Its available for me only log(base "e"), sin, tan and sqrt (only square root) functions and the basic arithmetical operators (+ - * / mod). I have also the "e" constant.
I'm experimenting several problems with Deluge (zoho.com) for these restrictions. I must implement exponentiation of rational (fraction) bases and exponents.
Say you want to calculate pow(A, B)
Consider the representation of B in base 2:
B = b[n] * pow(2, n ) +
b[n-1] * pow(2, n - 1) +
...
b[2] * pow(2, 2 ) +
b[1] * pow(2, 1 ) +
b[0] * pow(2, 0 ) +
b[-1] * pow(2, -1 ) +
b[-2] * pow(2, -2 ) +
...
= sum(b[i] * pow(2, i))
where b[x] can be 0 or 1 and pow(2, y) is an integer power of two (i.e., 1, 2, 4, 1/2, 1/4, 1/8).
Then,
pow(A, B) = pow(A, sum(b[i] * pow(2, i)) = mul(pow(A, b[i] * pow(2, i)))
And so pow(A, B) can be calculated using only multiplications and square root operations
If you have a function F() that does e^x, where e is the constant, and x is any number, then you can do this: (a is base, b is exponent, ln is log-e)
a^b = F(b * ln(a))
If you don't have F() that does e^x, then it gets trickier. If your exponent (b) is rational, then you should be able to find integers m and n so that b = m/n, using a loop of some sort. Once you have m and n, you make another loop which multiples a by itself m times to get a^m, then multiples a by itself n times to get a^n, then divide a^m/a^n to get a^(m/n), which is a^b.
Related
I am trying to minimize a nonlinear function with nonlinear inequality constraints with NLopt and JuMP.
In my test code below, I am minimizing a function with a known global minima.
Local optimizers such as LD_MMA fails to find this global minima, so I am trying to use global optimizers of NLopt that allow nonlinear inequality constraintes.
However, when I check my termination status, it says “termination_status(model) = MathOptInterface.OTHER_ERROR”. I am not sure which part of my code to check for this error.
What could be the cause?
I am using JuMP since in the future I plan to use other solvers such as KNITRO as well, but should I rather use the NLopt syntax?
Below is my code:
# THIS IS A CODE TO SOLVE FOR THE TOYMODEL
# THE EQUILIBRIUM IS CHARACTERIZED BY A NONLINEAR SYSTEM OF ODEs OF INCREASING FUCTIONS B(x) and S(y)
# THE GOAL IS TO APPROXIMATE B(x) and S(y) WITH POLYNOMIALS
# FIND THE POLYNOMIAL COEFFICIENTS THAT MINIMIZE THE LEAST SQUARES OF THE EQUILIBRIUM EQUATIONS
# load packages
using Roots, NLopt, JuMP
# model primitives and other parameters
k = .5 # equal split
d = 1 # degree of polynomial
nparam = 2*d+2 # number of parameters to estimate
m = 10 # number of grids
m -= 1
vGrid = range(0,1,m) # discretize values
c1 = 0 # lower bound for B'() and S'()
c2 = 2 # lower and upper bounds for offers
c3 = 1 # lower and upper bounds for the parameters to be estimated
# objective function to be minimized
function obj(α::T...) where {T<:Real}
# split parameters
αb = α[1:d+1] # coefficients for B(x)
αs = α[d+2:end] # coefficients for S(y)
# define B(x), B'(x), S(y), and S'(y)
B(v) = sum([αb[i] * v .^ (i-1) for i in 1:d+1])
B1(v) = sum([αb[i] * (i-1) * v ^ (i-2) for i in 2:d+1])
S(v) = sum([αs[i] * v .^ (i-1) for i in 1:d+1])
S1(v) = sum([αs[i] * (i-1) * v ^ (i-2) for i in 2:d+1])
# the equilibrium is characterized by the following first order conditions
#FOCb(y) = B(k * y * S1(y) + S(y)) - S(y)
#FOCs(x) = S(- (1-k) * (1-x) * B1(x) + B(x)) - B(x)
function FOCb(y)
sy = S(y)
binv = find_zero(q -> B(q) - sy, (-c2, c2))
return k * y * S1(y) + sy - binv
end
function FOCs(x)
bx = B(x)
sinv = find_zero(q -> S(q) - bx, (-c2, c2))
return (1-k) * (1-x) * B1(x) - B(x) + sinv
end
# evaluate the FOCs at each grid point and return the sum of squares
Eb = [FOCb(y) for y in vGrid]
Es = [FOCs(x) for x in vGrid]
E = [Eb; Es]
return E' * E
end
# this is the actual global minimum
αa = [1/12, 2/3, 1/4, 2/3]
obj(αa...)
