nmtest.cc

在linux下面实现的单纯性算法的源代码

// NMtest.cc
//  used to test the NMSearch
//
//  Adam Gurson, College of William and Mary
//      comments revised by Anne Shepherd 5/01
//     
//  to compile:  g++ -g -DDOUBLE NMSearch.cc NMtest.cc objective.cc \
//                  rngs.c rvgs.c -lm -o NMtest

#if !defined _testblock_
#define _testblock_

#include "objective.h"
#include "vec.h"
#include "NMSearch.h"
#include "maps_general.h"
#include "rngs.h"
#include "rvgs.h"
#include <iostream.h>
#include <stdio.h>
#include <malloc.h>

long TRIALS;
long SEED;
int n;
int numLocMins=1; //this is a placeholder
char Fname[120];
long maxCalls;
Bounds BOUNDS;


void prep() {
  long i;
  cout<<"SEED=";cin>>SEED;
  cout<<"RUNS=";cin>>TRIALS;
  cout<<"dim=";cin>>n;
  cout<<"maxCalls=";cin>>maxCalls;
  cout<<"Fname=";cin>>Fname;
  BOUNDS.lower.newsize(n);BOUNDS.upper.newsize(n);
  cout<<"Lower bound (space separated)=";
  for(i=0;i<n;i++) cin>>BOUNDS.lower[i];
  cout<<"Upper bound (space separated)=";
  for(i=0;i<n;i++) cin>>BOUNDS.upper[i];
  cout<<endl;
  PlantSeeds(SEED);  
}


void runme(void)
{

  for(int iterations=0; iterations<1; iterations++) {
    
    long seed;
    
    
    SelectStream(0);
    
    NMSearch Rsearcher(n);
    
    //function value minimums
    double RMinimum;
    
    //function point
    Vector<double>* RMinimumPt;
    
    //tolerance hit?
    int RtoleranceHit;
    
    //number of function calls for each search
    int Rcalls;
    //counters for total number of function calls 
    double tot_Rcalls=0.0;
    //counters for sum of number of function calls squared
    double tot_Rcalls_sq=0.0;
    //counters for instances when number of function calls reaches maxCalls
    //int RmaxCalls=0;  
    
    //counters for tallying number of times local minimums found by each search
    int Rmin[numLocMins];
    for(int i=0; i<numLocMins; i++)
      Rmin[i]=0;
    int Rnon_min=TRIALS;
    
    Vector<double> *basePoint = new Vector<double>(n);
    for(int trials=0; trials<TRIALS; trials++) 
      {
	for( int k = 0; k < n; k++ )
	  (*basePoint)[k] = Uniform(BOUNDS.lower[k],BOUNDS.upper[k]);
	Rsearcher.InitFixedLengthRightSimplex(basePoint, initialStepLength);
	//Rsearcher.InitRegularTriangularSimplex(basePoint, initialStepLength);
	Rsearcher.ExploratoryMoves();
	RMinimum = Rsearcher.GetMinVal();
	Rcalls = Rsearcher.GetFunctionCalls();
	RtoleranceHit = Rsearcher.GetTolHit();
	
	if(RtoleranceHit) 
	  Rsearcher.GetMinPoint(RMinimumPt);
	
      
	//update total number of function calls for each search
	tot_Rcalls+=Rcalls;
	
	//update the sum of the number of function calls squared
	tot_Rcalls_sq+=Rcalls*Rcalls;
	
	//write fn val found to file
	cout<<"NMSearch calls="<<Rcalls<<", Value="<<RMinimum;
	
	if(RtoleranceHit) {
	  cout<<", TolHit="<<RtoleranceHit<<", Point=";
	  for(int tolIndex = 0; tolIndex < n; tolIndex++)
	    cout << (*RMinimumPt)[tolIndex] << " ";
	  delete RMinimumPt;
	}
	
	cout << endl;
	
	if(trials < (TRIALS-1))
	  {
	    GetSeed(&seed);
	    
	    SelectStream(0);
	    
	  }//if not over             
      }//for trials
    delete basePoint;
    
    for(int i=0; i<numLocMins; i++)
      {
	Rnon_min-=Rmin[i];
      }
    
    cout<<"INITIAL STEP LENGTH = "<<initialStepLength<<endl<<endl;  
  }//for iterations
  

}//main


int main() {
  prep();
  runme();
  return 0;
}

#endif