# Copyright (C) 2008-2009 - INRIA - Michael Baudin
# Copyright (C) 2009-2010 - DIGITEO - Michael Baudin
# Copyright (C) 2010-$year$ - Sebastien Bihorel
#
# This file must be used under the terms of the CeCILL.
# This source file is licensed as described in the file COPYING, which
# you should have received as part of this distribution. The terms
# are also available at
# http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
#
# This source code is a R port of the neldermead component
# originally written by Michael Baudin for Scilab :
# "Nelder-Mead User's Manual", 2010, Consortium Scilab - Digiteo,
# Michael Baudin, http://wiki.scilab.org/The_Nelder-Mead_Component
neldermead.termstartup <- function(this=NULL){
#
# Criteria #8 : Kelley stagnation, based on
# a sufficient decrease condition
#
if (this$kelleystagnationflag){
if (!this$kelleynormalizationflag){
this$kelleyalpha <- this$kelleystagnationalpha0
} else {
sg <- optimsimplex.gradientfv(this=this$simplex0,fun=neldermead.costf,method='forward',data=this)
nsg <- transpose(sg) %*% sg
sigma0 <- optimsimplex.size(this=this$simplex0,method='sigmaplus')
if (nsg==0.0){
this$kelleyalpha <- this$kelleystagnationalpha0
} else {
this$kelleyalpha <- this$kelleystagnationalpha0 * sigma0 / nsg
}
}
this <- neldermead.log(this=this,
msg=sprintf('Test Stagnation Kelley : alpha0 = %e',this$kelleyalpha))
}
#
# Criteria #10 : variance of function values
#
if (this$tolvarianceflag)
this$variancesimplex0 <- optimsimplex.fvvariance(this=this$simplex0)
return(this)
}
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