task2
This commit is contained in:
348
task2/1d/gradient_descent_1d.py
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348
task2/1d/gradient_descent_1d.py
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#!/usr/bin/env python3
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"""
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Градиентный спуск для одномерной функции с тремя методами выбора шага:
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1. Константный шаг
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2. Золотое сечение (одномерная оптимизация)
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3. Правило Армихо
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Функция: f(x) = sqrt(x^2 + 9) / 4 + (5 - x) / 5
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Область: [-3, 8]
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"""
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import shutil
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import sys
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from pathlib import Path
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# Add parent directory to path for imports
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sys.path.insert(0, str(Path(__file__).parent.parent))
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import matplotlib.pyplot as plt
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import numpy as np
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from common.functions import TaskFunction1D
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from common.gradient_descent import (
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GradientDescentResult1D,
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gradient_descent_1d,
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heavy_ball_1d,
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)
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# ============================================================================
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# НАСТРОЙКИ
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# ============================================================================
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# Стартовая точка
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X0 = -1.0
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# Параметры сходимости
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EPS_X = 0.05
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EPS_F = 0.001
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MAX_ITERS = 100
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# Шаг для константного метода (небольшой, чтобы было 3-4+ итерации)
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CONSTANT_STEP = 12
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# Параметры для правила Армихо
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ARMIJO_PARAMS = {
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"d_init": 12.0,
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"epsilon": 0.1,
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"theta": 0.5,
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}
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# Границы для золотого сечения
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GOLDEN_SECTION_BOUNDS = (0.0, 30.0)
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# Параметры для метода тяжёлого шарика
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HEAVY_BALL_ALPHA = 0.5
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HEAVY_BALL_BETA = 0.8
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# Папка для сохранения графиков
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OUTPUT_DIR = Path(__file__).parent / "plots"
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# ============================================================================
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# ВИЗУАЛИЗАЦИЯ
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# ============================================================================
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def plot_iteration(
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func: TaskFunction1D,
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result: GradientDescentResult1D,
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iter_idx: int,
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output_path: Path,
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):
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"""Построить график для одной итерации."""
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info = result.iterations[iter_idx]
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# Диапазон для графика
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a, b = func.domain
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x_plot = np.linspace(a, b, 500)
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y_plot = [func(x) for x in x_plot]
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plt.figure(figsize=(10, 6))
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# Функция
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plt.plot(x_plot, y_plot, "b-", linewidth=2, label="f(x)")
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# Траектория до текущей точки
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trajectory_x = [result.iterations[i].x for i in range(iter_idx + 1)]
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trajectory_y = [result.iterations[i].f_x for i in range(iter_idx + 1)]
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if len(trajectory_x) > 1:
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plt.plot(
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trajectory_x,
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trajectory_y,
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"g--",
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linewidth=1.5,
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alpha=0.7,
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label="Траектория",
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)
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# Предыдущие точки
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for i, (x, y) in enumerate(zip(trajectory_x[:-1], trajectory_y[:-1])):
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plt.plot(x, y, "go", markersize=6, alpha=0.5)
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# Текущая точка
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plt.plot(
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info.x,
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info.f_x,
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"ro",
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markersize=12,
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label=f"x = {info.x:.4f}, f(x) = {info.f_x:.4f}",
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)
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# Направление градиента (касательная)
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grad_scale = 0.5
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x_grad = np.array([info.x - grad_scale, info.x + grad_scale])
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y_grad = info.f_x + info.grad * (x_grad - info.x)
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plt.plot(
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x_grad, y_grad, "m-", linewidth=2, alpha=0.6, label=f"f'(x) = {info.grad:.4f}"
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)
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plt.xlabel("x", fontsize=12)
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plt.ylabel("f(x)", fontsize=12)
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plt.title(
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f"{result.method} — Итерация {info.iteration}\nШаг: {info.step_size:.6f}",
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fontsize=14,
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fontweight="bold",
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)
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plt.legend(fontsize=10, loc="upper right")
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plt.grid(True, alpha=0.3)
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plt.tight_layout()
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plt.savefig(output_path, dpi=150)
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plt.close()
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def plot_final_result(
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func: TaskFunction1D,
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result: GradientDescentResult1D,
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output_path: Path,
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):
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"""Построить итоговый график с полной траекторией."""
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a, b = func.domain
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x_plot = np.linspace(a, b, 500)
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y_plot = [func(x) for x in x_plot]
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plt.figure(figsize=(10, 6))
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# Функция
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plt.plot(x_plot, y_plot, "b-", linewidth=2, label="f(x)")
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# Траектория
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trajectory_x = [it.x for it in result.iterations]
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trajectory_y = [it.f_x for it in result.iterations]
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plt.plot(
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trajectory_x, trajectory_y, "g-", linewidth=2, alpha=0.7, label="Траектория"
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)
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# Все точки
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for i, (x, y) in enumerate(zip(trajectory_x[:-1], trajectory_y[:-1])):
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plt.plot(x, y, "go", markersize=8, alpha=0.6)
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# Финальная точка
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plt.plot(
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result.x_star,
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result.f_star,
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"r*",
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markersize=20,
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label=f"x* = {result.x_star:.6f}\nf(x*) = {result.f_star:.6f}",
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)
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plt.xlabel("x", fontsize=12)
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plt.ylabel("f(x)", fontsize=12)
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plt.title(
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f"{result.method} — Результат\nИтераций: {len(result.iterations) - 1}",
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fontsize=14,
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fontweight="bold",
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)
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plt.legend(fontsize=10, loc="upper right")
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plt.grid(True, alpha=0.3)
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plt.tight_layout()
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plt.savefig(output_path, dpi=150)
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plt.close()
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def run_and_visualize(
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func: TaskFunction1D,
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method: str,
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method_name_short: str,
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**kwargs,
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):
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"""Запустить метод и создать визуализации."""
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result = gradient_descent_1d(
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func=func,
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x0=X0,
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step_method=method,
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eps_x=EPS_X,
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eps_f=EPS_F,
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max_iters=MAX_ITERS,
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**kwargs,
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)
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# Создаём папку для этого метода
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method_dir = OUTPUT_DIR / method_name_short
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method_dir.mkdir(parents=True, exist_ok=True)
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# Печатаем информацию
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print(f"\n{'=' * 80}")
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print(f"{result.method}")
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print("=" * 80)
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for info in result.iterations[:-1]: # Без финальной точки
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print(
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f"Итерация {info.iteration:3d}: "
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f"x = {info.x:10.6f}, f(x) = {info.f_x:10.6f}, "
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f"f'(x) = {info.grad:10.6f}, шаг = {info.step_size:.6f}"
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)
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# Строим график для каждой итерации
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plot_iteration(
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func,
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result,
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info.iteration - 1,
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method_dir / f"iteration_{info.iteration:02d}.png",
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)
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# Итоговый результат
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print("-" * 80)
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print(f"x* = {result.x_star:.6f}")
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print(f"f(x*) = {result.f_star:.6f}")
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print(f"Итераций: {len(result.iterations) - 1}")
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# Финальный график
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plot_final_result(func, result, method_dir / "final_result.png")
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print(f"Графики сохранены в: {method_dir}")
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return result
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def run_and_visualize_heavy_ball(
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func: TaskFunction1D,
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method_name_short: str,
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alpha: float,
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beta: float,
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):
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"""Запустить метод тяжёлого шарика и создать визуализации."""