# do optimization
model = Model(NLopt.Optimizer)
set_optimizer_attribute(model, "algorithm", :GN_ISRES)
#variable(model, -c3 <= α[1:nparam] <= c3)
#NLconstraint(model, [j = 1:m], sum(α[i] * (i-1) * vGrid[j] ^ (i-2) for i in 2:d+1) >= c1) # B should be increasing
#NLconstraint(model, [j = 1:m], sum(α[d+1+i] * (i-1) * vGrid[j] ^ (i-2) for i in 2:d+1) >= c1) # S should be increasing
register(model, :obj, nparam, obj, autodiff=true)
#NLobjective(model, Min, obj(α...))
println("")
println("Initial values:")
for i in 1:nparam
set_start_value(α[i], αa[i]+rand()*.1)
println(start_value(α[i]))
end
JuMP.optimize!(model)
println("")
#show termination_status(model)
#show objective_value(model)
println("")
println("Solution:")
sol = [value(α[i]) for i in 1:nparam]
My output:
Initial values:
0.11233072522513032
0.7631843020124309
0.3331559403539963
0.7161240026812674
termination_status(model) = MathOptInterface.OTHER_ERROR
objective_value(model) = 0.19116585196576466
Solution:
4-element Vector{Float64}:
0.11233072522513032
0.7631843020124309
0.3331559403539963
0.7161240026812674
I answered on the Julia forum: https://discourse.julialang.org/t/mathoptinterface-other-error-when-trying-to-use-isres-of-nlopt-through-jump/87420/2.
Posting my answer for posterity:
You have multiple issues:
range(0,1,m) should be range(0,1; length = m) (how did this work otherwise?) This is true for Julia 1.6. The range(start, stop, length) method was added for Julia v1.8
Sometimes your objective function errors because the root doesn't exist. If I run with Ipopt, I get
ERROR: ArgumentError: The interval [a,b] is not a bracketing interval.
You need f(a) and f(b) to have different signs (f(a) * f(b) < 0).
Consider a different bracket or try fzero(f, c) with an initial guess c.
Here's what I would do:
using JuMP
import Ipopt
import Roots
function main()
k, d, c1, c2, c3, m = 0.5, 1, 0, 2, 1, 10
nparam = 2 * d + 2
m -= 1
vGrid = range(0, 1; length = m)
function obj(α::T...) where {T<:Real}
αb, αs = α[1:d+1], α[d+2:end]
B(v) = sum(αb[i] * v^(i-1) for i in 1:d+1)
B1(v) = sum(αb[i] * (i-1) * v^(i-2) for i in 2:d+1)
S(v) = sum(αs[i] * v^(i-1) for i in 1:d+1)
S1(v) = sum(αs[i] * (i-1) * v^(i-2) for i in 2:d+1)
function FOCb(y)
sy = S(y)
binv = Roots.fzero(q -> B(q) - sy, zero(T))
return k * y * S1(y) + sy - binv
end
function FOCs(x)
bx = B(x)
sinv = Roots.fzero(q -> S(q) - bx, zero(T))
return (1-k) * (1-x) * B1(x) - B(x) + sinv
end
return sum(FOCb(x)^2 + FOCs(x)^2 for x in vGrid)
end
αa = [1/12, 2/3, 1/4, 2/3]
model = Model(Ipopt.Optimizer)
#variable(model, -c3 <= α[i=1:nparam] <= c3, start = αa[i]+ 0.1 * rand())
#constraints(model, begin
[j = 1:m], sum(α[i] * (i-1) * vGrid[j]^(i-2) for i in 2:d+1) >= c1
[j = 1:m], sum(α[d+1+i] * (i-1) * vGrid[j]^(i-2) for i in 2:d+1) >= c1
end)
register(model, :obj, nparam, obj; autodiff = true)
#NLobjective(model, Min, obj(α...))
optimize!(model)
print(solution_summary(model))
return value.(α)
end
main()
I have a sigma example:
And I don't have any idea how to solve it. Can you help me with the code, please?
(Code pascal, java or c++)
Expanding the inner term, you get m^3 - 3m^2n + 3mn^2 - n^3, which yields a double summation of m^5, -3m^4n, 3m^3n^2 and -m^2n^3. These summations are separable, meaning that they are the product of a sum on m of a power of m and a sum on n of a power of n.
You can evaluate these sums by means of the Faulhaber formulas up to degree five, which are polynomial expressions. Evaluate them by Horner's method.
int F1(int n) { return (n + 1) * n / 2; }
int F2(int n) { return ((2 * n + 3) * n + 1) * n / 6; }
int F3(int n) { return ((n + 2) * n + 1) * n * n / 4; }
...
int S= F5(20) * 30 - 3 * F4(20) * F1(30) + 3 * F3(20) * F2(30) - F2(20) * F3(30);
Using the obvious method of summation, the inner loop will evaluate 30 cubes of a difference, for a total of 60 additions and 60 multiplications, and the outer loop will repeat this 20 times, with extra multiplications and additions, for a total of 1220 + and 1240 *.
