
If (n >= 2) Then
num5 = 2
Do While (num5 <= n)
index = ((n - num5) + 1)
num2 = 0
num6 = (index + 1)
Do While (num6 <= ((((index + 1) + num5) - 1) - 1))
num2 = (num2 + (t(num6, index) * b(num6)))
num6 += 1
Loop
b(index) = (b(index) - num2)
b(index) = (b(index) / t(index, index))
num5 += 1
Loop
End If
ElseIf (num3 = 4) Then
b(1) = (b(1) / t(1, 1))
If (n >= 2) Then
index = 2
Do While (index <= n)
num2 = 0
num6 = 1
Do While (num6 <= (index - 1))
num2 = (num2 + (t(num6, index) * b(num6)))
num6 += 1
Loop
b(index) = (b(index) - num2)
b(index) = (b(index) / t(index, index))
index += 1
Loop
End If
End If
End Sub
Private Sub lbfgsberrclb(ByVal n As Integer, ByVal m As Integer, ByVal factr As Double, ByRef l As Double(), ByRef u As Double(), ByRef nbd As Integer(), ByRef task As Integer, ByRef info As Integer, ByRef k As Integer)
Dim index As Integer = 0
If (n <= 0) Then
task = 2
End If
If (m <= 0) Then
task = 2
End If
If (m > n) Then
task = 2
End If
If (factr < 0) Then
task = 2
End If
index = 1
Do While (index <= n)
If ((nbd(index) < 0) Or (nbd(index) > 3)) Then
task = 2
info = -6
k = index
End If
If ((nbd(index) = 2) AndAlso (l(index) > u(index))) Then
task = 2
info = -7
k = index
End If
index += 1
Loop
End Sub
Private Sub lbfgsbformk(ByVal n As Integer, ByVal nsub As Integer, ByRef ind As Integer(), ByVal nenter As Integer, ByVal ileave As Integer, ByRef indx2 As Integer(), ByVal iupdat As Integer, ByVal updatd As Boolean, ByRef wn As Double(,), ByRef wn1 As Double(,), ByVal m As Integer, ByRef ws As Double(,), ByRef wy As Double(,), ByRef sy As Double(,), ByVal theta As Double, ByVal col As Integer, ByVal head As Integer, ByRef info As Integer, ByRef workvec As Double(), ByRef workmat As Double(,))
Dim num As Integer = 0
Dim num2 As Integer = 0
Dim num3 As Integer = 0
Dim num4 As Integer = 0
Dim num5 As Integer = 0
Dim num6 As Integer = 0
Dim num7 As Integer = 0
Dim num8 As Integer = 0
Dim num9 As Integer = 0
Dim num10 As Integer = 0
Dim index As Integer = 0
Dim num12 As Integer = 0
Dim num13 As Integer = 0
Dim num14 As Integer = 0
Dim num15 As Integer = 0
Dim num16 As Integer = 0
Dim num17 As Integer = 0
Dim num18 As Double = 0
Dim num19 As Double = 0
Dim num20 As Double = 0
Dim num21 As Double = 0
Dim num22 As Double = 0
Dim num23 As Integer = 0
Dim num24 As Integer = 0
Dim num25 As Integer = 0
If updatd Then
If (iupdat > m) Then
num5 = 1
Do While (num5 <= (m - 1))
num6 = (m + num5)
num25 = ((num5 + 1) - num5)
num24 = num5
Do While (num24 <= (m - 1))
wn1(num24, num5) = wn1((num24 + num25), (num5 + 1))
num24 += 1
Loop
num25 = ((num6 + 1) - num6)
num24 = num6
Do While (num24 <= (((num6 + m) - num5) - 1))
wn1(num24, num6) = wn1((num24 + num25), (num6 + 1))
num24 += 1
Loop
num25 = ((m + 2) - (m + 1))
num24 = (m + 1)
Do While (num24 <= ((m + m) - 1))
wn1(num24, num5) = wn1((num24 + num25), (num5 + 1))
num24 += 1
Loop
num5 += 1
Loop
End If
num13 = 1
num14 = nsub
num15 = (nsub + 1)
num16 = n
num3 = col
num4 = (m + col)
num = ((head + col) - 1)
If (num > m) Then
num = (num - m)
End If
num2 = head
num5 = 1
Do While (num5 <= col)
num6 = (m + num5)
num18 = 0