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result = heavy_ball_1d(
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func=func,
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x0=X0,
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alpha=alpha,
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beta=beta,
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eps_x=EPS_X,
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eps_f=EPS_F,
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max_iters=MAX_ITERS,
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)
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# Создаём папку для этого метода
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method_dir = OUTPUT_DIR / method_name_short
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method_dir.mkdir(parents=True, exist_ok=True)
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# Печатаем информацию
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print(f"\n{'=' * 80}")
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print(f"{result.method}")
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print("=" * 80)
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for info in result.iterations[:-1]:
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print(
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f"Итерация {info.iteration:3d}: "
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f"x = {info.x:10.6f}, f(x) = {info.f_x:10.6f}, "
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f"f'(x) = {info.grad:10.6f}, шаг = {info.step_size:.6f}"
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)
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plot_iteration(
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func,
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result,
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info.iteration - 1,
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method_dir / f"iteration_{info.iteration:02d}.png",
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)
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# Итоговый результат
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print("-" * 80)
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print(f"x* = {result.x_star:.6f}")
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print(f"f(x*) = {result.f_star:.6f}")
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print(f"Итераций: {len(result.iterations) - 1}")
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# Финальный график
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plot_final_result(func, result, method_dir / "final_result.png")
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print(f"Графики сохранены в: {method_dir}")
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return result
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def main():
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"""Главная функция."""
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func = TaskFunction1D()
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print("=" * 80)
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print("ГРАДИЕНТНЫЙ СПУСК ДЛЯ ОДНОМЕРНОЙ ФУНКЦИИ")
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print("=" * 80)
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print(f"Функция: {func.name}")
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print(f"Область: {func.domain}")
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print(f"Стартовая точка: x₀ = {X0}")
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print(f"Параметры: eps_x = {EPS_X}, eps_f = {EPS_F}, max_iters = {MAX_ITERS}")
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# Очищаем и создаём папку для графиков
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if OUTPUT_DIR.exists():
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shutil.rmtree(OUTPUT_DIR)
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OUTPUT_DIR.mkdir(parents=True, exist_ok=True)
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# 1. Константный шаг
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run_and_visualize(
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func,
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method="constant",
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method_name_short="constant",
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step_size=CONSTANT_STEP,
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)
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# 2. Золотое сечение
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run_and_visualize(
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func,
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method="golden_section",
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method_name_short="golden_section",
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golden_section_bounds=GOLDEN_SECTION_BOUNDS,
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)
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# 3. Правило Армихо
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run_and_visualize(
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func,
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method="armijo",
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method_name_short="armijo",
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armijo_params=ARMIJO_PARAMS,
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)
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# 4. Метод тяжёлого шарика
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run_and_visualize_heavy_ball(
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func,
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method_name_short="heavy_ball",
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alpha=HEAVY_BALL_ALPHA,
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beta=HEAVY_BALL_BETA,
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)
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print("\n" + "=" * 80)
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print("ГОТОВО! Все графики сохранены.")
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print("=" * 80)
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if __name__ == "__main__":
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main()
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514
task2/2d/gradient_descent_2d.py
Normal file
514
task2/2d/gradient_descent_2d.py
Normal file
@@ -0,0 +1,514 @@
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#!/usr/bin/env python3
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"""
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Градиентный спуск для двумерных функций с тремя методами выбора шага:
|
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1. Константный шаг
|
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2. Золотое сечение (одномерная оптимизация)
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3. Правило Армихо
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"""
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import shutil
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import sys
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from pathlib import Path
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# Add parent directory to path for imports
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sys.path.insert(0, str(Path(__file__).parent.parent))
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import matplotlib.pyplot as plt
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import numpy as np
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from common.functions import Function2D, HimmelblauFunction, RavineFunction
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from common.gradient_descent import (
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GradientDescentResult2D,
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gradient_descent_2d,
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heavy_ball_2d,
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)
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from matplotlib import cm
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# ============================================================================
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# НАСТРОЙКИ
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# ============================================================================
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# Выбор функции: "himmelblau" или "ravine"
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FUNCTION_CHOICE = "himmelblau"
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# Стартовые точки для разных функций
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START_POINTS = {
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"himmelblau": np.array([0.0, 0.0]),
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"ravine": np.array([1.0, 0.3]), # Стартуем в овраге
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}
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# Параметры сходимости
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EPS_X = 1e-2
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EPS_F = 1e-2
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MAX_ITERS = 200
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CONSTANT_STEPS = {
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"himmelblau": 0.01,
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"ravine": 0.01,
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}
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# Параметры для правила Армихо
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ARMIJO_PARAMS = {
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"d_init": 1.0,
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"epsilon": 0.1,
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"theta": 0.5,
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}
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# Границы для золотого сечения
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GOLDEN_SECTION_BOUNDS = (0.0, 1.0)
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# Параметры для метода тяжёлого шарика
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HEAVY_BALL_PARAMS = {
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"himmelblau": {"alpha": 0.01, "beta": 0.7},
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"ravine": {"alpha": 0.01, "beta": 0.8},
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}
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# Папка для сохранения графиков
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OUTPUT_DIR = Path(__file__).parent / "plots"
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# ============================================================================
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# ВИЗУАЛИЗАЦИЯ
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# ============================================================================
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def create_contour_grid(func: Function2D, resolution: int = 200):
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"""Создать сетку для контурного графика."""
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(x1_min, x1_max), (x2_min, x2_max) = func.plot_bounds
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x1 = np.linspace(x1_min, x1_max, resolution)
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x2 = np.linspace(x2_min, x2_max, resolution)
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X1, X2 = np.meshgrid(x1, x2)
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Z = np.zeros_like(X1)
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for i in range(X1.shape[0]):
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for j in range(X1.shape[1]):
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Z[i, j] = func(np.array([X1[i, j], X2[i, j]]))
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return X1, X2, Z
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def plot_iteration_2d(
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func: Function2D,
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result: GradientDescentResult2D,
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iter_idx: int,
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output_path: Path,
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X1: np.ndarray,
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X2: np.ndarray,
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Z: np.ndarray,
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levels: np.ndarray,
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):
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"""Построить контурный график для одной итерации."""
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||||
info = result.iterations[iter_idx]
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fig, ax = plt.subplots(figsize=(10, 8))
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# Контурные линии
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contour = ax.contour(
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X1, X2, Z, levels=levels, colors="gray", alpha=0.6, linewidths=0.8
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)
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ax.clabel(contour, inline=True, fontsize=8, fmt="%.1f")
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# Заливка
|
||||
ax.contourf(X1, X2, Z, levels=levels, cmap=cm.viridis, alpha=0.3)
|
||||
|
||||
# Траектория до текущей точки
|
||||
trajectory = np.array([result.iterations[i].x for i in range(iter_idx + 1)])
|
||||
|
||||
if len(trajectory) > 1:
|
||||
ax.plot(
|
||||
trajectory[:, 0],
|
||||
trajectory[:, 1],
|
||||
"b-",
|
||||
linewidth=2,
|
||||
alpha=0.7,
|
||||
label="Траектория",
|
||||
zorder=5,
|
||||
)
|
||||
|
||||
# Предыдущие точки
|
||||
for i in range(len(trajectory) - 1):
|
||||
ax.plot(
|
||||
trajectory[i, 0], trajectory[i, 1], "bo", markersize=6, alpha=0.5, zorder=6
|
||||
)
|
||||
|
||||
# Текущая точка
|
||||
ax.plot(
|
||||
info.x[0],
|
||||
info.x[1],
|
||||
"ro",
|
||||
markersize=12,
|
||||
label=f"x = ({info.x[0]:.4f}, {info.x[1]:.4f})\nf(x) = {info.f_x:.4f}",
|
||||
zorder=7,
|
||||
)
|
||||
|
||||
# Направление антиградиента
|
||||
grad_norm = np.linalg.norm(info.grad)
|
||||
if grad_norm > 0:
|
||||
direction = -info.grad / grad_norm * 0.5 # Нормализуем и масштабируем
|
||||
ax.arrow(
|
||||
info.x[0],
|
||||
info.x[1],
|
||||
direction[0],
|
||||
direction[1],
|
||||
head_width=0.1,
|
||||
head_length=0.05,
|
||||
fc="magenta",
|
||||
ec="magenta",
|
||||
alpha=0.7,
|
||||
zorder=8,
|
||||
)
|
||||
|
||||
ax.set_xlabel("x₁", fontsize=12)
|
||||
ax.set_ylabel("x₂", fontsize=12)
|
||||
ax.set_title(
|
||||
f"{result.method} — Итерация {info.iteration}\n"
|
||||
f"Шаг: {info.step_size:.6f}, ||∇f|| = {np.linalg.norm(info.grad):.6f}",
|
||||
fontsize=14,
|
||||
fontweight="bold",
|
||||
)
|
||||
ax.legend(fontsize=10, loc="upper right")
|
||||
ax.set_aspect("equal")
|
||||
ax.grid(True, alpha=0.3)
|
||||
|
||||
plt.tight_layout()
|
||||
plt.savefig(output_path, dpi=150)
|
||||
plt.close()
|
||||
|
||||
|
||||
def plot_final_result_2d(
|
||||
func: Function2D,
|
||||
result: GradientDescentResult2D,
|
||||
output_path: Path,
|
||||
X1: np.ndarray,
|
||||
X2: np.ndarray,
|
||||
Z: np.ndarray,
|
||||
levels: np.ndarray,
|
||||
):
|
||||
"""Построить итоговый контурный график с полной траекторией."""