Compare to the above method, performing 18 +, 30 * and 7 divisions in total (independently of the values of m and n).
link of question
http://codeforces.com/contest/615/problem/D
link of solution is
http://codeforces.com/contest/615/submission/15260890
In below code i am not able to understand why 1 is subtracted from mod
where mod=1000000007
ll d = 1;
ll ans = 1;
for (auto x : cnt) {
ll cnt = x.se;
ll p = x.fi;
ll fp = binPow(p, (cnt + 1) * cnt / 2, MOD);
ans = binPow(ans, (cnt + 1), MOD) * binPow(fp, d, MOD) % MOD;
d = d * (x.se + 1) % (MOD - 1);//why ??
}
Apart from the fact that there is the code does not make much sense as out of context as it is, there is the little theorem of Fermat:
Whenever MOD is a prime number, as 10^9+7 is, one can reduce exponents by multiples of (MOD-1) as for any a not a multiple of MOD
a ^ (MOD-1) == 1 mod MOD.
Which means that
a^b == a ^ (b mod (MOD-1)) mod MOD.
As to the code, which is efficient for its task, consider n=m*p^e where m is composed of primes smaller than p.
Then for each factor f of m there are factors 1*f, p*f, p^2*f,...,p^e*f of n. The product over all factors of n thus is the product over
p^(0+1+2+...+e) * f^(e+1) = p^( e*(e+1)/2 ) * f^(e+1)
over all factors f of m. Putting the numbers of factors as d and the product of factors of m as ans results in the combined formula
ans = ans^( e+1 ) * p^( d*e*(e+1)/2 )
d = d*(e+1)
which can now be recursively applied to the list of prime factors and their multiplicities.
Say I have a function and I find the second derivative like so:
xyr <- D(expression(14252/(1+exp((-1/274.5315)*(x-893)))), 'x')
D2 <- D(xyr, 'x')
it gives me back as, typeof 'language':
-(14252 * (exp((-1/274.5315) * (x - 893)) * (-1/274.5315) * (-1/274.5315))/(1 +
exp((-1/274.5315) * (x - 893)))^2 - 14252 * (exp((-1/274.5315) *
(x - 893)) * (-1/274.5315)) * (2 * (exp((-1/274.5315) * (x -
893)) * (-1/274.5315) * (1 + exp((-1/274.5315) * (x - 893)))))/((1 +
exp((-1/274.5315) * (x - 893)))^2)^2)
how do I find where this is equal to 0?
A little bit clumsy to use a graph/solver for this, since your initial function as the form:
f(x) = c / ( 1 + exp(ax+b) )
You derive twice and solve for f''(x) = 0 :
f''(x) = c * a^2 * exp(ax+b) * (1+exp(ax+b)) * [-1 + exp(ax+b)] / ((1+exp(ax+b))^3)
Which is equivalent that the numerator equals 0 - since a, c, exp() and 1+exp() are always positive the only term which can be equal to zero is:
exp(ax+b) - 1 = 0
So:
x = -b/a
Here a =-1/274.5315, b=a*(-893). So x=893.
Just maths ;)
++:
from applied mathematician point of view, it's always better to have closed form/semi-closed form solution than using solver or optimization. You gain in speed and in accuracy.
from pur mathematician point of view, it's more elegant!
You can use uniroot after having created a function from your derivative expression:
f = function(x) eval(D2)
uniroot(f,c(0,1000)) # The second argument is the interval over which you want to search roots.
#Result:
#$root
#[1] 893
#$f.root
#[1] -2.203307e-13
#$iter
#[1] 7
#$init.it
#[1] NA
#$estim.prec
#[1] 6.103516e-05
what is the fastest method to calculate this, i saw some people using matrices and when i searched on the internet, they talked about eigen values and eigen vectors (no idea about this stuff)...there was a question which reduced to a recursive equation
f(n) = (2*f(n-1)) + 2 , and f(1) = 1,
n could be upto 10^9....
i already tried using DP, storing upto 1000000 values and using the common fast exponentiation method, it all timed out
im generally weak in these modulo questions, which require computing large values
f(n) = (2*f(n-1)) + 2 with f(1)=1
is equivalent to
(f(n)+2) = 2 * (f(n-1)+2)
= ...
= 2^(n-1) * (f(1)+2) = 3 * 2^(n-1)
so that finally
f(n) = 3 * 2^(n-1) - 2
where you can then apply fast modular power methods.
Modular exponentiation by the square-and-multiply method:
function powerMod(b, e, m)
x := 1
while e > 0
if e%2 == 1
x, e := (x*b)%m, e-1
else b, e := (b*b)%m, e//2
return x
C code for calculating 2^n
const int mod = 1e9+7;
//Here base is assumed to be 2
int cal_pow(int x){
int res;
if (x == 0) res=1;
else if (x == 1) res=2;
else {
res = cal_pow(x/2);
if (x % 2 == 0)
res = (res * res) % mod;
else
res = (((res*res) % mod) * 2) % mod;
}
return res;
}