num19 = 0
num20 = 0
index = num13
Do While (index <= num14)
num9 = ind(index)
num18 = (num18 + (wy(num9, num) * wy(num9, num2)))
index += 1
Loop
index = num15
Do While (index <= num16)
num9 = ind(index)
num19 = (num19 + (ws(num9, num) * ws(num9, num2)))
num20 = (num20 + (ws(num9, num) * wy(num9, num2)))
index += 1
Loop
wn1(num3, num5) = num18
wn1(num4, num6) = num19
wn1(num4, num5) = num20
num2 = ((num2 Mod m) + 1)
num5 += 1
Loop
num5 = col
num2 = ((head + col) - 1)
If (num2 > m) Then
num2 = (num2 - m)
End If
num = head
num10 = 1
Do While (num10 <= col)
num4 = (m + num10)
num20 = 0
index = num13
Do While (index <= num14)
num9 = ind(index)
num20 = (num20 + (ws(num9, num) * wy(num9, num2)))
index += 1
Loop
num = ((num Mod m) + 1)
wn1(num4, num5) = num20
num10 += 1
Loop
num17 = (col - 1)
Else
num17 = col
End If
num = head
num3 = 1
Do While (num3 <= num17)
num4 = (m + num3)
num2 = head
num5 = 1
Do While (num5 <= num3)
num6 = (m + num5)
num18 = 0
num19 = 0
num20 = 0
num21 = 0
index = 1
Do While (index <= nenter)
num9 = indx2(index)
num18 = (num18 + (wy(num9, num) * wy(num9, num2)))
num19 = (num19 + (ws(num9, num) * ws(num9, num2)))
index += 1
Loop
index = ileave
Do While (index <= n)
num9 = indx2(index)
num20 = (num20 + (wy(num9, num) * wy(num9, num2)))
num21 = (num21 + (ws(num9, num) * ws(num9, num2)))
index += 1
Loop
wn1(num3, num5) = ((wn1(num3, num5) + num18) - num20)
wn1(num4, num6) = ((wn1(num4, num6) - num19) + num21)
num2 = ((num2 Mod m) + 1)
num5 += 1
Loop
num = ((num Mod m) + 1)
num3 += 1
Loop
num = head
num4 = (m + 1)
Do While (num4 <= (m + num17))
num2 = head
num5 = 1
Do While (num5 <= num17)
num18 = 0
num20 = 0
index = 1
Do While (index <= nenter)
num9 = indx2(index)
num18 = (num18 + (ws(num9, num) * wy(num9, num2)))
index += 1
Loop
index = ileave
Do While (index <= n)
num9 = indx2(index)
num20 = (num20 + (ws(num9, num) * wy(num9, num2)))
index += 1
Loop
If (num4 <= (num5 + m)) Then
wn1(num4, num5) = ((wn1(num4, num5) + num18) - num20)
Else
wn1(num4, num5) = ((wn1(num4, num5) - num18) + num20)
End If
num2 = ((num2 Mod m) + 1)
num5 += 1
Loop
num = ((num Mod m) + 1)
num4 += 1
Loop
num3 = 1
Do While (num3 <= col)
num4 = (col + num3)
num7 = (m + num3)
num5 = 1
Do While (num5 <= num3)
num6 = (col + num5)
num8 = (m + num5)
wn(num5, num3) = (wn1(num3, num5) / theta)
wn(num6, num4) = (wn1(num7, num8) * theta)
num5 += 1
Loop
num5 = 1
Do While (num5 <= (num3 - 1))
wn(num5, num4) = -wn1(num7, num5)
num5 += 1
Loop
num5 = num3
Do While (num5 <= col)
wn(num5, num4) = wn1(num7, num5)
num5 += 1
Loop
wn(num3, num3) = (wn(num3, num3) + sy(num3, num3))
num3 += 1
Loop
info = 0
If Not Me.lbfgsbdpofa(wn, col) Then
info = -1
Else
num12 = (2 * col)
num6 = (col + 1)
Do While (num6 <= num12)
num24 = 1
Do While (num24 <= col)
workvec(num24) = wn(num24, num6)
num24 += 1
Loop
Me.lbfgsbdtrsl(wn, col, workvec, 11, info)
num24 = 1
Do While (num24 <= col)
wn(num24, num6) = workvec(num24)
num24 += 1
Loop
num6 += 1
Loop
num4 = (col + 1)
Do While (num4 <= num12)
num6 = num4
Do While (num6 <= num12)
num22 = 0
num24 = 1
Do While (num24 <= col)