|
||||
fig, ax = plt.subplots(figsize=(10, 8))
|
||||
|
||||
# Контурные линии
|
||||
contour = ax.contour(
|
||||
X1, X2, Z, levels=levels, colors="gray", alpha=0.6, linewidths=0.8
|
||||
)
|
||||
ax.clabel(contour, inline=True, fontsize=8, fmt="%.1f")
|
||||
|
||||
# Заливка
|
||||
ax.contourf(X1, X2, Z, levels=levels, cmap=cm.viridis, alpha=0.3)
|
||||
|
||||
# Траектория
|
||||
trajectory = np.array([it.x for it in result.iterations])
|
||||
ax.plot(
|
||||
trajectory[:, 0],
|
||||
trajectory[:, 1],
|
||||
"b-",
|
||||
linewidth=2,
|
||||
alpha=0.8,
|
||||
label="Траектория",
|
||||
zorder=5,
|
||||
)
|
||||
|
||||
# Все точки
|
||||
for i, point in enumerate(trajectory[:-1]):
|
||||
ax.plot(point[0], point[1], "bo", markersize=6, alpha=0.5, zorder=6)
|
||||
|
||||
# Стартовая точка
|
||||
ax.plot(
|
||||
trajectory[0, 0],
|
||||
trajectory[0, 1],
|
||||
"go",
|
||||
markersize=12,
|
||||
label=f"Старт: ({trajectory[0, 0]:.2f}, {trajectory[0, 1]:.2f})",
|
||||
zorder=7,
|
||||
)
|
||||
|
||||
# Финальная точка
|
||||
ax.plot(
|
||||
result.x_star[0],
|
||||
result.x_star[1],
|
||||
"r*",
|
||||
markersize=20,
|
||||
label=f"x* = ({result.x_star[0]:.4f}, {result.x_star[1]:.4f})\n"
|
||||
f"f(x*) = {result.f_star:.6f}",
|
||||
zorder=8,
|
||||
)
|
||||
|
||||
ax.set_xlabel("x₁", fontsize=12)
|
||||
ax.set_ylabel("x₂", fontsize=12)
|
||||
ax.set_title(
|
||||
f"{result.method} — Результат\nИтераций: {len(result.iterations) - 1}",
|
||||
fontsize=14,
|
||||
fontweight="bold",
|
||||
)
|
||||
ax.legend(fontsize=10, loc="upper right")
|
||||
ax.set_aspect("equal")
|
||||
ax.grid(True, alpha=0.3)
|
||||
|
||||
plt.tight_layout()
|
||||
plt.savefig(output_path, dpi=150)
|
||||
plt.close()
|
||||
|
||||
|
||||
def run_and_visualize_2d(
|
||||
func: Function2D,
|
||||
x0: np.ndarray,
|
||||
method: str,
|
||||
method_name_short: str,
|
||||
X1: np.ndarray,
|
||||
X2: np.ndarray,
|
||||
Z: np.ndarray,
|
||||
levels: np.ndarray,
|
||||
max_plot_iters: int = 20,
|
||||
**kwargs,
|
||||
):
|
||||
"""Запустить метод и создать визуализации."""
|
||||
|
||||
result = gradient_descent_2d(
|
||||
func=func,
|
||||
x0=x0,
|
||||
step_method=method,
|
||||
eps_x=EPS_X,
|
||||
eps_f=EPS_F,
|
||||
max_iters=MAX_ITERS,
|
||||
**kwargs,
|
||||
)
|
||||
|
||||
# Создаём папку для этого метода
|
||||
method_dir = OUTPUT_DIR / method_name_short
|
||||
method_dir.mkdir(parents=True, exist_ok=True)
|
||||
|
||||
# Печатаем информацию
|
||||
print(f"\n{'=' * 80}")
|
||||
print(f"{result.method}")
|
||||
print("=" * 80)
|
||||
|
||||
# Определяем какие итерации визуализировать
|
||||
total_iters = len(result.iterations) - 1
|
||||
if total_iters <= max_plot_iters:
|
||||
plot_indices = list(range(total_iters))
|
||||
else:
|
||||
# Выбираем равномерно распределённые итерации
|
||||
step = total_iters / max_plot_iters
|
||||
plot_indices = [int(i * step) for i in range(max_plot_iters)]
|
||||
if total_iters - 1 not in plot_indices:
|
||||
plot_indices.append(total_iters - 1)
|
||||
|
||||
for idx, info in enumerate(result.iterations[:-1]):
|
||||
print(
|
||||
f"Итерация {info.iteration:3d}: "
|
||||
f"x = ({info.x[0]:10.6f}, {info.x[1]:10.6f}), "
|
||||
f"f(x) = {info.f_x:12.6f}, ||∇f|| = {np.linalg.norm(info.grad):10.6f}, "
|
||||
f"шаг = {info.step_size:.6f}"
|
||||
)
|
||||
|
||||
# Строим график только для выбранных итераций
|
||||
if idx in plot_indices:
|
||||
plot_iteration_2d(
|
||||
func,
|
||||
result,
|
||||
idx,
|
||||
method_dir / f"iteration_{info.iteration:03d}.png",
|
||||
X1,
|
||||
X2,
|
||||
Z,
|
||||
levels,
|
||||
)
|
||||
|
||||
# Итоговый результат
|
||||
print("-" * 80)
|
||||
print(f"x* = ({result.x_star[0]:.6f}, {result.x_star[1]:.6f})")
|
||||
print(f"f(x*) = {result.f_star:.6f}")
|
||||
print(f"Итераций: {len(result.iterations) - 1}")
|
||||
|
||||
# Финальный график
|
||||
plot_final_result_2d(
|
||||
func, result, method_dir / "final_result.png", X1, X2, Z, levels
|
||||
)
|
||||
print(f"Графики сохранены в: {method_dir}")
|
||||
|
||||
return result
|
||||
|
||||
|
||||
def run_and_visualize_heavy_ball(
|
||||
func: Function2D,
|
||||
x0: np.ndarray,
|
||||
method_name_short: str,
|
||||
X1: np.ndarray,
|
||||
X2: np.ndarray,
|
||||
Z: np.ndarray,
|
||||
levels: np.ndarray,
|
||||
alpha: float,
|
||||
beta: float,
|
||||
max_plot_iters: int = 20,
|
||||
):
|
||||
"""Запустить метод тяжёлого шарика и создать визуализации."""
