GitHub - guthpf/PS-MCLS2018

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Name		Name	Last commit message	Last commit date
Latest commit History 2 Commits
plotter		plotter
COPYING		COPYING
COPYING.LESSER		COPYING.LESSER
README		README
core.h		core.h
main-1a.cpp		main-1a.cpp
main-1b.cpp		main-1b.cpp
main-2a.cpp		main-2a.cpp
main-2b.cpp		main-2b.cpp
main-2c.cpp		main-2c.cpp
main-2d.cpp		main-2d.cpp
main-3a.cpp		main-3a.cpp
main-3b.cpp		main-3b.cpp
main-4a.cpp		main-4a.cpp
main-4b.cpp		main-4b.cpp
main-4c.cpp		main-4c.cpp
main-4d.cpp		main-4d.cpp
main-5a.cpp		main-5a.cpp
main-5b.cpp		main-5b.cpp
main-5c.cpp		main-5c.cpp
main-5d.cpp		main-5d.cpp
makefile		makefile
methods.h		methods.h
probl1-solution.cpp		probl1-solution.cpp
problems.h		problems.h

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Computer code for the numerical experiments of [1].

This code was designed and tested in Linux (Ubuntu 16.04.4) only.

Run "$sudo make install" to install the necessary packages.

The files that produce the figures of the paper[1] are in the format "main-<number><letter>.cpp", where <number><letter> indicate the number/letter of the image  (e.g. 1a, 1b, 2a, etc.)
To run the experiment of a particular figure, run "$make v=main-<number><letter>.cpp", substituting with the corresponding figure number/letter.
The output will be saved in a folder named "out-main-<number><letter>.cpp". You may change the output folder name by adding the attribute "f", e.g. "$make v=main1a.cpp f=myfolder".

The graphical interface shows the optimization progress, and is saved in SVG and PDF after the program terminates.
You may press ESC to end the optimization prematurely (and export the graph at that point to SVG and PDF).
The graph displayed in the graphical interface appears in a different format and the fonts will appear corrupted, but should appear correctly in the exported SVG and PDF.

The file "probl1-solution.cpp" computes the solution (x*) for Problem #1, as described in Appendix A of the paper[1].

The output graphs of each code might not look exactly the same as the figures of the paper[1], because:
- The running times and the random number generator seed may differ in some cases, and
- some figures were manually edited for publication (e.g. changing fonts and colors for better visual clarity, etc.)

This code is available online at: http://github.com/guthpf/PS-MCLS2018


References

[1] G. T. Pfeiffer, Y. Sato, "ON STOCHASTIC OPTIMIZATION METHODS FOR MONTE CARLO LEAST-SQUARES PROBLEMS", 2018. (https://arxiv.org/abs/1804.10079)