How to implement linesearch in optimization algorithms?

Question

Olawale Oyewole 2023-7-13

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1995488-how-to-implement-linesearch-in-optimization-algorithms

评论： Olawale Oyewole 2023-9-8

I am trying to implement a linesearching procedure in an optimization algorithm. $\eta_n=\eta^{m_n}$ where $m_n$ is the smallest integer $m$ such that $\eta_n\|A(x)-A(y)\| \le \mu\|x-y\|.$ Please how do I execute this in function mode?

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Olawale Oyewole 2023-7-13

编辑：Torsten 2023-7-13

在 MATLAB Online 中打开

x1 = 5;
tol = 1e-6;
[uu,eru]=SFS(x1,tol)
Index exceeds the number of array elements. Index must not exceed 1.

Error in solution>F (line 43)
y=[3*x(1)*(log(x(1)*x(2)/x(3))),3*x(2)*(log(x(1)*x(2)/x(3))),-3*x(3)*(log(x(1)*x(2)/x(3)))];

Error in solution>SFS (line 9)
    in_zn=A(uu,F(uu),-lambda);
function [uu,eru]=SFS(x1,tol)
uu=x1; n=1; eru=1;
sigma=0.5;
while (eru > tol)
    in_zn=A(uu,F(uu),-lambda);
    zn=PC(in_zn);
    alph=0.213;
    for mk=1:1:n
        alpha=alph^(mk);
        in_yn=B(uu,zn);
        yn=A(uu,in_yn,alpha);
        left=inner(F(uu),B(uu,yn),uu)+inner(F(yn),B(yn,uu),yn);
        right=-(sigma*alpha/lambda)*error(uu,zn)^2;
        if right <= left
            break
        else
        end
    end
    cam=inner(F(yn),B(yn,uu),yn); %my code is diplaying an error here "Variable might be used before it is defined. Whereas yn is already defined in the for loop.
    if cam > 0
        wn=uu-(cam*F(yn)/norm(F(yn))^2);
    else
        wn=uu;
    end
    x2=PC(wn);
    erx(n)=error(x2,uu);
    uu=x2;
    n=n+1;
end
end
function z=A(x,y,t)
v=t*y/x;
z=x*exp(v);
end
function z=B(x,y)
z=[x(1)*log(y(1)/x(1)),x(2)*log(y(2)/x(2)),x(3)*log(y(3)/x(3))];
end
function y=F(x)
y=[3*x(1)*(log(x(1)*x(2)/x(3))),3*x(2)*(log(x(1)*x(2)/x(3))),-3*x(3)*(log(x(1)*x(2)/x(3)))];
%function y=P(x,y,v)
%y=v*y/x;
end
function z=PC(x)
t=dot(x,-1/2); s=0;
if t <= s
    z=x;
else
    z=x-((t-s)/norm(2)^2)*2;
end
end
function z=error(x,y)
a=(log(x(1)/y(1)))^2;
b=(log(x(2)/y(2)))^2;
c=(log(x(3)/y(3)))^2;
z=sqrt(a+b+c);
end
function z=inner(u,v,x)
a=[x(1)^(-2),x(2)^(-2),x(3)^(-2)];
b=diag(a);
z=u*b*v';
end

Olawale Oyewole 2023-7-13

移动：Torsten 2023-7-13

(14) is referred to as a line search technique in the sense of fixed point and optimization theory.

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Answer 1

Harimurali 2023-9-8

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1995488-how-to-implement-linesearch-in-optimization-algorithms#answer_1305116

编辑：Harimurali 2023-9-8

Hi Olawale,

I understand that you want to implement a line searching procedure for the given optimization algorithm. The error being shown while running the MATLAB code given in the comments is because in line 8, in the function call of A, you are calling the function F with a scalar value, but the function F expects a vector as an argument.

As for the implementation of the line searching procedure in MATLAB for the given optimization algorithm, $\eta_n=\eta^{m_n}$ where $m_n$

is the smallest integer m such that $\eta_n\|A(x)-A(y)\| \le \mu\|x-y\|$ .

You can use a loop to increment the value of muntil the inequality is satisfied by following these steps:

Let the initial value of m = 1
In the loop, calculate the left-hand side of the inequality using the values provided for $\eta_n$, $\mu$ and the functions and
If the inequality is satisfied, then the smallest value of m that is is obtained. Otherwise, m is incremented, and the loop continues until the inequality is satisfied

Hope this helps.

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Harimurali 2023-9-8

I am not able to assess the logical correctness of this loop due to the multiple dependencies, which are the calls to the functions inner, A, B, F, and error. This looks very different from the equation you have provided in the question. As this loop is part of the implementation of the whole algorithm, there is a lot of coupling with the rest of the code. You could try to implement and run the loop separately and then integrate it with the rest of the code. Also, due to the scalar-vector conflict, I feel that a major rework of the code may be required.

Olawale Oyewole 2023-9-8