num22 = (num22 + (wn(num24, num4) * wn(num24, num6)))
num24 += 1
Loop
wn(num4, num6) = (wn(num4, num6) + num22)
num6 += 1
Loop
num4 += 1
Loop
num23 = 1
Do While (num23 <= col)
num25 = ((col + 1) - 1)
num24 = 1
Do While (num24 <= col)
workmat(num23, num24) = wn((col + num23), (num24 + num25))
num24 += 1
Loop
num23 += 1
Loop
info = 0
If Not Me.lbfgsbdpofa(workmat, col) Then
info = -2
Else
num23 = 1
Do While (num23 <= col)
num25 = (1 - (col + 1))
num24 = (col + 1)
Do While (num24 <= (col + col))
wn((col + num23), num24) = workmat(num23, (num24 + num25))
num24 += 1
Loop
num23 += 1
Loop
End If
End If
End Sub
Private Sub lbfgsbformt(ByVal m As Integer, ByRef wt As Double(,), ByRef sy As Double(,), ByRef ss As Double(,), ByVal col As Integer, ByVal theta As Double, ByRef info As Integer)
Dim num As Integer = 0
Dim num2 As Integer = 0
Dim num3 As Integer = 0
Dim num4 As Integer = 0
Dim num5 As Double = 0
num2 = 1
Do While (num2 <= col)
wt(1, num2) = (theta * ss(1, num2))
num2 += 1
Loop
num = 2
Do While (num <= col)
num2 = num
Do While (num2 <= col)
num4 = (Math.Min(num, num2) - 1)
num5 = 0
num3 = 1
Do While (num3 <= num4)
num5 = (num5 + ((sy(num, num3) * sy(num2, num3)) / sy(num3, num3)))
num3 += 1
Loop
wt(num, num2) = (num5 + (theta * ss(num, num2)))
num2 += 1
Loop
num += 1
Loop
info = 0
If Not Me.lbfgsbdpofa(wt, col) Then
info = -3
End If
End Sub
Private Sub lbfgsbfreev(ByVal n As Integer, ByRef nfree As Integer, ByRef index As Integer(), ByRef nenter As Integer, ByRef ileave As Integer, ByRef indx2 As Integer(), ByRef iwhere As Integer(), ByRef wrk As Boolean, ByVal updatd As Boolean, ByVal cnstnd As Boolean, ByVal iter As Integer)
Dim num As Integer = 0
Dim num2 As Integer = 0
Dim num3 As Integer = 0
nenter = 0
ileave = (n + 1)
If ((iter > 0) And cnstnd) Then
num2 = 1
Do While (num2 <= nfree)
num3 = index(num2)
If (iwhere(num3) > 0) Then
ileave -= 1
indx2(ileave) = num3
End If
num2 += 1
Loop
num2 = (1 + nfree)
Do While (num2 <= n)
num3 = index(num2)
If (iwhere(num3) <= 0) Then
nenter += 1
indx2(nenter) = num3
End If
num2 += 1
Loop
End If
wrk = (((ileave < (n + 1)) Or (nenter > 0)) Or updatd)
nfree = 0
num = (n + 1)
num2 = 1
Do While (num2 <= n)
If (iwhere(num2) <= 0) Then
nfree += 1
index(nfree) = num2
Else
num -= 1
index(num) = num2
End If
num2 += 1
Loop
End Sub
Private Sub lbfgsbhpsolb(ByVal n As Integer, ByRef t As Double(), ByRef iorder As Integer(), ByVal iheap As Integer)
Dim index As Integer = 0
Dim num2 As Integer = 0
Dim num3 As Integer = 0
Dim num4 As Integer = 0
Dim num5 As Integer = 0
Dim num6 As Double = 0
Dim num7 As Double = 0
If (iheap = 0) Then
num3 = 2
Do While (num3 <= n)
num6 = t(num3)
num4 = iorder(num3)
index = num3
Do While True
If (index <= 1) Then
Exit Do
End If
num2 = (index / 2)
If (num6 >= t(num2)) Then
Exit Do
End If
t(index) = t(num2)
iorder(index) = iorder(num2)
index = num2
Loop
t(index) = num6
iorder(index) = num4
num3 += 1
Loop
End If
If (n <= 1) Then
Return
End If
index = 1
num7 = t(1)
num5 = iorder(1)
num6 = t(n)
num4 = iorder(n)
Label_0089:
num2 = (index + index)
If (num2 <= (n - 1)) Then
If (t((num2 + 1)) < t(num2)) Then
num2 += 1
