interface.cpp

统计学习软件包

#include "my_mat.h"
#include <stdio.h>
#include <math.h>
#include <iostream.h>
#include <fstream.h>
#include "o8para.h"

extern "C" void donlp2(void);
extern "C" void setup(void);
extern "C" void setup0(void);
extern "C" void solchk(void); 
extern "C" void ef(DOUBLE x[],DOUBLE *fx); 
extern "C" void egradf(DOUBLE x[],DOUBLE gradf[]); 
extern "C" void eh(INTEGER i,DOUBLE x[],DOUBLE *hxi); 
extern "C" void egradh(INTEGER i,DOUBLE x[],DOUBLE gradhi[]); 
extern "C" void eg(INTEGER i,DOUBLE x[],DOUBLE *gxi); 
extern "C" void egradg(INTEGER i,DOUBLE x[],DOUBLE gradgi[]);
extern "C" void eval_extern(INTEGER mode);

My_Matrix* XMatGlobal;
double* yVecGlobal;
double* theta_global;
double* resVecGlobal;
double upperGlobal;
double epsi_global;
int n_Files_ges;
int dim_global;

double res_global[300];

double *optimize_qp();
void getCoeffnew(int nn, My_Matrix* XMatneu, double* Y,  double* resneu, double eps, int dim, double* theta); 


double *optimize_qp(){

#define  X extern
#include "o8comm.h"
#undef   X

  donlp2();

  int i;
  delete XMatGlobal;
  delete [] yVecGlobal;
  delete [] theta_global;
  delete [] resVecGlobal;

  for(i=0; i< dim_global; i++){
      res_global[i] = x[i+1];
  }
  return(res_global);  
} 

void getCoeffnew(int nn, My_Matrix* XMatneu, double* Y,  double* resneu, double eps, int dim, double* theta)
{
 
  int i,j;
  n_Files_ges = nn; 
  yVecGlobal = new double[nn];
  for(i=0; i<nn; i++)
      yVecGlobal[i] = Y[i];
  
  XMatGlobal = new My_Matrix(nn,dim);
  for(i=0; i<nn; i++)
      for(j=0; j<dim; j++)
	  XMatGlobal->el(i,j) = XMatneu->el(i,j);

   epsi_global = eps;
   dim_global = dim;
   theta_global = new double[dim];
   resVecGlobal = new double[dim];
   
   for(i=0; i<dim; i++){
       theta_global[i] = theta[i];
       resVecGlobal[i] = resneu[i];
   }
    
}

void setup0(void) {

#define  X extern
#include "o8comm.h"
#undef   X

    int i,j;
    strcpy(name,"LOGREG");
    
    n  =  dim_global;
    nh = 0;
    ng = 1;
    analyt = TRUE;
    cold = FALSE;
   
    del0 = 0.2e-2;
    tau0 = 1.e-2;
    tau  = 0.1e-2;

    silent =1;
    
    for(i=0; i<dim_global; i++){
      x[i+1] =  0.0 ;
    }
  
    for (j = 0 ; j <= 1 ; j++) {
        gunit[1][j] = -1;
        gunit[2][j] = 0;
        gunit[3][j] = 0;
    }
    return;
}

void setup(void) {
#define  X extern
#include "o8comm.h"
#undef   X

    epsx = 1e-24;
    return;
}

void solchk(void) {
#define  X extern
#include "o8comm.h"
#undef   X
#include "o8cons.h"

    return;
}

void ef(DOUBLE x[],DOUBLE *fx) {
#define  X extern
#include "o8fuco.h"
#undef   X
    icf = icf+1; 
    int i,j,k;
    double function = 0.;
    double sum, eta;
    double exp_eta;
    for(i=0; i<n_Files_ges; i++){ 
	sum = 0.;
	for(j=0; j<dim_global; j++)
	    sum += XMatGlobal->el(i,j) * (x[j+1]+resVecGlobal[j]);

	eta = sum;
   
	sum = (-yVecGlobal[i])*eta;
	exp_eta =  exp(eta);
   
	sum += log(1.0+ exp_eta);
	function +=  sum;

    }  
  
    *fx = function;

    return;
}

void egradf(DOUBLE x[],DOUBLE gradf[]) {
#define  X extern
#include "o8fuco.h"
#undef   X

   int i,j,k,l;

   icgf = icgf+1;
   double grad = 0.;
   double sum, eta;
   double * res = new double[n_Files_ges];
   for(i=0; i<n_Files_ges; i++){ 
       sum = 0.;
       for(j=0; j<dim_global; j++)
	   sum += XMatGlobal->el(i,j) * (x[j+1] + resVecGlobal[j]);
       res[i] = sum;
   
   }
   double exp_eta;
   for(l=0; l<dim_global; l++){
       grad = 0.;
       for(i=0; i<n_Files_ges; i++){
	   exp_eta =  exp(-res[i]);
	
	   grad +=   (-yVecGlobal[i] + 1.0/(1.0 + exp_eta) ) *  XMatGlobal->el(i,l);  
       }
    
       gradf[l+1] = grad;  
   }
 
  delete [] res;
 
  return;
}

void eh(INTEGER i,DOUBLE x[],DOUBLE *hxi) {
#define  X extern
#include "o8fuco.h"
#undef   X
 
    return;
}

void egradh(INTEGER i,DOUBLE x[],DOUBLE gradhi[]) {
#define  X extern
#include "o8fuco.h"
#undef   X

    return;
}

void eg(INTEGER i,DOUBLE x[],DOUBLE *gxi) {
#define  X extern
#include "o8fuco.h"
#undef   X
 
    
    double sum = 0.;
    int j;
    for(j=0; j<dim_global; j++){
	sum +=  theta_global[j]*x[j+1];
    }
     
    
    *gxi = epsi_global -sum;
   
    return;
}

void egradg(INTEGER i,DOUBLE x[],DOUBLE gradgi[]) {
#define  X extern
#include "o8fuco.h"
#undef   X
    int j;
  
    for(j = 1; j < dim_global+1; j++) 
	gradgi[j] =  -theta_global[j-1];
    
    return;
}

void eval_extern(INTEGER mode) {
#define  X extern
#include "o8comm.h"
#include "o8fint.h"
#undef   X
#include "o8cons.h"
    
    return;
}