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Experimental Optimizers and Neural Networks
/*
* Copyright (c) 2019 by Andrew Charneski.
*
* The author licenses this file to you under the
* Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance
* with the License. You may obtain a copy
* of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing,
* software distributed under the License is distributed on an
* "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
* KIND, either express or implied. See the License for the
* specific language governing permissions and limitations
* under the License.
*/
package com.simiacryptus.mindseye.opt.region;
import com.simiacryptus.util.ArrayUtil;
import javax.annotation.Nonnull;
public class ProportionalityConstraint implements TrustRegion {
@Nonnull
@Override
public double[] project(@Nonnull final double[] weights, @Nonnull final double[] point) {
return ArrayUtil.multiply(weights, ArrayUtil.dot(weights, point) / ArrayUtil.dot(weights, weights));
}
}