End If
If (t(num2) < num6) Then
t(index) = t(num2)
iorder(index) = iorder(num2)
index = num2
GoTo Label_0089
End If
End If
t(index) = num6
iorder(index) = num4
t(n) = num7
iorder(n) = num5
End Sub
Private Sub lbfgsblnsrlb(ByVal n As Integer, ByRef l As Double(), ByRef u As Double(), ByRef nbd As Integer(), ByRef x As Double(), ByVal f As Double, ByRef fold As Double, ByRef gd As Double, ByRef gdold As Double, ByRef g As Double(), ByRef d As Double(), ByRef r As Double(), ByRef t As Double(), ByRef z As Double(), ByRef stp As Double, ByRef dnrm As Double, ByRef dtd As Double, ByRef xstep As Double, ByRef stpmx As Double, ByVal iter As Integer, ByRef ifun As Integer, ByRef iback As Integer, ByRef nfgv As Integer, ByRef info As Integer, ByRef task As Integer, ByVal boxed As Boolean, ByVal cnstnd As Boolean, ByRef csave As Integer, ByRef isave As Integer(), ByRef dsave As Double())
Dim index As Integer = 0
Dim num2 As Double = 0
Dim num3 As Double = 0
Dim num4 As Double = 0
Dim ftol As Double = 0
Dim gtol As Double = 0
Dim xtol As Double = 0
Dim num8 As Double = 0
Dim addinfo As Integer = 0
Dim num10 As Integer = 0
addinfo = 0
num8 = 10000000000
ftol = 0.001
gtol = 0.9
xtol = 0.1
If (Not task = 1) Then
num4 = 0
num10 = 1
Do While (num10 <= n)
num4 = (num4 + (d(num10) * d(num10)))
num10 += 1
Loop
dtd = num4
dnrm = Math.Sqrt(dtd)
stpmx = num8
If cnstnd Then
If (iter = 0) Then
stpmx = 1
Else
index = 1
Do While (index <= n)
num2 = d(index)
If (nbd(index) <> 0) Then
If ((num2 < 0) And (nbd(index) <= 2)) Then
num3 = (l(index) - x(index))
If (num3 >= 0) Then
stpmx = 0
ElseIf ((num2 * stpmx) < num3) Then
stpmx = (num3 / num2)
End If
ElseIf ((num2 > 0) And (nbd(index) >= 2)) Then
num3 = (u(index) - x(index))
If (num3 <= 0) Then
stpmx = 0
ElseIf ((num2 * stpmx) > num3) Then
stpmx = (num3 / num2)
End If
End If
End If
index += 1
Loop
End If
End If
If ((iter = 0) And Not boxed) Then
stp = Math.Min((1 / dnrm), stpmx)
Else
stp = 1
End If
num10 = 1
Do While (num10 <= n)
t(num10) = x(num10)
num10 += 1
Loop
num10 = 1
Do While (num10 <= n)
r(num10) = g(num10)
num10 += 1
Loop
fold = f
ifun = 0
iback = 0
csave = 0
End If
num4 = 0
num10 = 1
Do While (num10 <= n)
num4 = (num4 + (g(num10) * d(num10)))
num10 += 1
Loop
gd = num4
If (ifun = 0) Then
gdold = gd
If (gd >= 0) Then
info = -4
Return
End If
End If
Me.lbfgsbdcsrch(f, gd, stp, ftol, gtol, xtol, 0, stpmx, csave, isave, dsave, addinfo)
xstep = (stp * dnrm)
If ((Not csave = 4) And (Not csave = 3)) Then
task = 1
ifun += 1
nfgv += 1
iback = (ifun - 1)
If (stp = 1) Then
num10 = 1
Do While (num10 <= n)
x(num10) = z(num10)
num10 += 1
Loop
Else
index = 1
Do While (index <= n)
x(index) = ((stp * d(index)) + t(index))
index += 1
Loop
End If
Else
task = 5
End If
End Sub
Private Sub lbfgsbmatupd(ByVal n As Integer, ByVal m As Integer, ByRef ws As Double(,), ByRef wy As Double(,), ByRef sy As Double(,), ByRef ss As Double(,), ByRef d As Double(), ByRef r As Double(), ByRef itail As Integer, ByVal iupdat As Integer, ByRef col As Integer, ByRef head As Integer, ByRef theta As Double, ByVal rr As Double, ByVal dr As Double, ByVal stp As Double, ByVal dtd As Double)
