9 double *x, *y; /* length N; */
12 static double sqr(double x)
19 static double lorentzerr(int n, const double *p, double *grad, void *data)
21 lorentzdata *d = (lorentzdata *) data;
23 const double *xs = d->x;
24 const double *ys = d->y;
28 for (i = 0; i < N; ++i) {
29 double x = xs[i], y = ys[i];
32 for (j = 0; j < n; j += 3) {
36 double lor = A / (sqr(x - w) + G * G);
41 val += sqr(y - lorsum);
44 for (j = 0; j < n; j += 3) {
48 double deninv = 1.0 / (sqr(x - w) + G * G);
50 grad[j + 0] += -2 * (y - lorsum) * deninv;
51 grad[j + 1] += 4 * A * (w - x) * (y - lorsum) * sqr(deninv);
52 grad[j + 2] += 4 * A * G * (y - lorsum) * sqr(deninv);
56 // printf("%d: f(%g,%g,%g) = %g\n", count, p[0],p[1],p[2], val);
60 extern double nlopt_urand(double a, double b);
66 double A = 1, w = 0, G = 1, noise = 0.01;
67 double lb[3] = { -HUGE_VAL, -HUGE_VAL, 0 };
68 double ub[3] = { HUGE_VAL, HUGE_VAL, HUGE_VAL };
69 double p[3] = { 0, 1, 2 }, minf;
74 d.x = (double *) malloc(sizeof(double) * d.N * 2);
76 for (i = 0; i < d.N; ++i) {
77 d.x[i] = nlopt_urand(-0.5, 0.5) * 8 * G + w;
78 d.y[i] = 2 * noise * nlopt_urand(-0.5, 0.5) + A / (sqr(d.x[i] - w) + G * G);
81 nlopt_minimize(NLOPT_LN_NEWUOA_BOUND, 3, lorentzerr, &d, lb, ub, p, &minf, -HUGE_VAL, 0, 0, 1e-6, NULL, 0, 0);
83 printf("%d minf=%g at A=%g, w=%g, G=%g\n", count, minf, p[0], p[1], p[2]);
86 nlopt_minimize(NLOPT_LN_COBYLA, 3, lorentzerr, &d, lb, ub, p, &minf, -HUGE_VAL, 0, 0, 1e-6, NULL, 0, 0);
88 printf("%d minf=%g at A=%g, w=%g, G=%g\n", count, minf, p[0], p[1], p[2]);
91 nlopt_minimize(NLOPT_LN_NELDERMEAD, 3, lorentzerr, &d, lb, ub, p, &minf, -HUGE_VAL, 0, 0, 1e-6, NULL, 0, 0);
93 printf("%d minf=%g at A=%g, w=%g, G=%g\n", count, minf, p[0], p[1], p[2]);
96 nlopt_minimize(NLOPT_LN_SBPLX, 3, lorentzerr, &d, lb, ub, p, &minf, -HUGE_VAL, 0, 0, 1e-6, NULL, 0, 0);
98 printf("%d minf=%g at A=%g, w=%g, G=%g\n", count, minf, p[0], p[1], p[2]);