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Namespace MathEx.LBFGSB |
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Public Class lbfgsb |
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Delegate Sub funcgraddelegate(ByVal x As Double(), ByRef f As Double, ByRef g As Double()) |
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Delegate Sub newiterdelegate(ByRef x As Double(), ByVal f As Double, ByRef g As Double(), ByRef abort As Boolean) |
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Public fc As funcgraddelegate |
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Public fc2 As newiterdelegate |
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Sub New() |
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End Sub |
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Sub DefineFuncGradDelegate(ByVal fg As funcgraddelegate) |
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Me.fc = fg |
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End Sub |
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Sub funcgrad(ByVal x As Double(), ByRef f As Double, ByRef g As Double()) |
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fc.Invoke(x, f, g) |
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End Sub |
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Sub DefineNewIterDelegate(ByVal fg As newiterdelegate) |
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Me.fc2 = fg |
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End Sub |
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Private Sub lbfgsbnewiteration(ByRef x As Double(), ByVal f As Double, ByRef g As Double(), ByRef abort As Boolean) |
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fc2.Invoke(x, f, g, abort) |
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End Sub |
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Private Function additionallbfgsbstoppingcriterion(ByVal iter As Integer, ByRef x As Double(), ByVal f As Double, ByRef g As Double()) As Boolean |
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Return False |
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End Function |
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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) |
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Dim num As Integer = 0 |
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Dim index As Integer = 0 |
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num = 0 |
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prjctd = False |
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cnstnd = False |
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boxed = True |
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index = 1 |
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Do While (index <= n) |
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If (nbd(index) > 0) Then |
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If ((nbd(index) <= 2) And (x(index) <= l(index))) Then |
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If (x(index) < l(index)) Then |
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prjctd = True |
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x(index) = l(index) |
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End If |
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num += 1 |
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ElseIf ((nbd(index) >= 2) And (x(index) >= u(index))) Then |
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If (x(index) > u(index)) Then |
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prjctd = True |
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x(index) = u(index) |
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End If |
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num += 1 |
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End If |
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End If |
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index += 1 |
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Loop |
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index = 1 |
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Do While (index <= n) |
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If (nbd(index) <> 2) Then |
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boxed = False |
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End If |
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If (nbd(index) = 0) Then |
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iwhere(index) = -1 |
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Else |
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cnstnd = True |
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If ((nbd(index) = 2) And ((u(index) - l(index)) <= 0)) Then |
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iwhere(index) = 3 |
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Else |
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iwhere(index) = 0 |
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End If |
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End If |
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index += 1 |
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Loop |
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End Sub |
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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()) |
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Dim index As Integer = 0 |
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Dim num2 As Integer = 0 |
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Dim num3 As Integer = 0 |
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Dim num4 As Double = 0 |
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Dim num5 As Integer = 0 |
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Dim num6 As Integer = 0 |
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If (col <> 0) Then |
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p((col + 1)) = v((col + 1)) |
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index = 2 |
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Do While (index <= col) |
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num3 = (col + index) |
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num4 = 0 |
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num2 = 1 |
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Do While (num2 <= (index - 1)) |
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num4 = (num4 + ((sy(index, num2) * v(num2)) / sy(num2, num2))) |
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num2 += 1 |
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Loop |
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p(num3) = (v(num3) + num4) |
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index += 1 |
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Loop |
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num6 = ((col + 1) - 1) |
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num5 = 1 |
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Do While (num5 <= col) |
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workvec(num5) = p((num5 + num6)) |
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num5 += 1 |
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Loop |
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Me.lbfgsbdtrsl(wt, col, workvec, 11, info) |
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num6 = (1 - (col + 1)) |
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num5 = (col + 1) |
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Do While (num5 <= (col + col)) |
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p(num5) = workvec((num5 + num6)) |
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num5 += 1 |
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Loop |
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If (info = 0) Then |
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index = 1 |
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Do While (index <= col) |