Dim num As Integer = 0
Dim num2 As Integer = 0
Dim num3 As Double = 0
Dim index As Integer = 0
Dim num5 As Integer = 0
If (iupdat <= m) Then
col = iupdat
itail = ((((head + iupdat) - 2) Mod m) + 1)
Else
itail = ((itail Mod m) + 1)
head = ((head Mod m) + 1)
End If
index = 1
Do While (index <= n)
ws(index, itail) = d(index)
index += 1
Loop
index = 1
Do While (index <= n)
wy(index, itail) = r(index)
index += 1
Loop
theta = (rr / dr)
If (iupdat > m) Then
num = 1
Do While (num <= (col - 1))
num5 = 1
index = 1
Do While (index <= num)
ss(index, num) = ss((index + num5), (num + 1))
index += 1
Loop
num5 = ((num + 1) - num)
index = num
Do While (index <= (col - 1))
sy(index, num) = sy((index + num5), (num + 1))
index += 1
Loop
num += 1
Loop
End If
num2 = head
num = 1
Do While (num <= (col - 1))
num3 = 0
index = 1
Do While (index <= n)
num3 = (num3 + (d(index) * wy(index, num2)))
index += 1
Loop
sy(col, num) = num3
num3 = 0
index = 1
Do While (index <= n)
num3 = (num3 + (ws(index, num2) * d(index)))
index += 1
Loop
ss(num, col) = num3
num2 = ((num2 Mod m) + 1)
num += 1
Loop
If (stp = 1) Then
ss(col, col) = dtd
Else
ss(col, col) = ((stp * stp) * dtd)
End If
sy(col, col) = dr
End Sub
Public Sub lbfgsbminimize(ByVal n As Integer, ByVal m As Integer, ByRef x As Double(), ByVal epsg As Double, ByVal epsf As Double, ByVal epsx As Double, ByVal maxits As Integer, ByRef nbd As Integer(), ByRef l As Double(), ByRef u As Double(), ByRef info As Integer)
Dim f As Double = 0
Dim g As Double()
Dim abort As Boolean = False
Dim numArray2 As Double()
Dim numArray3 As Double()
Dim ws(,) As Double
Dim wy(,) As Double
Dim sy(,) As Double
Dim ss(,) As Double
Dim wt(,) As Double
Dim wn(,) As Double
Dim numArray10(,) As Double
Dim xcp As Double()
Dim r As Double()
Dim d As Double()
Dim t As Double()
Dim wa As Double()
Dim sg As Double()
Dim yg As Double()
Dim index As Integer()
Dim iwhere As Integer()
Dim iorder As Integer()
Dim csave As Integer = 0
Dim task As Integer = 0
Dim prjctd As Boolean = False
Dim cnstnd As Boolean = False
Dim boxed As Boolean = False
Dim updatd As Boolean = False
Dim wrk As Boolean = False
Dim num4 As Integer = 0
Dim k As Integer = 0
Dim num6 As Integer = 0
Dim iback As Integer = 0
Dim num8 As Integer = 0
Dim head As Integer = 0
Dim col As Integer = 0
Dim iter As Integer = 0
Dim itail As Integer = 0
Dim iupdat As Integer = 0
Dim nint As Integer = 0
Dim nfgv As Integer = 0
Dim num16 As Integer = 0
Dim ifun As Integer = 0
Dim iword As Integer = 0
Dim nfree As Integer = 0
Dim ileave As Integer = 0
Dim nenter As Integer = 0
Dim theta As Double = 0
Dim fold As Double = 0
Dim dr As Double = 0
Dim rr As Double = 0
Dim dnrm As Double = 0
Dim xstep As Double = 0
Dim sbgnrm As Double = 0
Dim num29 As Double = 0
Dim dtd As Double = 0
Dim gd As Double = 0
Dim gdold As Double = 0
Dim stp As Double = 0
Dim stpmx As Double = 0
Dim num35 As Double = 0
Dim workvec As Double()
Dim numArray22 As Double()
Dim dsave As Double()
Dim p As Double()
Dim c As Double()
Dim wbp As Double()
Dim v As Double()
Dim workmat(,) As Double
Dim isave As Integer()