|
||||
|
||||
result = heavy_ball_2d(
|
||||
func=func,
|
||||
x0=x0,
|
||||
alpha=alpha,
|
||||
beta=beta,
|
||||
eps_x=EPS_X,
|
||||
eps_f=EPS_F,
|
||||
max_iters=MAX_ITERS,
|
||||
)
|
||||
|
||||
# Создаём папку для этого метода
|
||||
method_dir = OUTPUT_DIR / method_name_short
|
||||
method_dir.mkdir(parents=True, exist_ok=True)
|
||||
|
||||
# Печатаем информацию
|
||||
print(f"\n{'=' * 80}")
|
||||
print(f"{result.method}")
|
||||
print("=" * 80)
|
||||
|
||||
# Определяем какие итерации визуализировать
|
||||
total_iters = len(result.iterations) - 1
|
||||
if total_iters <= max_plot_iters:
|
||||
plot_indices = list(range(total_iters))
|
||||
else:
|
||||
step = total_iters / max_plot_iters
|
||||
plot_indices = [int(i * step) for i in range(max_plot_iters)]
|
||||
if total_iters - 1 not in plot_indices:
|
||||
plot_indices.append(total_iters - 1)
|
||||
|
||||
for idx, info in enumerate(result.iterations[:-1]):
|
||||
print(
|
||||
f"Итерация {info.iteration:3d}: "
|
||||
f"x = ({info.x[0]:10.6f}, {info.x[1]:10.6f}), "
|
||||
f"f(x) = {info.f_x:12.6f}, ||∇f|| = {np.linalg.norm(info.grad):10.6f}, "
|
||||
f"шаг = {info.step_size:.6f}"
|
||||
)
|
||||
|
||||
if idx in plot_indices:
|
||||
plot_iteration_2d(
|
||||
func,
|
||||
result,
|
||||
idx,
|
||||
method_dir / f"iteration_{info.iteration:03d}.png",
|
||||
X1,
|
||||
X2,
|
||||
Z,
|
||||
levels,
|
||||
)
|
||||
|
||||
# Итоговый результат
|
||||
print("-" * 80)
|
||||
print(f"x* = ({result.x_star[0]:.6f}, {result.x_star[1]:.6f})")
|
||||
print(f"f(x*) = {result.f_star:.6f}")
|
||||
print(f"Итераций: {len(result.iterations) - 1}")
|
||||
|
||||
# Финальный график
|
||||
plot_final_result_2d(
|
||||
func, result, method_dir / "final_result.png", X1, X2, Z, levels
|
||||
)
|
||||
print(f"Графики сохранены в: {method_dir}")
|
||||
|
||||
return result
|
||||
|
||||
|
||||
def main():
|
||||
"""Главная функция."""
|
||||
|
||||
# Выбираем функцию
|
||||
if FUNCTION_CHOICE == "himmelblau":
|
||||
func = HimmelblauFunction()
|
||||
elif FUNCTION_CHOICE == "ravine":
|
||||
func = RavineFunction()
|
||||
else:
|
||||
raise ValueError(f"Unknown function: {FUNCTION_CHOICE}")
|
||||
|
||||
x0 = START_POINTS[FUNCTION_CHOICE]
|
||||
constant_step = CONSTANT_STEPS[FUNCTION_CHOICE]
|
||||
|
||||
print("=" * 80)
|
||||
print("ГРАДИЕНТНЫЙ СПУСК ДЛЯ ДВУМЕРНОЙ ФУНКЦИИ")
|
||||
print("=" * 80)
|
||||
print(f"Функция: {func.name}")
|
||||
print(f"Стартовая точка: x₀ = ({x0[0]}, {x0[1]})")
|
||||
print(f"Параметры: eps_x = {EPS_X}, eps_f = {EPS_F}, max_iters = {MAX_ITERS}")
|
||||
|
||||
# Очищаем и создаём папку для графиков
|
||||
if OUTPUT_DIR.exists():
|
||||
shutil.rmtree(OUTPUT_DIR)
|
||||
OUTPUT_DIR.mkdir(parents=True, exist_ok=True)
|
||||
|
||||
# Создаём сетку для контурных графиков (один раз)
|
||||
print("\nСоздание сетки для контурных графиков...")
|
||||
X1, X2, Z = create_contour_grid(func, resolution=200)
|
||||
|
||||
# Уровни для контурных линий
|
||||
z_min, z_max = Z.min(), Z.max()
|
||||
if FUNCTION_CHOICE == "himmelblau":
|
||||
# Логарифмические уровни для лучшей визуализации
|
||||
levels = np.array([0.5, 1, 2, 5, 10, 20, 40, 80, 150, 300, 500])
|
||||
levels = levels[levels < z_max]
|
||||
elif FUNCTION_CHOICE == "ravine":
|
||||
# Уровни для овражной функции - эллипсы
|
||||
levels = np.array([0.01, 0.05, 0.1, 0.2, 0.5, 1, 2, 3, 5, 7, 10])
|
||||
levels = levels[levels < z_max]
|
||||
else:
|
||||
levels = np.linspace(z_min, min(z_max, 100), 20)
|
||||
|
||||
# Убедимся, что уровни уникальны и отсортированы
|
||||
levels = np.unique(levels)
|
||||
|
||||
# 1. Константный шаг
|
||||
run_and_visualize_2d(
|
||||
func,
|
||||
x0,
|
||||
method="constant",
|
||||
method_name_short="constant",
|
||||
X1=X1,
|
||||
X2=X2,
|
||||
Z=Z,
|
||||
levels=levels,
|
||||
step_size=constant_step,
|
||||
)
|
||||
|
||||
# 2. Золотое сечение
|
||||
run_and_visualize_2d(
|
||||
func,
|
||||
x0,
|
||||
method="golden_section",
|
||||
method_name_short="golden_section",
|
||||
X1=X1,
|
||||
X2=X2,
|
||||
Z=Z,
|
||||
levels=levels,
|
||||
golden_section_bounds=GOLDEN_SECTION_BOUNDS,
|
||||
)
|
||||
|
||||
# 3. Правило Армихо
|
||||
run_and_visualize_2d(
|
||||
func,
|
||||
x0,
|
||||
method="armijo",
|
||||
method_name_short="armijo",
|
||||
X1=X1,
|
||||
X2=X2,
|
||||
Z=Z,
|
||||
levels=levels,
|
||||
armijo_params=ARMIJO_PARAMS,
|
||||
)
|
||||
|
||||
# 4. Метод тяжёлого шарика
|
||||
hb_params = HEAVY_BALL_PARAMS[FUNCTION_CHOICE]
|
||||
run_and_visualize_heavy_ball(
|
||||
func,
|
||||
x0,
|
||||
method_name_short="heavy_ball",
|
||||
X1=X1,
|
||||
X2=X2,
|
||||
Z=Z,
|
||||
levels=levels,
|
||||
alpha=hb_params["alpha"],
|
||||
beta=hb_params["beta"],
|
||||
)
|
||||
|
||||
print("\n" + "=" * 80)
|
||||
print("ГОТОВО! Все графики сохранены.")