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p(index) = (v(index) / Math.Sqrt(sy(index, index))) |
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index += 1 |
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Loop |
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num6 = ((col + 1) - 1) |
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num5 = 1 |
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Do While (num5 <= col) |
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workvec(num5) = p((num5 + num6)) |
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num5 += 1 |
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Loop |
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Me.lbfgsbdtrsl(wt, col, workvec, 1, info) |
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num6 = (1 - (col + 1)) |
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num5 = (col + 1) |
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Do While (num5 <= (col + col)) |
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p(num5) = workvec((num5 + num6)) |
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num5 += 1 |
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Loop |
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If (info = 0) Then |
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index = 1 |
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Do While (index <= col) |
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p(index) = -(p(index) / Math.Sqrt(sy(index, index))) |
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index += 1 |
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Loop |
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index = 1 |
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Do While (index <= col) |
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num4 = 0 |
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num2 = (index + 1) |
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Do While (num2 <= col) |
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num4 = (num4 + ((sy(num2, index) * p((col + num2))) / sy(index, index))) |
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num2 += 1 |
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Loop |
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p(index) = (p(index) + num4) |
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index += 1 |
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Loop |
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End If |
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End If |
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End If |
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End Sub |
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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()) |
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Dim flag As Boolean = False |
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Dim flag2 As Boolean = False |
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Dim flag3 As Boolean = False |
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Dim index As Integer = 0 |
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Dim num2 As Integer = 0 |
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Dim num3 As Integer = 0 |
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Dim num4 As Integer = 0 |
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Dim num5 As Integer = 0 |
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Dim num6 As Integer = 0 |
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Dim num7 As Integer = 0 |
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Dim num8 As Integer = 0 |
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Dim num9 As Integer = 0 |
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Dim num10 As Integer = 0 |
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Dim num11 As Double = 0 |
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Dim num12 As Double = 0 |
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Dim num13 As Double = 0 |
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Dim num14 As Double = 0 |
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Dim num15 As Double = 0 |
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Dim num16 As Double = 0 |
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Dim num17 As Double = 0 |
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Dim num18 As Double = 0 |
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Dim num19 As Double = 0 |
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Dim num20 As Double = 0 |
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Dim num21 As Double = 0 |
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Dim num22 As Double = 0 |
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Dim num23 As Double = 0 |
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Dim num24 As Double = 0 |
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Dim num25 As Double = 0 |
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Dim num26 As Double = 0 |
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Dim num27 As Double = 0 |
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Dim num28 As Double = 0 |
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Dim num29 As Double = 0 |
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Dim num30 As Integer = 0 |
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If (sbgnrm <= 0) Then |
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num30 = 1 |
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Do While (num30 <= n) |
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xcp(num30) = x(num30) |
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num30 += 1 |
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Loop |
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Return |
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End If |
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flag3 = True |
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num4 = (n + 1) |
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num5 = 0 |
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num9 = 0 |
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num19 = 0 |
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num3 = (2 * col) |
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num11 = 0 |
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index = 1 |
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Do While (index <= num3) |
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p(index) = 0 |
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index += 1 |
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Loop |
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index = 1 |
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Do While (index <= n) |
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num27 = -g(index) |
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If ((iwhere(index) <> 3) And (iwhere(index) <> -1)) Then |
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num21 = 0 |
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num20 = 0 |
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If (nbd(index) <= 2) Then |
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num21 = (x(index) - l(index)) |
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End If |
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If (nbd(index) >= 2) Then |
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num20 = (u(index) - x(index)) |
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End If |
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flag = ((nbd(index) <= 2) And (num21 <= 0)) |
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flag2 = ((nbd(index) >= 2) And (num20 <= 0)) |
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iwhere(index) = 0 |
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If flag Then |
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If (num27 <= 0) Then |
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iwhere(index) = 1 |
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End If |