Dim num36 As Integer = 0
Dim num37 As Integer = 0
workvec = New Double((m + 1) - 1) {}
numArray22 = New Double(((2 * m) + 1) - 1) {}
workmat = New Double((m + 1) - 1, (m + 1) - 1) {}
isave = New Integer(3 - 1) {}
dsave = New Double(14 - 1) {}
p = New Double(((2 * m) + 1) - 1) {}
c = New Double(((2 * m) + 1) - 1) {}
wbp = New Double(((2 * m) + 1) - 1) {}
v = New Double(((2 * m) + 1) - 1) {}
g = New Double((n + 1) - 1) {}
numArray2 = New Double((n + 1) - 1) {}
numArray3 = New Double((n + 1) - 1) {}
ws = New Double((n + 1) - 1, (m + 1) - 1) {}
wy = New Double((n + 1) - 1, (m + 1) - 1) {}
sy = New Double((m + 1) - 1, (m + 1) - 1) {}
ss = New Double((m + 1) - 1, (m + 1) - 1) {}
wt = New Double((m + 1) - 1, (m + 1) - 1) {}
wn = New Double(((2 * m) + 1) - 1, ((2 * m) + 1) - 1) {}
numArray10 = New Double(((2 * m) + 1) - 1, ((2 * m) + 1) - 1) {}
xcp = New Double((n + 1) - 1) {}
r = New Double((n + 1) - 1) {}
d = New Double((n + 1) - 1) {}
t = New Double((n + 1) - 1) {}
wa = New Double(((8 * m) + 1) - 1) {}
sg = New Double((m + 1) - 1) {}
yg = New Double((m + 1) - 1) {}
index = New Integer((n + 1) - 1) {}
iwhere = New Integer((n + 1) - 1) {}
iorder = New Integer((n + 1) - 1) {}
col = 0
head = 1
theta = 1
iupdat = 0
updatd = False
iter = 0
nfgv = 0
nint = 0
num6 = 0
num8 = 0
nfree = n
num16 = 0
Me.lbfgsberrclb(n, m, epsf, l, u, nbd, task, num16, k)
If ((((task = 2) Or (maxits < 0)) Or (epsg < 0)) Or (epsx < 0)) Then
info = -1
Return
End If
Me.lbfgsbactive(n, l, u, nbd, x, iwhere, prjctd, cnstnd, boxed)
num36 = 1
Do While (num36 <= n)
numArray2(num36) = x(num36)
num36 += 1
Loop
Me.funcgrad(x, f, g)
nfgv = 1
Me.lbfgsbprojgr(n, l, u, nbd, x, g, sbgnrm)
If (sbgnrm <= epsg) Then
info = 4
Return
End If
Label_03EE:
iword = -1
If (Not cnstnd And (col > 0)) Then
num36 = 1
Do While (num36 <= n)
xcp(num36) = x(num36)
num36 += 1
Loop
wrk = updatd
nint = 0
Else
num36 = 1
Do While (num36 <= (2 * m))
p(num36) = wa(num36)
num36 += 1
Loop
num37 = (((2 * m) + 1) - 1)
num36 = 1
Do While (num36 <= (2 * m))
c(num36) = wa((num36 + num37))
num36 += 1
Loop
num37 = (((4 * m) + 1) - 1)
num36 = 1
Do While (num36 <= (2 * m))
wbp(num36) = wa((num36 + num37))
num36 += 1
Loop
num37 = (((6 * m) + 1) - 1)
num36 = 1
Do While (num36 <= (2 * m))
v(num36) = wa((num36 + num37))
num36 += 1
Loop
Me.lbfgsbcauchy(n, x, l, u, nbd, g, iorder, iwhere, t, d, xcp, m, wy, ws, sy, wt, theta, col, head, p, c, wbp, v, nint, sg, yg, sbgnrm, num16, workvec)
num36 = 1
Do While (num36 <= (2 * m))
wa(num36) = p(num36)
num36 += 1
Loop
num37 = (1 - ((2 * m) + 1))
num36 = ((2 * m) + 1)
Do While (num36 <= (4 * m))
wa(num36) = c((num36 + num37))
num36 += 1
Loop
num37 = (1 - ((4 * m) + 1))
num36 = ((4 * m) + 1)
Do While (num36 <= (6 * m))
wa(num36) = wbp((num36 + num37))
num36 += 1
Loop
num37 = (1 - ((6 * m) + 1))
num36 = ((6 * m) + 1)
Do While (num36 <= (8 * m))
wa(num36) = v((num36 + num37))
num36 += 1
Loop
If (num16 <> 0) Then
num16 = 0
col = 0
head = 1
theta = 1
iupdat = 0
updatd = False
GoTo Label_03EE
End If
num6 = (num6 + nint)
Me.lbfgsbfreev(n, nfree, index, nenter, ileave, iorder, iwhere, wrk, updatd, cnstnd, iter)