|
||||
print("=" * 80)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
25
task2/common/__init__.py
Normal file
25
task2/common/__init__.py
Normal file
@@ -0,0 +1,25 @@
|
||||
# Common utilities for gradient descent optimization
|
||||
from .functions import (
|
||||
Function1D,
|
||||
Function2D,
|
||||
TaskFunction1D,
|
||||
HimmelblauFunction,
|
||||
RavineFunction,
|
||||
)
|
||||
from .line_search import golden_section_search, armijo_step
|
||||
from .gradient_descent import gradient_descent_1d, gradient_descent_2d, heavy_ball_1d, heavy_ball_2d
|
||||
|
||||
__all__ = [
|
||||
"Function1D",
|
||||
"Function2D",
|
||||
"TaskFunction1D",
|
||||
"HimmelblauFunction",
|
||||
"RavineFunction",
|
||||
"golden_section_search",
|
||||
"armijo_step",
|
||||
"gradient_descent_1d",
|
||||
"gradient_descent_2d",
|
||||
"heavy_ball_1d",
|
||||
"heavy_ball_2d",
|
||||
]
|
||||
|
||||
147
task2/common/functions.py
Normal file
147
task2/common/functions.py
Normal file
@@ -0,0 +1,147 @@
|
||||
"""Function definitions with their gradients for optimization."""
|
||||
|
||||
import math
|
||||
from abc import ABC, abstractmethod
|
||||
from typing import Tuple
|
||||
|
||||
import numpy as np
|
||||
|
||||
|
||||
class Function1D(ABC):
|
||||
"""Abstract base class for 1D functions."""
|
||||
|
||||
name: str = "Abstract 1D Function"
|
||||
|
||||
@abstractmethod
|
||||
def __call__(self, x: float) -> float:
|
||||
"""Evaluate function at x."""
|
||||
pass
|
||||
|
||||
@abstractmethod
|
||||
def gradient(self, x: float) -> float:
|
||||
"""Compute gradient (derivative) at x."""
|
||||
pass
|
||||
|
||||
@property
|
||||
@abstractmethod
|
||||
def domain(self) -> Tuple[float, float]:
|
||||
"""Return the domain [a, b] for this function."""
|
||||
pass
|
||||
|
||||
|
||||
class Function2D(ABC):
|
||||
"""Abstract base class for 2D functions."""
|
||||
|
||||
name: str = "Abstract 2D Function"
|
||||
|
||||
@abstractmethod
|
||||
def __call__(self, x: np.ndarray) -> float:
|
||||
"""Evaluate function at point x = [x1, x2]."""
|
||||
pass
|
||||
|
||||
@abstractmethod
|
||||
def gradient(self, x: np.ndarray) -> np.ndarray:
|
||||
"""Compute gradient at point x = [x1, x2]."""
|
||||
pass
|
||||
|
||||
@property
|
||||
@abstractmethod
|
||||
def plot_bounds(self) -> Tuple[Tuple[float, float], Tuple[float, float]]:
|
||||
"""Return bounds ((x1_min, x1_max), (x2_min, x2_max)) for plotting."""
|
||||
pass
|
||||
|
||||
|
||||
class TaskFunction1D(Function1D):
|
||||
"""
|
||||
f(x) = sqrt(x^2 + 9) / 4 + (5 - x) / 5
|
||||
|
||||
Derivative: f'(x) = x / (4 * sqrt(x^2 + 9)) - 1/5
|
||||
"""
|
||||
|
||||
name = "f(x) = √(x² + 9)/4 + (5 - x)/5"
|
||||
|
||||
def __call__(self, x: float) -> float:
|
||||
return math.sqrt(x**2 + 9) / 4 + (5 - x) / 5
|
||||
|
||||
def gradient(self, x: float) -> float:
|
||||
return x / (4 * math.sqrt(x**2 + 9)) - 1 / 5
|
||||
|
||||
@property
|
||||
def domain(self) -> Tuple[float, float]:
|
||||
return (-3.0, 8.0)
|
||||
|
||||
|
||||
class HimmelblauFunction(Function2D):
|
||||
"""
|
||||
Himmelblau's function:
|
||||
f(x, y) = (x^2 + y - 11)^2 + (x + y^2 - 7)^2
|
||||
|
||||
Has 4 identical local minima at:
|
||||
- (3.0, 2.0)
|
||||
- (-2.805118, 3.131312)
|
||||
- (-3.779310, -3.283186)
|
||||
- (3.584428, -1.848126)
|
||||
|
||||
Gradient:
|
||||
∂f/∂x = 4x(x² + y - 11) + 2(x + y² - 7)
|
||||
∂f/∂y = 2(x² + y - 11) + 4y(x + y² - 7)
|
||||
"""
|
||||
|
||||
name = "Himmelblau: (x² + y - 11)² + (x + y² - 7)²"
|
||||
|
||||
def __call__(self, x: np.ndarray) -> float:
|
||||
x1, x2 = x[0], x[1]
|
||||
return (x1**2 + x2 - 11) ** 2 + (x1 + x2**2 - 7) ** 2
|
||||
|
||||
def gradient(self, x: np.ndarray) -> np.ndarray:
|
||||
x1, x2 = x[0], x[1]
|
||||
df_dx1 = 4 * x1 * (x1**2 + x2 - 11) + 2 * (x1 + x2**2 - 7)
|
||||
df_dx2 = 2 * (x1**2 + x2 - 11) + 4 * x2 * (x1 + x2**2 - 7)
|
||||
return np.array([df_dx1, df_dx2])
|
||||
|
||||
@property
|
||||
def plot_bounds(self) -> Tuple[Tuple[float, float], Tuple[float, float]]:
|
||||
return ((-5.0, 5.0), (-5.0, 5.0))
|
||||
|
||||
|
||||
class RavineFunction(Function2D):
|
||||
"""
|
||||
Овражная функция (эллиптический параболоид):
|
||||
f(x, y) = x² + 20y²
|
||||
|
||||
Минимум в (0, 0), f(0,0) = 0
|
||||
|
||||
Демонстрирует "эффект оврага" - градиент почти перпендикулярен
|
||||
направлению к минимуму, что замедляет сходимость.
|
||||
|
||||
Gradient:
|
||||
∂f/∂x = 2x
|
||||
∂f/∂y = 40y
|
||||
"""
|
||||
|
||||
name = "Овраг: f(x,y) = x² + 20y²"
|
||||
|
||||
def __call__(self, x: np.ndarray) -> float:
|
||||
x1, x2 = x[0], x[1]
|
||||
return x1**2 + 20 * x2**2
|
||||
|
||||
def gradient(self, x: np.ndarray) -> np.ndarray:
|
||||
x1, x2 = x[0], x[1]
|
||||
df_dx1 = 2 * x1
|
||||
df_dx2 = 40 * x2
|
||||
return np.array([df_dx1, df_dx2])
|
||||
|
||||
@property
|
||||
def plot_bounds(self) -> Tuple[Tuple[float, float], Tuple[float, float]]:
|
||||
return ((-2.0, 2.0), (-0.5, 0.5))
|
||||
|
||||
|
||||
# Registry of available functions
|
||||
FUNCTIONS_1D = {
|
||||
"task": TaskFunction1D,
|
||||
}
|
||||
|
||||
FUNCTIONS_2D = {
|
||||
"himmelblau": HimmelblauFunction,
|
||||
"ravine": RavineFunction,
|
||||
}
|
||||
441
task2/common/gradient_descent.py
Normal file
441
task2/common/gradient_descent.py
Normal file
@@ -0,0 +1,441 @@
|
||||
"""Gradient descent implementations."""
|
||||
|
||||
from dataclasses import dataclass, field
|
||||
from typing import List, Literal, Optional
|
||||
import numpy as np
|
||||
|
||||
from .functions import Function1D, Function2D
|
||||
from .line_search import golden_section_search, armijo_step, armijo_step_1d
|
||||
|
||||
|
||||
StepMethod = Literal["constant", "golden_section", "armijo"]
|
||||
|
||||
|
||||
@dataclass
|
||||
class IterationInfo1D:
|
||||
"""Information about a single iteration of 1D gradient descent."""
|
||||
iteration: int
|
||||
x: float
|
||||
f_x: float
|
||||
grad: float
|
||||
step_size: float
|
||||
|
||||
|
||||
@dataclass
|
||||
class GradientDescentResult1D:
|
||||
"""Result of 1D gradient descent."""
