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