rosenbrock.cc

COOOL：CWP面向对象最优化库（CWP Object Oriented Optimization Library） COOOL是C++类的一个集合

//============================================================
// COOOL           version 1.1           ---     Nov,  1995
//   Center for Wave Phenomena, Colorado School of Mines
//============================================================
//
//   This code is part of a preliminary release of COOOL (CWP
// Object-Oriented Optimization Library) and associated class 
// libraries. 
//
// The COOOL library is a free software. You can do anything you want
// with it including make a fortune.  However, neither the authors,
// the Center for Wave Phenomena, nor anyone else you can think of
// makes any guarantees about anything in this package or any aspect
// of its functionality.
//
// Since you've got the source code you can also modify the
// library to suit your own purposes. We would appreciate it 
// if the headers that identify the authors are kept in the 
// source code.
//
//=============================================================
//    Rosenbrock's function
// Authors: H. Lydia Deng, Wences Gouveia
//=============================================================

#include <RosenBrock.hh>

static const char*  myNameIs =  "RosenBrock";

RosenBrock::RosenBrock(int n)
: ObjectiveFunction(n)
{ ;}

RosenBrock::~RosenBrock()
{ ; }

double RosenBrock::temp1(double d1, double d0)
{
   return (d1 - d0*d0);
}

double RosenBrock::temp2(double d0)
{
     return (1. - d0);
}

double RosenBrock::realPerformance(const Model<double>& model)
{	
   double t0=model[0], tt, t1, d=0;
   for (int i=1; i < nparam; i++) 
   {
      t1 = model[i];
      tt = temp2(t0);
      d += tt*tt;
      tt = temp1(t1,t0);
      d += 100*tt*tt;
      
      t0 = t1;
   }
   
   return d;
}

double RosenBrock::realPerformance(const Model<long>& model)
{
    Model<double> dm(model.modSize());
    dm = model;
    return realPerformance(dm);
}


Vector<double>* RosenBrock::getGradient(const Model<double>& model)
{
   double t0 = model[0];
   double t1 = model[1];
   double tt = 200*temp1(t1,t0);
   (*gradient)[0] = -2*t0*tt-2*temp2(t0);
   
   for (int i=1; i<nparam-1; i++) 
   {
      (*gradient)[i] = tt;
      t0 = t1;
      t1 = model[i+1];
      tt = 200*temp1(t1,t0);
      (*gradient)[i] += -2*t0*tt-2*temp2(t0);
   }
   (*gradient)[nparam-1] = tt;
   
   return	gradient;
}

Vector<double>* RosenBrock::getGradient(const Model<long>& model)
{
    Model<double> dm(model.modSize());
    dm = model;
    return getGradient(dm);
}

const char*  RosenBrock::className() const{ return(myNameIs);}