|
||||
x_star: float
|
||||
f_star: float
|
||||
iterations: List[IterationInfo1D]
|
||||
converged: bool
|
||||
method: str
|
||||
|
||||
@property
|
||||
def trajectory(self) -> List[float]:
|
||||
return [it.x for it in self.iterations]
|
||||
|
||||
|
||||
@dataclass
|
||||
class IterationInfo2D:
|
||||
"""Information about a single iteration of 2D gradient descent."""
|
||||
iteration: int
|
||||
x: np.ndarray
|
||||
f_x: float
|
||||
grad: np.ndarray
|
||||
step_size: float
|
||||
|
||||
|
||||
@dataclass
|
||||
class GradientDescentResult2D:
|
||||
"""Result of 2D gradient descent."""
|
||||
x_star: np.ndarray
|
||||
f_star: float
|
||||
iterations: List[IterationInfo2D]
|
||||
converged: bool
|
||||
method: str
|
||||
|
||||
@property
|
||||
def trajectory(self) -> List[np.ndarray]:
|
||||
return [it.x for it in self.iterations]
|
||||
|
||||
|
||||
def gradient_descent_1d(
|
||||
func: Function1D,
|
||||
x0: float,
|
||||
step_method: StepMethod = "constant",
|
||||
step_size: float = 0.1,
|
||||
eps_x: float = 0.05,
|
||||
eps_f: float = 0.001,
|
||||
max_iters: int = 100,
|
||||
armijo_params: Optional[dict] = None,
|
||||
golden_section_bounds: Optional[tuple] = None,
|
||||
) -> GradientDescentResult1D:
|
||||
"""
|
||||
Gradient descent for 1D function.
|
||||
|
||||
Args:
|
||||
func: Function to minimize
|
||||
x0: Starting point
|
||||
step_method: Step selection method ("constant", "golden_section", "armijo")
|
||||
step_size: Step size for constant method
|
||||
eps_x: Tolerance for x convergence
|
||||
eps_f: Tolerance for f convergence
|
||||
max_iters: Maximum number of iterations
|
||||
armijo_params: Parameters for Armijo rule (d_init, epsilon, theta)
|
||||
golden_section_bounds: Search bounds for golden section (a, b)
|
||||
|
||||
Returns:
|
||||
GradientDescentResult1D with trajectory and final result
|
||||
"""
|
||||
x = x0
|
||||
iterations: List[IterationInfo1D] = []
|
||||
converged = False
|
||||
|
||||
armijo_params = armijo_params or {"d_init": 1.0, "epsilon": 0.1, "theta": 0.5}
|
||||
|
||||
for k in range(max_iters):
|
||||
f_x = func(x)
|
||||
grad = func.gradient(x)
|
||||
|
||||
# Select step size
|
||||
if step_method == "constant":
|
||||
alpha = step_size
|
||||
elif step_method == "golden_section":
|
||||
# Optimize phi(alpha) = f(x - alpha * grad) using golden section
|
||||
bounds = golden_section_bounds or (0.0, 2.0)
|
||||
phi = lambda a: func(x - a * grad)
|
||||
alpha = golden_section_search(phi, bounds[0], bounds[1])
|
||||
elif step_method == "armijo":
|
||||
alpha = armijo_step_1d(
|
||||
func, x, grad,
|
||||
d_init=armijo_params.get("d_init", 1.0),
|
||||
epsilon=armijo_params.get("epsilon", 0.1),
|
||||
theta=armijo_params.get("theta", 0.5),
|
||||
)
|
||||
else:
|
||||
raise ValueError(f"Unknown step method: {step_method}")
|
||||
|
||||
iterations.append(IterationInfo1D(
|
||||
iteration=k + 1,
|
||||
x=x,
|
||||
f_x=f_x,
|
||||
grad=grad,
|
||||
step_size=alpha,
|
||||
))
|
||||
|
||||
# Update x
|
||||
x_new = x - alpha * grad
|
||||
f_new = func(x_new)
|
||||
|
||||
# Check convergence
|
||||
if abs(x_new - x) < eps_x and abs(f_new - f_x) < eps_f:
|
||||
x = x_new
|
||||
converged = True
|
||||
break
|
||||
|
||||
x = x_new
|
||||
|
||||
# Add final point
|
||||
iterations.append(IterationInfo1D(
|
||||
iteration=len(iterations) + 1,
|
||||
x=x,
|
||||
f_x=func(x),
|
||||
grad=func.gradient(x),
|
||||
step_size=0.0,
|
||||
))
|
||||
|
||||
method_names = {
|
||||
"constant": "Константный шаг",
|
||||
"golden_section": "Золотое сечение",
|
||||
"armijo": "Правило Армихо",
|
||||
}
|
||||
|
||||
return GradientDescentResult1D(
|
||||
x_star=x,
|
||||
f_star=func(x),
|
||||
iterations=iterations,
|
||||
converged=converged,
|
||||
method=method_names.get(step_method, step_method),
|
||||
)
|
||||
|
||||
|
||||
def gradient_descent_2d(
|
||||
func: Function2D,
|
||||
x0: np.ndarray,
|
||||
step_method: StepMethod = "constant",
|
||||
step_size: float = 0.01,
|
||||
eps_x: float = 1e-5,
|
||||
eps_f: float = 1e-6,
|
||||
max_iters: int = 1000,
|
||||
armijo_params: Optional[dict] = None,
|
||||
golden_section_bounds: Optional[tuple] = None,
|
||||
) -> GradientDescentResult2D:
|
||||
"""
|
||||
Gradient descent for 2D function.
|
||||
|
||||
Args:
|
||||
func: Function to minimize
|
||||
x0: Starting point [x1, x2]
|
||||
step_method: Step selection method ("constant", "golden_section", "armijo")
|
||||
step_size: Step size for constant method
|
||||
eps_x: Tolerance for x convergence
|
||||
eps_f: Tolerance for f convergence
|
||||
max_iters: Maximum number of iterations
|
||||
armijo_params: Parameters for Armijo rule
|
||||
golden_section_bounds: Search bounds for golden section
|
||||
|
||||
Returns:
|
||||
GradientDescentResult2D with trajectory and final result
|
||||
"""
|
||||
x = np.array(x0, dtype=float)
|
||||
iterations: List[IterationInfo2D] = []
|
||||
converged = False
|
||||
|
||||
armijo_params = armijo_params or {"d_init": 1.0, "epsilon": 0.1, "theta": 0.5}
|
||||
|
||||
for k in range(max_iters):
|
||||
f_x = func(x)
|
||||
grad = func.gradient(x)
|
||||
grad_norm = np.linalg.norm(grad)
|
||||
|
||||
# Check if gradient is too small
|
||||
if grad_norm < 1e-10:
|
||||
converged = True
|
||||
iterations.append(IterationInfo2D(
|
||||
iteration=k + 1,
|
||||
x=x.copy(),
|
||||
f_x=f_x,
|
||||
grad=grad.copy(),
|
||||
step_size=0.0,
|
||||
))
|
||||
break
|
||||
|
||||
# Select step size
|
||||
if step_method == "constant":
|
||||
alpha = step_size
|
||||
elif step_method == "golden_section":
|
||||
bounds = golden_section_bounds or (0.0, 1.0)
|
||||
phi = lambda a: func(x - a * grad)
|
||||
alpha = golden_section_search(phi, bounds[0], bounds[1])
|
||||
elif step_method == "armijo":
|
||||
alpha = armijo_step(
|
||||
func, x, grad,
|
||||
d_init=armijo_params.get("d_init", 1.0),
|
||||
epsilon=armijo_params.get("epsilon", 0.1),
|
||||
theta=armijo_params.get("theta", 0.5),
|
||||
)
|
||||
else:
|
||||
raise ValueError(f"Unknown step method: {step_method}")
|
||||
|
||||
iterations.append(IterationInfo2D(
|
||||
iteration=k + 1,
|
||||
x=x.copy(),
|
||||
f_x=f_x,
|
||||
grad=grad.copy(),
|
||||
step_size=alpha,
|
||||
))
|
||||
|
||||
# Update x
|
||||
x_new = x - alpha * grad
|
||||
f_new = func(x_new)
|
||||
|
||||
# Check convergence
|
||||
if np.linalg.norm(x_new - x) < eps_x and abs(f_new - f_x) < eps_f:
|
||||
x = x_new
|
||||
converged = True
|
||||
break
|
||||
|
||||
x = x_new
|
||||
|
||||
# Add final point
|
||||
iterations.append(IterationInfo2D(
|
||||
iteration=len(iterations) + 1,
|
||||
x=x.copy(),
|
||||
f_x=func(x),
|
||||
grad=func.gradient(x),
|
||||
step_size=0.0,
|
||||
))
|
||||
|
||||
method_names = {
|
||||
"constant": "Константный шаг",
|
||||
"golden_section": "Золотое сечение",
|
||||
"armijo": "Правило Армихо",
|
||||
}
|
||||
|
||||
return GradientDescentResult2D(
|
||||
x_star=x,
|
||||
f_star=func(x),
|
||||
iterations=iterations,
|
||||
converged=converged,
|
||||
method=method_names.get(step_method, step_method),
|
||||
)
|
||||
|
||||
|
||||
def heavy_ball_1d(
|
||||
func: Function1D,
|
||||
x0: float,
|
||||
alpha: float = 0.1,
|
||||
beta: float = 0.9,
|
||||
eps_x: float = 0.05,
|
||||
eps_f: float = 0.001,
|
||||
max_iters: int = 100,
|
||||
) -> GradientDescentResult1D:
|
||||
"""
|
||||
Heavy Ball method for 1D function.
