optimize.cpp
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/***************************************************************************
* optimize.cpp - Illustrates optimizer class usage *
* ----------------------------------------------------------------------- *
* copyright (C) 2013-2014 by Juergen Knoedlseder *
* ----------------------------------------------------------------------- *
* *
* This program is free software: you can redistribute it and/or modify *
* it under the terms of the GNU General Public License as published by *
* the Free Software Foundation, either version 3 of the License, or *
* (at your option) any later version. *
* *
* This program is distributed in the hope that it will be useful, *
* but WITHOUT ANY WARRANTY; without even the implied warranty of *
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the *
* GNU General Public License for more details. *
* *
* You should have received a copy of the GNU General Public License *
* along with this program. If not, see <http://www.gnu.org/licenses/>. *
* *
***************************************************************************/
/**
* @file optimize.cpp
* @brief Illustrates optimizer class usage
* @author Juergen Knoedlseder
*/
/* __ Includes ___________________________________________________________ */
#include "GammaLib.hpp"
/***********************************************************************//**
* @brief Parabola function
*
* This code illustrates the definition of a parabola function.
***************************************************************************/
class parabola : public GOptimizerFunction {
public:
parabola(void) : m_value(0), m_gradient(1), m_curvature(1,1) {}
void eval(const GOptimizerPars& pars);
double value(void) const { return m_value; }
GVector* gradient(void) { return &m_gradient; }
GMatrixSparse* curvature(void) { return &m_curvature; }
protected:
double m_value; //!< Function value
GVector m_gradient; //!< Function gradient vector
GMatrixSparse m_curvature; //!< Curvature matrix
};
void parabola::eval(const GOptimizerPars& pars)
{
const double a = 2.0;
const double b = -4.0;
const double c = 2.0;
double x = pars[0]->value();
m_value = a*x*x + b*x + c;
m_gradient[0] = 2.0*a*x + b;
m_curvature(0,0) = m_gradient[0] * m_gradient[0];
};
/***********************************************************************//**
* @brief Optimize function
*
* This code illustrates the optimization of a function.
***************************************************************************/
int main(void) {
// Allocate logger
GLog log;
log.cout(true);
// Allocate optimizer
//GOptimizerLM opt(log);
GOptimizerLM opt;
// Allocate function
parabola fct;
// Allocate parameters and set initial value
GOptimizerPars pars(1);
pars[0]->value(1.5);
// Optimize parameters
opt.optimize(fct, pars);
// Print derivatives
std::cout << "Function value .....: " << fct.value() << std::endl;
std::cout << "Parameter value ....: " << pars[0]->value() << std::endl;
// Exit
return 0;
}