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authorastrojhgu <astrojhgu@ed2142bd-67ad-457f-ba7c-d818d4011675>2009-09-24 15:26:00 +0000
committerastrojhgu <astrojhgu@ed2142bd-67ad-457f-ba7c-d818d4011675>2009-09-24 15:26:00 +0000
commit998693b0bbbaae72beefb5f0fb6351ca839b06da (patch)
treea07848c39215e38a8e5d83ea256863f256aba012 /test
parentec066c34fea88f9bcbdf3b9280a2747672fa2ef6 (diff)
downloadopt-utilities-998693b0bbbaae72beefb5f0fb6351ca839b06da.tar.bz2
git-svn-id: file:///home/svn/opt_utilities@73 ed2142bd-67ad-457f-ba7c-d818d4011675
Diffstat (limited to 'test')
-rw-r--r--test/makefile5
-rw-r--r--test/many_dims.cpp174
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);
+}