|
||||
|
||||
x_{k+1} = x_k - α f'(x_k) + β (x_k - x_{k-1})
|
||||
|
||||
Args:
|
||||
func: Function to minimize
|
||||
x0: Starting point
|
||||
alpha: Step size (learning rate)
|
||||
beta: Momentum parameter (0 <= beta < 1)
|
||||
eps_x: Tolerance for x convergence
|
||||
eps_f: Tolerance for f convergence
|
||||
max_iters: Maximum number of iterations
|
||||
|
||||
Returns:
|
||||
GradientDescentResult1D with trajectory and final result
|
||||
"""
|
||||
x = x0
|
||||
x_prev = x0 # For first iteration, no momentum
|
||||
iterations: List[IterationInfo1D] = []
|
||||
converged = False
|
||||
|
||||
for k in range(max_iters):
|
||||
f_x = func(x)
|
||||
grad = func.gradient(x)
|
||||
|
||||
# Heavy ball update: x_{k+1} = x_k - α∇f(x_k) + β(x_k - x_{k-1})
|
||||
momentum = beta * (x - x_prev) if k > 0 else 0.0
|
||||
|
||||
iterations.append(IterationInfo1D(
|
||||
iteration=k + 1,
|
||||
x=x,
|
||||
f_x=f_x,
|
||||
grad=grad,
|
||||
step_size=alpha,
|
||||
))
|
||||
|
||||
# Update x
|
||||
x_new = x - alpha * grad + momentum
|
||||
f_new = func(x_new)
|
||||
|
||||
# Check convergence
|
||||
if abs(x_new - x) < eps_x and abs(f_new - f_x) < eps_f:
|
||||
x_prev = x
|
||||
x = x_new
|
||||
converged = True
|
||||
break
|
||||
|
||||
x_prev = x
|
||||
x = x_new
|
||||
|
||||
# Add final point
|
||||
iterations.append(IterationInfo1D(
|
||||
iteration=len(iterations) + 1,
|
||||
x=x,
|
||||
f_x=func(x),
|
||||
grad=func.gradient(x),
|
||||
step_size=0.0,
|
||||
))
|
||||
|
||||
return GradientDescentResult1D(
|
||||
x_star=x,
|
||||
f_star=func(x),
|
||||
iterations=iterations,
|
||||
converged=converged,
|
||||
method=f"Тяжёлый шарик (α={alpha}, β={beta})",
|
||||
)
|
||||
|
||||
|
||||
def heavy_ball_2d(
|
||||
func: Function2D,
|
||||
x0: np.ndarray,
|
||||
alpha: float = 0.01,
|
||||
beta: float = 0.9,
|
||||
eps_x: float = 1e-5,
|
||||
eps_f: float = 1e-6,
|
||||
max_iters: int = 1000,
|
||||
) -> GradientDescentResult2D:
|
||||
"""
|
||||
Heavy Ball method for 2D function.
|
||||
|
||||
x_{k+1} = x_k - α ∇f(x_k) + β (x_k - x_{k-1})
|
||||
|
||||
Args:
|
||||
func: Function to minimize
|
||||
x0: Starting point [x1, x2]
|
||||
alpha: Step size (learning rate)
|
||||
beta: Momentum parameter (0 <= beta < 1)
|
||||
eps_x: Tolerance for x convergence
|
||||
eps_f: Tolerance for f convergence
|
||||
max_iters: Maximum number of iterations
|
||||
|
||||
Returns:
|
||||
GradientDescentResult2D with trajectory and final result
|
||||
"""
|
||||
x = np.array(x0, dtype=float)
|
||||
x_prev = x.copy() # For first iteration, no momentum
|
||||
iterations: List[IterationInfo2D] = []
|
||||
converged = False
|
||||
|
||||
for k in range(max_iters):
|
||||
f_x = func(x)
|
||||
grad = func.gradient(x)
|
||||
grad_norm = np.linalg.norm(grad)
|
||||
|
||||
# Check if gradient is too small
|
||||
if grad_norm < 1e-10:
|
||||
converged = True
|
||||
iterations.append(IterationInfo2D(
|
||||
iteration=k + 1,
|
||||
x=x.copy(),
|
||||
f_x=f_x,
|
||||
grad=grad.copy(),
|
||||
step_size=0.0,
|
||||
))
|
||||
break
|
||||
|
||||
# Heavy ball update: x_{k+1} = x_k - α∇f(x_k) + β(x_k - x_{k-1})
|
||||
momentum = beta * (x - x_prev) if k > 0 else np.zeros_like(x)
|
||||
|
||||
iterations.append(IterationInfo2D(
|
||||
iteration=k + 1,
|
||||
x=x.copy(),
|
||||
f_x=f_x,
|
||||
grad=grad.copy(),
|
||||
step_size=alpha,
|
||||
))
|
||||
|
||||
# Update x
|
||||
x_new = x - alpha * grad + momentum
|
||||
f_new = func(x_new)
|
||||
|
||||
# Check convergence
|
||||
if np.linalg.norm(x_new - x) < eps_x and abs(f_new - f_x) < eps_f:
|
||||
x_prev = x.copy()
|
||||
x = x_new
|
||||
converged = True
|
||||
break
|
||||
|
||||
x_prev = x.copy()
|
||||
x = x_new
|
||||
|
||||
# Add final point
|
||||
iterations.append(IterationInfo2D(
|
||||
iteration=len(iterations) + 1,
|
||||
x=x.copy(),
|
||||
f_x=func(x),
|
||||
grad=func.gradient(x),
|
||||
step_size=0.0,
|
||||
))
|
||||
|
||||
return GradientDescentResult2D(
|
||||
x_star=x,
|
||||
f_star=func(x),
|
||||
iterations=iterations,
|
||||
converged=converged,
|
||||
method=f"Тяжёлый шарик (α={alpha}, β={beta})",
|
||||
)
|
||||
|
||||
139
task2/common/line_search.py
Normal file
139
task2/common/line_search.py
Normal file
@@ -0,0 +1,139 @@
|
||||
"""Line search methods for step size selection."""