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ElseIf flag2 Then |
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If (num27 >= 0) Then |
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iwhere(index) = 2 |
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End If |
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ElseIf (Math.Abs(num27) <= 0) Then |
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iwhere(index) = -3 |
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End If |
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End If |
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num6 = head |
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If ((iwhere(index) <> 0) And (iwhere(index) <> -1)) Then |
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d(index) = 0 |
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Else |
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d(index) = num27 |
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num11 = (num11 - (num27 * num27)) |
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num2 = 1 |
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Do While (num2 <= col) |
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p(num2) = (p(num2) + (wy(index, num6) * num27)) |
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p((col + num2)) = (p((col + num2)) + (ws(index, num6) * num27)) |
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num6 = ((num6 Mod m) + 1) |
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num2 += 1 |
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Loop |
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If (((nbd(index) <= 2) And (nbd(index) <> 0)) And (num27 < 0)) Then |
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num5 += 1 |
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iorder(num5) = index |
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t(num5) = (num21 / -num27) |
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If ((num5 = 1) Or (t(num5) < num19)) Then |
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num19 = t(num5) |
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num9 = num5 |
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End If |
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ElseIf ((nbd(index) >= 2) And (num27 > 0)) Then |
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num5 += 1 |
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iorder(num5) = index |
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t(num5) = (num20 / num27) |
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If ((num5 = 1) Or (t(num5) < num19)) Then |
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num19 = t(num5) |
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num9 = num5 |
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End If |
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Else |
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num4 -= 1 |
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iorder(num4) = index |
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If (Math.Abs(num27) > 0) Then |
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flag3 = False |
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End If |
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End If |
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End If |
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index += 1 |
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Loop |
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If (theta <> 1) Then |
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num30 = (col + 1) |
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Do While (num30 <= (col + col)) |
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p(num30) = (theta * p(num30)) |
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num30 += 1 |
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Loop |
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End If |
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num30 = 1 |
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Do While (num30 <= n) |
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xcp(num30) = x(num30) |
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num30 += 1 |
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Loop |
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If ((num5 = 0) And (num4 = (n + 1))) Then |
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Return |
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End If |
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num2 = 1 |
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Do While (num2 <= num3) |
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c(num2) = 0 |
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num2 += 1 |
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Loop |
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num12 = -(theta * num11) |
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num28 = num12 |
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If (col > 0) Then |
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Me.lbfgsbbmv(m, sy, wt, col, p, v, info, workvec) |
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If (Not info = 0) Then |
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Return |
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End If |
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num29 = 0 |
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num30 = 1 |
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Do While (num30 <= num3) |
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num29 = (num29 + (v(num30) * p(num30))) |
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num30 += 1 |
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Loop |
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num12 = (num12 - num29) |
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End If |
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num14 = -(num11 / num12) |
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num15 = 0 |
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nint = 1 |
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If (num5 = 0) Then |
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GoTo Label_07E7 |
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End If |
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num8 = num5 |
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num10 = 1 |
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num25 = 0 |
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Label_04DC: |
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num26 = num25 |
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If (num10 = 1) Then |
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num25 = num19 |
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num7 = iorder(num9) |
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Else |
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If ((num10 = 2) AndAlso (num9 <> num5)) Then |
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t(num9) = t(num5) |
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iorder(num9) = iorder(num5) |
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End If |
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Me.lbfgsbhpsolb(num8, t, iorder, num10 - 2) |
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num25 = t(num8) |
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num7 = iorder(num8) |
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End If |
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num13 = (num25 - num26) |
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If (num14 >= num13) Then |
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num15 = (num15 + num13) |
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num8 -= 1 |
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num10 += 1 |
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num16 = d(num7) |
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d(num7) = 0 |