End If
If ((nfree <> 0) And (col <> 0)) Then
If wrk Then
Me.lbfgsbformk(n, nfree, index, nenter, ileave, iorder, iupdat, updatd, wn, numArray10, m, ws, wy, sy, theta, col, head, num16, workvec, workmat)
End If
If (num16 <> 0) Then
num16 = 0
col = 0
head = 1
theta = 1
iupdat = 0
updatd = False
GoTo Label_03EE
End If
Me.lbfgsbcmprlb(n, m, x, g, ws, wy, sy, wt, xcp, r, wa, index, theta, col, head, nfree, cnstnd, num16, workvec, numArray22)
If (num16 = 0) Then
Me.lbfgsbsubsm(n, m, nfree, index, l, u, nbd, xcp, r, ws, wy, theta, col, head, iword, wa, wn, num16)
End If
If (num16 <> 0) Then
num16 = 0
col = 0
head = 1
theta = 1
iupdat = 0
updatd = False
GoTo Label_03EE
End If
End If
num4 = 1
Do While (num4 <= n)
d(num4) = (xcp(num4) - x(num4))
num4 += 1
Loop
task = 0
Do While True
Me.lbfgsblnsrlb(n, l, u, nbd, x, f, fold, gd, gdold, g, d, r, t, xcp, stp, dnrm, dtd, xstep, stpmx, iter, ifun, iback, nfgv, num16, task, boxed, cnstnd, csave, isave, dsave)
If (((num16 <> 0) Or (iback >= 20)) Or (task <> 1)) Then
Exit Do
End If
Me.funcgrad(x, f, g)
If Double.IsNaN(x(1)) Then Exit Do
Loop
If (num16 <> 0) Then
num36 = 1
Do While (num36 <= n)
x(num36) = t(num36)
num36 += 1
Loop
num36 = 1
Do While (num36 <= n)
g(num36) = r(num36)
num36 += 1
Loop
f = fold
If (col = 0) Then
If (num16 = 0) Then
num16 = -9
nfgv -= 1
ifun -= 1
iback -= 1
End If
task = 2
iter += 1
info = -2
Return
End If
If (num16 = 0) Then
nfgv -= 1
End If
num16 = 0
col = 0
head = 1
theta = 1
iupdat = 0
updatd = False
GoTo Label_03EE
End If
iter += 1
Me.lbfgsbnewiteration(x, f, g, abort)
If abort Then Exit Sub
Me.lbfgsbprojgr(n, l, u, nbd, x, g, sbgnrm)
If (sbgnrm <= epsg) Then
info = 4
Else
num36 = 1
Do While (num36 <= n)
numArray3(num36) = numArray2(num36)
num36 += 1
Loop
num36 = 1
Do While (num36 <= n)
numArray3(num36) = (numArray3(num36) - x(num36))
num36 += 1
Loop
num35 = 0
num36 = 1
Do While (num36 <= n)
num35 = (num35 + (numArray3(num36) * numArray3(num36)))
num36 += 1
Loop
If (Math.Sqrt(num35) <= epsx) Then
info = 2
Else
num29 = Math.Max(Math.Abs(fold), Math.Max(Math.Abs(f), 1))
If ((fold - f) <= (epsf * num29)) Then
info = 1
ElseIf ((iter > maxits) And (maxits > 0)) Then
info = 5
ElseIf Me.additionallbfgsbstoppingcriterion(iter, x, f, g) Then
info = 0
Else
num36 = 1
Do While (num36 <= n)
numArray2(num36) = x(num36)
num36 += 1
Loop
num4 = 1
Do While (num4 <= n)
r(num4) = (g(num4) - r(num4))
num4 += 1
Loop
rr = 0
num36 = 1
Do While (num36 <= n)
rr = (rr + (r(num36) * r(num36)))
num36 += 1
Loop
If (stp = 1) Then
dr = (gd - gdold)
num29 = -gdold
Else
dr = ((gd - gdold) * stp)
num36 = 1
Do While (num36 <= n)
d(num36) = (stp * d(num36))
num36 += 1
Loop
num29 = -(gdold * stp)
End If
If (dr <= (0.0000000000000005 * num29)) Then
num8 += 1
updatd = False
Else
updatd = True
iupdat += 1
Me.lbfgsbmatupd(n, m, ws, wy, sy, ss, d, r, itail, iupdat, col, head, theta, rr, dr, stp, dtd)
Me.lbfgsbformt(m, wt, sy, ss, col, theta, num16)
If (num16 <> 0) Then
num16 = 0
col = 0
head = 1
theta = 1
iupdat = 0
updatd = False
End If
End If
GoTo Label_03EE
End If
End If
End If
End Sub
