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#define private public
#include <cassert>
#include <core/optimizer.hpp>
#include <methods/powell/powell_method.hpp>
//#include <methods/gsl_simplex/gsl_simplex.hpp>
#include <methods/bfgs/bfgs.hpp>
#include <methods/lbfgs/lbfgs_method.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> >
{
long long n_eval;
public:
foo1()
:n_eval(0)
{
}
~foo1()
{
cerr<<n_eval<<" evaluations done"<<endl;
}
foo1* do_clone()const
{
return new foo1(*this);
}
double do_eval(const vector<double>& p)
{
++n_eval;
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=100000;
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> > agam;
lbfgs_method<double,vector<double> > agam;
//powell_method<double,vector<double> > agam;
//aga_method<double,vector<double> > agam(100,50);
test_opt(foo1(),agam);
// test_opt(foo1(),agam);
// test_opt(foo2(),agam);
//test_opt(foo3(),agam);
//test_opt(foo4(),agam);
//test_opt(foo5(),agam);
}
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