git-svn-id: file:///home/svn/opt_utilities@73 ed2142bd-67ad-457f-ba7c-d818d4011675

2 files changed, 178 insertions, 1 deletions

diff --git a/test/makefile b/test/makefile
index e850e82..94d223d 100644
--- a/test/makefile
+++ b/test/makefile
@@ -1,10 +1,13 @@
-targets=test_optimizer
+targets=test_optimizer many_dims
 
 all:$(targets)
 
 test_optimizer:test_optimizer.cpp
 	$(CXX) $< -o $@ -I .. -O3 -g
 
+many_dims:many_dims.cpp
+	$(CXX) $< -o $@ -I .. -O3 -g
+
 
 clean:
 	rm -f $(targets) *.o *~
diff --git a/test/many_dims.cpp b/test/many_dims.cpp
new file mode 100644
index 0000000..9afe4a7
--- /dev/null
+++ b/test/many_dims.cpp
@@ -0,0 +1,174 @@
+#define private public
+#include <cassert>
+#include <core/optimizer.hpp>
+#include <methods/powell/powell_method.hpp>
+//#include <methods/gsl_simplex/gsl_simplex.hpp>
+#include <methods/aga/aga.hpp>
+#include <vector>
+#include <iostream>
+using namespace opt_utilities;
+using namespace std;
+
+
+class foo1
+  :public func_obj<double,vector<double> >
+{
+  foo1* do_clone()const
+  {
+    return new foo1(*this);
+  }
+
+  double do_eval(const vector<double>& p)
+  {
+    double result=0;
+    for(int i=0;i!=p.size();++i)
+      {
+	result+=p[i]*p[i];
+      }
+    return result;
+  }
+};
+
+class foo2
+  :public func_obj<double,vector<double> >
+{
+  foo2* do_clone()const
+  {
+    return new foo2(*this);
+  }
+
+  double do_eval(const vector<double>& p)
+  {
+    double result=0;
+    for(int i=0;i!=p.size();++i)
+      {
+	result+=(i+1)*p[i]*p[i];
+      }
+    return result;
+  }
+};
+
+class foo3
+  :public func_obj<double,vector<double> >
+{
+  foo3* do_clone()const
+  {
+    return new foo3(*this);
+  }
+
+  double do_eval(const vector<double>& p)
+  {
+    double result=0;
+    for(int i=0;i<p.size();++i)
+      {
+	double temp=0;
+	for(int j=0;j<=i;++j)
+	  {
+	    temp+=p[j];
+	  }
+	result+=temp*temp;
+      }
+
+    return result;
+  }
+};
+
+
+class foo4
+  :public func_obj<double,vector<double> >
+{
+  foo4* do_clone()const
+  {
+    return new foo4(*this);
+  }
+
+  double do_eval(const vector<double>& p)
+  {
+    double result=0;
+    for(int i=0;i<p.size()-1;++i)
+      {
+	result+=100*(p[i+1]-p[i])*(p[i+1]-p[i])
+	  +(1-p[i])*(1-p[i]);
+      }
+
+    return result;
+  }
+};
+
+class foo5
+  :public func_obj<double,vector<double> >
+{
+  foo5* do_clone()const
+  {
+    return new foo5(*this);
+  }
+
+  double do_eval(const vector<double>& p)
+  {
+    const double pi=3.14159265358979323846;
+    double result=0;
+    result+=10*p.size();
+    for(int i=0;i<p.size();++i)
+      {
+	result+=(p[i]*p[i]-10*cos(2*pi*p[i]));
+      }
+
+    return result;
+  }
+};
+
+
+void test_opt(const func_obj<double,vector<double> >& fo,
+	      const opt_method<double,vector<double> >& optm)
+{
+  const int problem_size=50;
+  optimizer<double,vector<double> > opt;
+  
+  opt.set_func_obj(fo);
+  opt.set_opt_method(optm);
+  
+  vector<double> lim(problem_size);
+  for(int i=0;i<lim.size();++i)
+    {
+      lim[i]=10;
+    }
+
+  opt.set_upper_limit(lim);
+  //  vector<double> lim(problem_size);
+  for(int i=0;i<lim.size();++i)
+    {
+      lim[i]=-10;
+    }
+  opt.set_lower_limit(lim);
+  vector<double> p(problem_size);
+  for(int i=0;i<p.size();++i)
+    {
+      p[i]=1;
+    }
+  opt.set_start_point(p);
+  opt.set_precision(1E-7);
+  p=opt.optimize();
+
+
+  cout<<"the result is:\n";
+  for(int i=0;i<p.size();++i)
+    {
+      cout<<p[i]<<endl;
+    }
+  cout<<"The result of the object function is:\n"
+      <<opt.eval(p)<<endl;
+
+}
+
+
+int main()
+{
+  //  gsl_simplex<double,vector<double> > pm_simplex;
+
+  aga_method<double,vector<double> > agam(100,50);
+  test_opt(foo1(),agam);
+  test_opt(foo2(),agam);
+  test_opt(foo3(),agam);
+  test_opt(foo4(),agam);
+  test_opt(foo5(),agam);
+}