|
||||
|
||||
import math
|
||||
from typing import Callable, Tuple
|
||||
import numpy as np
|
||||
|
||||
|
||||
def golden_section_search(
|
||||
phi: Callable[[float], float],
|
||||
a: float,
|
||||
b: float,
|
||||
tol: float = 1e-5,
|
||||
max_iters: int = 100,
|
||||
) -> float:
|
||||
"""
|
||||
Golden section search for 1D optimization.
|
||||
|
||||
Finds argmin phi(alpha) on [a, b].
|
||||
|
||||
Args:
|
||||
phi: Function to minimize (typically f(x - alpha * grad))
|
||||
a: Left bound of search interval
|
||||
b: Right bound of search interval
|
||||
tol: Tolerance for stopping
|
||||
max_iters: Maximum number of iterations
|
||||
|
||||
Returns:
|
||||
Optimal step size alpha
|
||||
"""
|
||||
# Golden ratio constants
|
||||
gr = (1 + math.sqrt(5)) / 2
|
||||
r = 1 / gr # ~0.618
|
||||
c = 1 - r # ~0.382
|
||||
|
||||
y = a + c * (b - a)
|
||||
z = a + r * (b - a)
|
||||
fy = phi(y)
|
||||
fz = phi(z)
|
||||
|
||||
for _ in range(max_iters):
|
||||
if b - a < tol:
|
||||
break
|
||||
|
||||
if fy <= fz:
|
||||
b = z
|
||||
z = y
|
||||
fz = fy
|
||||
y = a + c * (b - a)
|
||||
fy = phi(y)
|
||||
else:
|
||||
a = y
|
||||
y = z
|
||||
fy = fz
|
||||
z = a + r * (b - a)
|
||||
fz = phi(z)
|
||||
|
||||
return (a + b) / 2
|
||||
|
||||
|
||||
def armijo_step(
|
||||
f: Callable[[np.ndarray], float],
|
||||
x: np.ndarray,
|
||||
grad: np.ndarray,
|
||||
d_init: float = 1.0,
|
||||
epsilon: float = 0.1,
|
||||
theta: float = 0.5,
|
||||
max_iters: int = 100,
|
||||
) -> float:
|
||||
"""
|
||||
Armijo rule for step size selection.
|
||||
|
||||
Finds step d such that:
|
||||
f(x - d * grad) <= f(x) - epsilon * d * ||grad||^2
|
||||
|
||||
Note: Using descent direction s = -grad, so inner product <grad, s> = -||grad||^2
|
||||
|
||||
Args:
|
||||
f: Function to minimize
|
||||
x: Current point
|
||||
grad: Gradient at x
|
||||
d_init: Initial step size
|
||||
epsilon: Armijo parameter (0 < epsilon < 1)
|
||||
theta: Step reduction factor (0 < theta < 1)
|
||||
max_iters: Maximum number of reductions
|
||||
|
||||
Returns:
|
||||
Step size satisfying Armijo condition
|
||||
"""
|
||||
d = d_init
|
||||
fx = f(x)
|
||||
grad_norm_sq = np.dot(grad, grad)
|
||||
|
||||
for _ in range(max_iters):
|
||||
# Armijo condition: f(x - d*grad) <= f(x) - epsilon * d * ||grad||^2
|
||||
x_new = x - d * grad
|
||||
if f(x_new) <= fx - epsilon * d * grad_norm_sq:
|
||||
return d
|
||||
d *= theta
|
||||
|
||||
return d
|
||||
|
||||
|
||||
def armijo_step_1d(
|
||||
f: Callable[[float], float],
|
||||
x: float,
|
||||
grad: float,
|
||||
d_init: float = 1.0,
|
||||
epsilon: float = 0.1,
|
||||
theta: float = 0.5,
|
||||
max_iters: int = 100,
|
||||
) -> float:
|
||||
"""
|
||||
Armijo rule for step size selection (1D version).
|
||||
|
||||
Args:
|
||||
f: Function to minimize
|
||||
x: Current point
|
||||
grad: Gradient (derivative) at x
|
||||
d_init: Initial step size
|
||||
epsilon: Armijo parameter (0 < epsilon < 1)
|
||||
theta: Step reduction factor (0 < theta < 1)
|
||||
max_iters: Maximum number of reductions
|
||||
|
||||
Returns:
|
||||
Step size satisfying Armijo condition
|
||||
"""
|
||||
d = d_init
|
||||
fx = f(x)
|
||||
grad_sq = grad * grad
|
||||
|
||||
for _ in range(max_iters):
|
||||
# Armijo condition: f(x - d*grad) <= f(x) - epsilon * d * grad^2
|
||||
x_new = x - d * grad
|
||||
if f(x_new) <= fx - epsilon * d * grad_sq:
|
||||
return d
|
||||
d *= theta
|
||||
|
||||
return d
|
||||
|
||||
55
task2/task.md
Normal file
55
task2/task.md
Normal file
@@ -0,0 +1,55 @@
|
||||
## Задача
|
||||
|
||||
$$
|
||||
f(x) = \frac{\sqrt{x^2 + 9}}{4} + \frac{5 - x}{5}
|
||||
$$
|
||||
|
||||
при условии, что
|
||||
|
||||
$$
|
||||
\bar{X} = [-3,\; 8].
|
||||
$$
|
||||
|
||||
Взять:
|
||||
- $ N = 10 $,
|
||||
- $ \varepsilon_x = 0{,}05 $,
|
||||
- $ \varepsilon_f = 0{,}001 $.
|
||||
|
||||
|
||||
Взять эту функцию. Сделать градиентный спуск, выбирая шаги 3 методами
|
||||
|
||||
1. Константный шаг, задаваемый 1 раз перед стартом алгоритма
|
||||
2. Численный метод - это на каждом шаге оптимизируем функцию $ f(x_k - a_k * grad(f(x_k)) $ золотым сечением например (одномерная оптимизация)
|
||||
3. На каждом шаге пересчитываем шаг по правилу армихо
|
||||
|
||||
Нужно на каждый из 3 случаев нарисовать линии уровни с траекторией спуска
|
||||
|
||||
|
||||
## Про Правило Армихо
|
||||
|
||||
Пусть $f(\cdot)$ — дифференцируема в $\mathbb{R}^n$.
|
||||
Фиксируем $\hat d > 0$, $\varepsilon \in (0,1)$.
|
||||
Полагаем $d = \hat d$.
|
||||
|
||||
### Шаг 1
|
||||
Проверяется выполнение неравенства Армихо:
|
||||
$$
|
||||
f(x_k + d \cdot s_k) \le f(x_k) + \varepsilon \cdot d \cdot \langle \nabla f(x_k), s_k \rangle.
|
||||
$$
|
||||
$(6.4)$
|
||||
|
||||
### Шаг 2
|
||||
Если неравенство $(6.4)$ не выполняется, то полагают
|
||||
$$
|
||||
d := \theta \cdot d
|
||||
$$
|
||||
и переходят к шагу 1.
|
||||
В противном случае $d_k := d$.
|
||||
|
||||
### Вывод
|
||||
Шаг $d_k$ вычисляется как первое из чисел $d$, получаемых в результате
|
||||
дробления начального значения $\hat d$ (параметр $\theta$),
|
||||
для которых выполняется неравенство Армихо $(6.4)$:
|
||||
$$
|
||||
f(x_{k+1}) \le f(x_k) + \varepsilon \cdot d_k \cdot \langle \nabla f(x_k), s_k \rangle.
|
||||
$$
|
||||
Reference in New Issue
Block a user