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If (num16 > 0) Then |
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num17 = (u(num7) - x(num7)) |
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xcp(num7) = u(num7) |
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iwhere(num7) = 2 |
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Else |
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num17 = (l(num7) - x(num7)) |
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xcp(num7) = l(num7) |
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iwhere(num7) = 1 |
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End If |
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If ((num8 = 0) And (num5 = n)) Then |
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num14 = num13 |
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If (col > 0) Then |
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num30 = 1 |
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Do While (num30 <= num3) |
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c(num30) = (c(num30) + (num14 * p(num30))) |
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num30 += 1 |
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Loop |
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End If |
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Return |
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End If |
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nint += 1 |
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num18 = Math.Sqrt(num16) |
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num11 = (((num11 + (num13 * num12)) + num18) - ((theta * num16) * num17)) |
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num12 = (num12 - (theta * num18)) |
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If (col > 0) Then |
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num30 = 1 |
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Do While (num30 <= num3) |
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c(num30) = (c(num30) + (num13 * p(num30))) |
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num30 += 1 |
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Loop |
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num6 = head |
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num2 = 1 |
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Do While (num2 <= col) |
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wbp(num2) = wy(num7, num6) |
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wbp((col + num2)) = (theta * ws(num7, num6)) |
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num6 = ((num6 Mod m) + 1) |
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num2 += 1 |
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Loop |
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Me.lbfgsbbmv(m, sy, wt, col, wbp, v, info, workvec) |
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If (Not info = 0) Then |
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Return |
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End If |
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num22 = 0 |
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num30 = 1 |
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Do While (num30 <= num3) |
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num22 = (num22 + (c(num30) * v(num30))) |
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num30 += 1 |
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Loop |
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num23 = 0 |
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num30 = 1 |
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Do While (num30 <= num3) |
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num23 = (num23 + (p(num30) * v(num30))) |
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num30 += 1 |
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Loop |
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num24 = 0 |
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num30 = 1 |
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Do While (num30 <= num3) |
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num24 = (num24 + (wbp(num30) * v(num30))) |
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num30 += 1 |
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Loop |
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num30 = 1 |
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Do While (num30 <= num3) |
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p(num30) = (p(num30) - (num16 * wbp(num30))) |
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num30 += 1 |
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Loop |
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num11 = (num11 + (num16 * num22)) |
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num12 = ((num12 + ((2 * num16) * num23)) - (num18 * num24)) |
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End If |
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num12 = Math.Max((0.0000000000000005 * num28), num12) |
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If (num8 > 0) Then |
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num14 = -(num11 / num12) |
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GoTo Label_04DC |
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End If |
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If flag3 Then |
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num11 = 0 |
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num12 = 0 |
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num14 = 0 |
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Else |
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num14 = -(num11 / num12) |
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End If |
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End If |
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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()) |
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Dim index As Integer = 0 |
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Dim num2 As Double = 0 |
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Dim num3 As Double = 0 |
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Dim num4 As Double = 0 |
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Dim ftol As Double = 0 |
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Dim gtol As Double = 0 |
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Dim xtol As Double = 0 |
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Dim num8 As Double = 0 |
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Dim addinfo As Integer = 0 |
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Dim num10 As Integer = 0 |
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addinfo = 0 |
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num8 = 10000000000 |
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ftol = 0.001 |
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gtol = 0.9 |
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xtol = 0.1 |
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If (Not task = 1) Then |
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num4 = 0 |
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num10 = 1 |
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Do While (num10 <= n) |
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num4 = (num4 + (d(num10) * d(num10))) |
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num10 += 1 |
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Loop |
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dtd = num4 |
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dnrm = Math.Sqrt(dtd) |
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stpmx = num8 |
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If cnstnd Then |
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If (iter = 0) Then |
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stpmx = 1 |
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Else |
