source/numeric/quasinewton_test.cxx

Go to the documentation of this file.

/*************************************************************************
 *
 *  The Contents of this file are made available subject to
 *  the terms of GNU Lesser General Public License Version 2.1.
 *
 *
 *    GNU Lesser General Public License Version 2.1
 *    =============================================
 *    Copyright 2008, by Kohei Yoshida.
 *    1039 Kingsway Dr., Apex, NC 27502, USA
 *
 *    This library is free software; you can redistribute it and/or
 *    modify it under the terms of the GNU Lesser General Public
 *    License version 2.1, as published by the Free Software Foundation.
 *
 *    This library is distributed in the hope that it will be useful,
 *    but WITHOUT ANY WARRANTY; without even the implied warranty of
 *    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 *    Lesser General Public License for more details.
 *
 *    You should have received a copy of the GNU Lesser General Public
 *    License along with this library; if not, write to the Free Software
 *    Foundation, Inc., 59 Temple Place, Suite 330, Boston,
 *    MA  02111-1307  USA
 *
 ************************************************************************/

#include "numeric/quasinewton.hxx"
#include "numeric/funcobj.hxx"
#include "numeric/type.hxx"
#include "numeric/nlpmodel.hxx"
#include "numeric/exception.hxx"

using namespace ::scsolver::numeric;
using namespace ::std;
using ::scsolver::numeric::nlp::QuasiNewton;

void debugPrint(const vector<double>& vars, const char* msg)
{
    FILE* fs = stdout;
    fprintf(fs, "%s: (", msg);
    size_t n = vars.size();
    for (size_t i = 0; i < n; ++i)
    {
        if (i > 0)
            fprintf(fs, ", ");
        fprintf(fs, "%g", vars[i]);
    }
    fprintf(fs, ")\n");
}

class TestFunc1 : public BaseFuncObj
{
public:
    TestFunc1() :
        BaseFuncObj(2)
    {
        // initial values
        setVar(0, 0);
        setVar(1, 3);
    }

    virtual ~TestFunc1()
    {
    }

    virtual double eval() const
    {
        const vector<double>& vars = getVars();
        double term1 = vars[0] - 2;
        term1 *= term1*term1*term1;

        double term2 = vars[0] - 2.0*vars[1];
        term2 *= term2;

        return term1 + term2;
    }

    virtual const string getFuncString() const
    {
        return string("(x1 - 2)^4 + (x1 - 2*x2)^2");
    }
};

void runTest(BaseFuncObj* pFuncObj)
{
    auto_ptr<BaseFuncObj> func(pFuncObj);
    nlp::Model model;
    model.setGoal(GOAL_MINIMIZE);
    model.setFuncObject(func.get());

    // Set initial variables to the mode instance.
    const vector<double>& vars = func->getVars();
    vector<double>::const_iterator itr = vars.begin(), itrEnd = vars.end();
    for (; itr != itrEnd; ++itr)
        model.pushVar(*itr);

    auto_ptr<QuasiNewton> nlpSolver(new QuasiNewton);
    nlpSolver->setModel(&model);
    try
    {
        nlpSolver->solve();
        const vector<double>& sol = nlpSolver->getSolution();
        debugPrint(sol, "solution");
    }
    catch (const ::std::exception& e)
    {
        fprintf(stdout, "  standard exception: %s\n", e.what());
    }
}

int main()
{
    runTest(new TestFunc1);
}

---