Private Sub lbfgsbprojgr(ByVal n As Integer, ByRef l As Double(), ByRef u As Double(), ByRef nbd As Integer(), ByRef x As Double(), ByRef g As Double(), ByRef sbgnrm As Double)
Dim index As Integer = 0
Dim num2 As Double = 0
sbgnrm = 0
index = 1
Do While (index <= n)
num2 = g(index)
If (nbd(index) <> 0) Then
If (num2 < 0) Then
If (nbd(index) >= 2) Then
num2 = Math.Max((x(index) - u(index)), num2)
End If
ElseIf (nbd(index) <= 2) Then
num2 = Math.Min((x(index) - l(index)), num2)
End If
End If
sbgnrm = Math.Max(sbgnrm, Math.Abs(num2))
index += 1
Loop
End Sub
Private Sub lbfgsbsubsm(ByVal n As Integer, ByVal m As Integer, ByVal nsub As Integer, ByRef ind As Integer(), ByRef l As Double(), ByRef u As Double(), ByRef nbd As Integer(), ByRef x As Double(), ByRef d As Double(), ByRef ws As Double(,), ByRef wy As Double(,), ByVal theta As Double, ByVal col As Integer, ByVal head As Integer, ByRef iword As Integer, ByRef wv As Double(), ByRef wn As Double(,), ByRef info As Integer)
Dim num As Integer = 0
Dim num2 As Integer = 0
Dim index As Integer = 0
Dim num4 As Integer = 0
Dim num5 As Integer = 0
Dim num6 As Integer = 0
Dim num7 As Integer = 0
Dim num8 As Integer = 0
Dim num9 As Double = 0
Dim num10 As Double = 0
Dim num11 As Double = 0
Dim num12 As Double = 0
If (nsub > 0) Then
num = head
num6 = 1
Do While (num6 <= col)
num11 = 0
num12 = 0
num7 = 1
Do While (num7 <= nsub)
num8 = ind(num7)
num11 = (num11 + (wy(num8, num) * d(num7)))
num12 = (num12 + (ws(num8, num) * d(num7)))
num7 += 1
Loop
wv(num6) = num11
wv((col + num6)) = (theta * num12)
num = ((num Mod m) + 1)
num6 += 1
Loop
num2 = (2 * col)
Me.lbfgsbdtrsl(wn, num2, wv, 11, info)
If (info = 0) Then
num6 = 1
Do While (num6 <= col)
wv(num6) = -wv(num6)
num6 += 1
Loop
Me.lbfgsbdtrsl(wn, num2, wv, 1, info)
If (info = 0) Then
num = head
num4 = 1
Do While (num4 <= col)
num5 = (col + num4)
num6 = 1
Do While (num6 <= nsub)
num8 = ind(num6)
d(num6) = ((d(num6) + ((wy(num8, num) * wv(num4)) / theta)) + (ws(num8, num) * wv(num5)))
num6 += 1
Loop
num = ((num Mod m) + 1)
num4 += 1
Loop
num6 = 1
Do While (num6 <= nsub)
d(num6) = (d(num6) / theta)
num6 += 1
Loop
num9 = 1
num11 = num9
num6 = 1
Do While (num6 <= nsub)
num8 = ind(num6)
num10 = d(num6)
If (nbd(num8) <> 0) Then
If ((num10 < 0) And (nbd(num8) <= 2)) Then
num12 = (l(num8) - x(num8))
If (num12 >= 0) Then
num11 = 0
ElseIf ((num10 * num9) < num12) Then
num11 = (num12 / num10)
End If
ElseIf ((num10 > 0) And (nbd(num8) >= 2)) Then
num12 = (u(num8) - x(num8))
If (num12 <= 0) Then
num11 = 0
ElseIf ((num10 * num9) > num12) Then
num11 = (num12 / num10)
End If
End If
If (num11 < num9) Then
num9 = num11
index = num6
End If
End If
num6 += 1
Loop
If (num9 < 1) Then
num10 = d(index)
num8 = ind(index)
If (num10 > 0) Then
x(num8) = u(num8)
d(index) = 0
ElseIf (num10 < 0) Then
x(num8) = l(num8)
d(index) = 0
End If
End If
num6 = 1
Do While (num6 <= nsub)
num8 = ind(num6)
x(num8) = (x(num8) + (num9 * d(num6)))
num6 += 1
Loop
If (num9 < 1) Then
iword = 1
Else
iword = 0
End If
End If
End If
End If
End Sub
End Class
End Namespace
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