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index = 1 |
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Do While (index <= n) |
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num2 = d(index) |
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If (nbd(index) <> 0) Then |
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If ((num2 < 0) And (nbd(index) <= 2)) Then |
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num3 = (l(index) - x(index)) |
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If (num3 >= 0) Then |
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stpmx = 0 |
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ElseIf ((num2 * stpmx) < num3) Then |
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stpmx = (num3 / num2) |
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End If |
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ElseIf ((num2 > 0) And (nbd(index) >= 2)) Then |
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num3 = (u(index) - x(index)) |
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If (num3 <= 0) Then |
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stpmx = 0 |
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ElseIf ((num2 * stpmx) > num3) Then |
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stpmx = (num3 / num2) |
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End If |
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End If |
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End If |
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index += 1 |
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Loop |
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End If |
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End If |
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If ((iter = 0) And Not boxed) Then |
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stp = Math.Min((1 / dnrm), stpmx) |
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Else |
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stp = 1 |
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End If |
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num10 = 1 |
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Do While (num10 <= n) |
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t(num10) = x(num10) |
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num10 += 1 |
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Loop |
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num10 = 1 |
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Do While (num10 <= n) |
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r(num10) = g(num10) |
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num10 += 1 |
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Loop |
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fold = f |
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ifun = 0 |
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iback = 0 |
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csave = 0 |
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End If |
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num4 = 0 |
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num10 = 1 |
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Do While (num10 <= n) |
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num4 = (num4 + (g(num10) * d(num10))) |
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num10 += 1 |
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Loop |
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gd = num4 |
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If (ifun = 0) Then |
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gdold = gd |
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If (gd >= 0) Then |
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info = -4 |
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Return |
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End If |
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End If |
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Me.lbfgsbdcsrch(f, gd, stp, ftol, gtol, xtol, 0, stpmx, csave, isave, dsave, addinfo) |
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xstep = (stp * dnrm) |
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If ((Not csave = 4) And (Not csave = 3)) Then |
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task = 1 |
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ifun += 1 |
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nfgv += 1 |
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iback = (ifun - 1) |
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If (stp = 1) Then |
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num10 = 1 |
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Do While (num10 <= n) |
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x(num10) = z(num10) |
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num10 += 1 |
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Loop |
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Else |
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index = 1 |
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Do While (index <= n) |
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x(index) = ((stp * d(index)) + t(index)) |
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index += 1 |
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Loop |
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End If |
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Else |
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task = 5 |
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End If |
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End Sub |
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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) |
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Dim num As Integer = 0 |
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Dim num2 As Integer = 0 |
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Dim num3 As Double = 0 |
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Dim index As Integer = 0 |
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Dim num5 As Integer = 0 |
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If (iupdat <= m) Then |
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col = iupdat |
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itail = ((((head + iupdat) - 2) Mod m) + 1) |
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Else |
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itail = ((itail Mod m) + 1) |
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head = ((head Mod m) + 1) |
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End If |
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index = 1 |
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Do While (index <= n) |
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ws(index, itail) = d(index) |
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index += 1 |
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Loop |
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index = 1 |
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Do While (index <= n) |
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wy(index, itail) = r(index) |
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index += 1 |
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Loop |
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theta = (rr / dr) |
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If (iupdat > m) Then |
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num = 1 |
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Do While (num <= (col - 1)) |
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num5 = 1 |
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index = 1 |
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Do While (index <= num) |
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ss(index, num) = ss((index + num5), (num + 1)) |
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index += 1 |
