test_rose.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

#include <iostream.h>
#include <stdlib.h>
#include <GetOpt.h>
#include <C++.hh>
#include <ObjFcns.hh>
#include <Optim.hh>
#include <BFGS.hh>

static int verbose        = 0;
static int modelsize      = 3;
static int itMaxLine 	  = 10;
static int itMaxCG 	  = 20;
static double tol	  = 0.00001;

static char *opt_string = "S:A:D:N:T:V:M:L:U:C:";

int cstraints(Vector<double>& v)
{
   
   for (int i=0; i< v.size(); i++)
   {
      if (fabs((float)v[i]) > 5)
	 return -1;
   }

   return 1;
}

int main(int argc, char *argv[])
{
	int c; 		// used in data input 
	int i;		// counters
	char *  instring;
	Vector<double> delta(1), upper(1), lower(1);

        GetOpt getopt(argc, argv, opt_string);
        while (( c = getopt()) != EOF)
        switch(c) {
	  case 'N':
	    modelsize = atoi(getopt.optarg);
	    break;
	  case 'M':
	    itMaxLine = atoi(getopt.optarg);
	    break;
	  case 'C':
	    itMaxCG = atoi(getopt.optarg);
	    break;
	  case 'T':
	    tol = atof(getopt.optarg);
	    break;
	  case 'D':
	    instring = getopt.optarg;
	    delta[0] = atof(instring);
	    while((instring = strpbrk(instring, ",")) != NULL)
	    {
	       instring++;
	       delta.addVal(atof(instring));
	    }
	    break;
	  case 'L':
	    instring = getopt.optarg;
	    lower[0] = atof(instring);
	    while((instring = strpbrk(instring, ",")) != NULL)
	    {
	       instring++;
	       lower.addVal(atof(instring));
	    }
	    break;
	  case 'U':
	    instring = getopt.optarg;
	    upper[0] = atof(instring);
	    while((instring = strpbrk(instring, ",")) != NULL)
	    {
	       instring++;
	       upper.addVal(atof(instring));
	    }
	    break;
	  case 'V':
	    i = atoi(getopt.optarg);
	    if (i) verbose++;
	    break;
	  default:
	    cerr << argv[0] << ": bad argument \n";
	    exit(1);
	}

	if( argc == 1) {
	    cerr << "Usage:  " << argv[0] << endl;
	    cerr << " -N number of unknowns" << endl;
	    cerr << " -D fraction of step size for numerical gradient" << endl;
	    cerr << " -M maximum number of iterations in line search" << endl;
	    cerr << " -C maximum number of iterations in conjugate gradient" << endl;
	    cerr << " -L lower boundary of model parameters" << endl;
	    cerr << " -U upper boundary of model parameters" << endl;
	    cerr << " -T tolerance of the residue" << endl;
	    cerr << " -V verbose" << endl;
	    exit(-1);
	}
	
	// construct the model space and the initial guess
	Vector<double> LOWER(modelsize, lower.size(), lower.toPointer());
	Vector<double> UPPER(modelsize, upper.size(), upper.toPointer());
	Vector<double> DELTA(modelsize, delta.size(), delta.toPointer());
	if (verbose) cerr << "Upper Boundary: \n" << UPPER <<endl;
	if (verbose) cerr << "Lower Boundary: \n" << LOWER <<endl;
	if (verbose) cerr << "Interval: \n" << DELTA << endl;

	//construct objective function, connecting with user executable
        RosenBrock*  fp = new RosenBrock(modelsize);

	//constrcut optimization objects
	LineSearch*  ls = new CubicLineSearch(fp, itMaxLine);

	//****************NEW: TO SPECIFY POINTER TO THE CONSTRAINTS FUNCTION
	int (*tp)(Vector<double>&);
	tp = cstraints;

//	Model<double> m(modelsize, tp);
//	Model<double> m(UPPER,LOWER,tp);
	Model<double> m(modelsize);

	// starting model is random
	int seed=getgid();
	srand(seed);
	for (i=0; i<modelsize; i++)
	   m[i] = (UPPER[i]-LOWER[i])*rand()/RAND_MAX+LOWER[i];
 	if (verbose) cerr<<"\n The initial guess model: "<<m<<endl;
  	
	// construct conjugate gradient object
	ConjugateGradient* opt = new ConjugateGradient(ls,itMaxCG,tol,verbose);
//	BFGS* opt = new BFGS(ls,itMaxCG,tol,verbose);

	double initialSp = fp->performance(m);

	m = opt->optimizer(m);
	double finalSp = fp->performance(m);

	cerr <<"\n The number of iterations: "<< opt->numIterations() << endl;
	cerr <<"Normalized residue: " << opt->allResidue() <<endl;
	cerr <<"Initital RosenBrock value: " << initialSp << endl;
	cerr <<"Final RosenBrock value: " << finalSp << endl;
	cout<<"\n The final optimized model: "<<m<<endl;
}