griewank.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 1.2           ---     Feb,  1996
//   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.
//
//=============================================================
//    Griewank function
// Author: H. Lydia Deng
//=============================================================

#include <Griewank.hh>
#include <math.h>
#define R2DG    180/PI

static const char*  myNameIs =  "Griewank";

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

Griewank::~Griewank()
{;}

double Griewank::realPerformance(const Model<double>& model)
{	
   double t=1, d=1, tt;
   
   for (int i=0; i < nparam; i++)
   {
      tt = model[i];
      t += tt*tt*0.00025;
      
      d *= cos(tt/sqrt(i+1));
   }
   
   return t-d;
}

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

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

Vector<double>* Griewank::getGradient(const Model<double>& model)
{
   Vector<double> u(model.modParam());
   double p=cos(u[0]);
   int i;
   
   for (i=1; i<nparam; i++)
   {
      u[i] /= sqrt(i+1);
      p *= cos(u[i]);
   }
   
   for (i=0; i<nparam; i++)
   {
      (*gradient)[i] = 0.0005*model[i];
      (*gradient)[i] += p*tan(u[i])/sqrt(i+1);
   }
   
   return	gradient;
}

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

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

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