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Loop |
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num5 = ((num + 1) - num) |
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index = num |
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Do While (index <= (col - 1)) |
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sy(index, num) = sy((index + num5), (num + 1)) |
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index += 1 |
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Loop |
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num += 1 |
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Loop |
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End If |
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num2 = head |
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num = 1 |
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Do While (num <= (col - 1)) |
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num3 = 0 |
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index = 1 |
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Do While (index <= n) |
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num3 = (num3 + (d(index) * wy(index, num2))) |
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index += 1 |
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Loop |
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sy(col, num) = num3 |
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num3 = 0 |
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index = 1 |
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Do While (index <= n) |
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num3 = (num3 + (ws(index, num2) * d(index))) |
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index += 1 |
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Loop |
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ss(num, col) = num3 |
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num2 = ((num2 Mod m) + 1) |
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num += 1 |
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Loop |
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If (stp = 1) Then |
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ss(col, col) = dtd |
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Else |
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ss(col, col) = ((stp * stp) * dtd) |
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End If |
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sy(col, col) = dr |
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End Sub |
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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) |
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Dim f As Double = 0 |
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Dim g As Double() |
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Dim abort As Boolean = False |
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Dim numArray2 As Double() |
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Dim numArray3 As Double() |
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Dim ws(,) As Double |
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Dim wy(,) As Double |
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Dim sy(,) As Double |
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Dim ss(,) As Double |
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Dim wt(,) As Double |
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Dim wn(,) As Double |
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Dim numArray10(,) As Double |
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Dim xcp As Double() |
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Dim r As Double() |
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Dim d As Double() |
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Dim t As Double() |
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Dim wa As Double() |
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Dim sg As Double() |
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Dim yg As Double() |
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Dim index As Integer() |
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Dim iwhere As Integer() |
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Dim iorder As Integer() |
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Dim csave As Integer = 0 |
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Dim task As Integer = 0 |
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Dim prjctd As Boolean = False |
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Dim cnstnd As Boolean = False |
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Dim boxed As Boolean = False |
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Dim updatd As Boolean = False |
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Dim wrk As Boolean = False |
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Dim num4 As Integer = 0 |
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Dim k As Integer = 0 |
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Dim num6 As Integer = 0 |
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Dim iback As Integer = 0 |
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Dim num8 As Integer = 0 |
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Dim head As Integer = 0 |
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Dim col As Integer = 0 |
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Dim iter As Integer = 0 |
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Dim itail As Integer = 0 |
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Dim iupdat As Integer = 0 |
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Dim nint As Integer = 0 |
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Dim nfgv As Integer = 0 |
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Dim num16 As Integer = 0 |
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Dim ifun As Integer = 0 |
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Dim iword As Integer = 0 |
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Dim nfree As Integer = 0 |
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Dim ileave As Integer = 0 |
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Dim nenter As Integer = 0 |
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Dim theta As Double = 0 |
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Dim fold As Double = 0 |
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Dim dr As Double = 0 |
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Dim rr As Double = 0 |
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Dim dnrm As Double = 0 |
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Dim xstep As Double = 0 |
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Dim sbgnrm As Double = 0 |
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Dim num29 As Double = 0 |
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Dim dtd As Double = 0 |
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Dim gd As Double = 0 |
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Dim gdold As Double = 0 |
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Dim stp As Double = 0 |
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Dim stpmx As Double = 0 |
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Dim num35 As Double = 0 |
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Dim workvec As Double() |
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Dim numArray22 As Double() |
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Dim dsave As Double() |
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Dim p As Double() |
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Dim c As Double() |
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Dim wbp As Double() |
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Dim v As Double() |
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Dim workmat(,) As Double |
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Dim isave As Integer() |
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Dim num36 As Integer = 0 |
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Dim num37 As Integer = 0 |
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workvec = New Double((m + 1) - 1) {} |
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numArray22 = New Double(((2 * m) + 1) - 1) {} |
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workmat = New Double((m + 1) - 1, (m + 1) - 1) {} |
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isave = New Integer(3 - 1) {} |
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dsave = New Double(14 - 1) {} |
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p = New Double(((2 * m) + 1) - 1) {} |
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c = New Double(((2 * m) + 1) - 1) {} |
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wbp = New Double(((2 * m) + 1) - 1) {} |
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v = New Double(((2 * m) + 1) - 1) {} |
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g = New Double((n + 1) - 1) {} |
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numArray2 = New Double((n + 1) - 1) {} |
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numArray3 = New Double((n + 1) - 1) {} |
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ws = New Double((n + 1) - 1, (m + 1) - 1) {} |
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wy = New Double((n + 1) - 1, (m + 1) - 1) {} |
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sy = New Double((m + 1) - 1, (m + 1) - 1) {} |
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ss = New Double((m + 1) - 1, (m + 1) - 1) {} |
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wt = New Double((m + 1) - 1, (m + 1) - 1) {} |
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wn = New Double(((2 * m) + 1) - 1, ((2 * m) + 1) - 1) {} |
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numArray10 = New Double(((2 * m) + 1) - 1, ((2 * m) + 1) - 1) {} |
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xcp = New Double((n + 1) - 1) {} |
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r = New Double((n + 1) - 1) {} |
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d = New Double((n + 1) - 1) {} |
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t = New Double((n + 1) - 1) {} |
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wa = New Double(((8 * m) + 1) - 1) {} |
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sg = New Double((m + 1) - 1) {} |
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yg = New Double((m + 1) - 1) {} |
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index = New Integer((n + 1) - 1) {} |
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iwhere = New Integer((n + 1) - 1) {} |
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iorder = New Integer((n + 1) - 1) {} |
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|
col = 0 |
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head = 1 |
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theta = 1 |
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iupdat = 0 |
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updatd = False |
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iter = 0 |
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nfgv = 0 |
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nint = 0 |
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num6 = 0 |
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num8 = 0 |
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nfree = n |
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num16 = 0 |
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Me.lbfgsberrclb(n, m, epsf, l, u, nbd, task, num16, k) |
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If ((((task = 2) Or (maxits < 0)) Or (epsg < 0)) Or (epsx < 0)) Then |
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info = -1 |
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Return |
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End If |
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Me.lbfgsbactive(n, l, u, nbd, x, iwhere, prjctd, cnstnd, boxed) |
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num36 = 1 |
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Do While (num36 <= n) |
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numArray2(num36) = x(num36) |
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num36 += 1 |
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Loop |
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Me.funcgrad(x, f, g) |
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nfgv = 1 |
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Me.lbfgsbprojgr(n, l, u, nbd, x, g, sbgnrm) |
|
|
If (sbgnrm <= epsg) Then |
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info = 4 |
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Return |
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End If |
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Label_03EE: |
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iword = -1 |
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If (Not cnstnd And (col > 0)) Then |
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num36 = 1 |
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Do While (num36 <= n) |
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xcp(num36) = x(num36) |
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num36 += 1 |
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Loop |
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wrk = updatd |
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nint = 0 |
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Else |
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num36 = 1 |
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Do While (num36 <= (2 * m)) |
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p(num36) = wa(num36) |
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num36 += 1 |
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Loop |
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num37 = (((2 * m) + 1) - 1) |
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num36 = 1 |
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Do While (num36 <= (2 * m)) |
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c(num36) = wa((num36 + num37)) |
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num36 += 1 |
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Loop |
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num37 = (((4 * m) + 1) - 1) |
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num36 = 1 |
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Do While (num36 <= (2 * m)) |
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wbp(num36) = wa((num36 + num37)) |
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num36 += 1 |
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Loop |
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num37 = (((6 * m) + 1) - 1) |
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num36 = 1 |
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Do While (num36 <= (2 * m)) |
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v(num36) = wa((num36 + num37)) |
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num36 += 1 |
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Loop |
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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) |
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num36 = 1 |
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Do While (num36 <= (2 * m)) |
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wa(num36) = p(num36) |
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num36 += 1 |
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Loop |
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num37 = (1 - ((2 * m) + 1)) |
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num36 = ((2 * m) + 1) |
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Do While (num36 <= (4 * m)) |
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wa(num36) = c((num36 + num37)) |
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num36 += 1 |
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Loop |
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num37 = (1 - ((4 * m) + 1)) |
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num36 = ((4 * m) + 1) |
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Do While (num36 <= (6 * m)) |
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wa(num36) = wbp((num36 + num37)) |
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num36 += 1 |
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Loop |
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|
num37 = (1 - ((6 * m) + 1)) |
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num36 = ((6 * m) + 1) |
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|
Do While (num36 <= (8 * m)) |
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wa(num36) = v((num36 + num37)) |
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|
num36 += 1 |
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Loop |
|
|
If (num16 <> 0) Then |
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|
num16 = 0 |
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col = 0 |
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head = 1 |
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theta = 1 |
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iupdat = 0 |
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|
updatd = False |
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GoTo Label_03EE |
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|
End If |
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num6 = (num6 + nint) |
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Me.lbfgsbfreev(n, nfree, index, nenter, ileave, iorder, iwhere, wrk, updatd, cnstnd, iter) |
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|
End If |
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|
If ((nfree <> 0) And (col <> 0)) Then |
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|
If wrk Then |
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|
Me.lbfgsbformk(n, nfree, index, nenter, ileave, iorder, iupdat, updatd, wn, numArray10, m, ws, wy, sy, theta, col, head, num16, workvec, workmat) |
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|
End If |
|
|
If (num16 <> 0) Then |
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|
num16 = 0 |
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|
col = 0 |
|
|
head = 1 |
|
|
theta = 1 |
|
|
iupdat = 0 |
|
|
updatd = False |
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|
GoTo Label_03EE |
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|
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 |
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|
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 |
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|
Me.lbfgsbnewiteration(x, f, g, abort) |
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If abort Then Exit Sub |
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Me.lbfgsbprojgr(n, l, u, nbd, x, g, sbgnrm) |
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If (sbgnrm <= epsg) Then |
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|
info = 4 |
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Else |
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|
num36 = 1 |
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Do While (num36 <= n) |
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numArray3(num36) = numArray2(num36) |
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|
num36 += 1 |
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Loop |
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|
num36 = 1 |
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Do While (num36 <= n) |
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numArray3(num36) = (numArray3(num36) - x(num36)) |
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num36 += 1 |
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Loop |
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|
num35 = 0 |
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|
num36 = 1 |
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Do While (num36 <= n) |
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num35 = (num35 + (numArray3(num36) * numArray3(num36))) |
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|
num36 += 1 |
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Loop |
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If (Math.Sqrt(num35) <= epsx) Then |
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|
info = 2 |
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Else |
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num29 = Math.Max(Math.Abs(fold), Math.Max(Math.Abs(f), 1)) |
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If ((fold - f) <= (epsf * num29)) Then |
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|
info = 1 |
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ElseIf ((iter > maxits) And (maxits > 0)) Then |
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|
info = 5 |
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|
ElseIf Me.additionallbfgsbstoppingcriterion(iter, x, f, g) Then |
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|
info = 0 |
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|
Else |
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|
num36 = 1 |
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|
Do While (num36 <= n) |
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|
numArray2(num36) = x(num36) |
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|
num36 += 1 |
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Loop |
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|
num4 = 1 |
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Do While (num4 <= n) |
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r(num4) = (g(num4) - r(num4)) |
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|
num4 += 1 |
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Loop |
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|
rr = 0 |
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|
num36 = 1 |
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Do While (num36 <= n) |
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|
rr = (rr + (r(num36) * r(num36))) |
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|
num36 += 1 |
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|
Loop |
|
|
If (stp = 1) Then |
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|
dr = (gd - gdold) |
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|
num29 = -gdold |
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Else |
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|
dr = ((gd - gdold) * stp) |
|
|
num36 = 1 |
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|
Do While (num36 <= n) |
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|
d(num36) = (stp * d(num36)) |
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|
num36 += 1 |
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Loop |
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|
num29 = -(gdold * stp) |
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End If |
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If (dr <= (0.0000000000000005 * num29)) Then |
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|
num8 += 1 |
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|
updatd = False |
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|
Else |
|
|
updatd = True |
|
|
iupdat += 1 |
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|
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 |
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|
col = 0 |
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|
head = 1 |
|
|
theta = 1 |
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|
iupdat = 0 |
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|
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) |
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|
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 |
|
|
|