static double testfuncs_status(int n, const double *x, double f)
{
- ++testfuncs_counter;
- if (testfuncs_verbose) {
- int i;
- printf("f_%d (%g", testfuncs_counter, x[0]);
- for (i = 1; i < n; ++i) printf(", %g", x[i]);
- printf(") = %g\n", f);
- }
- return f;
+ ++testfuncs_counter;
+ if (testfuncs_verbose) {
+ int i;
+ printf("f_%d (%g", testfuncs_counter, x[0]);
+ for (i = 1; i < n; ++i)
+ printf(", %g", x[i]);
+ printf(") = %g\n", f);
+ }
+ return f;
}
#define RETURN(f) return testfuncs_status(n, x, f);
-static const double k1=-145421.402, k2=2931.1506, k3=-40.427932, k4=5106.192,
- k5=15711.36, k6=-161622.577, k7=4176.15328, k8=2.8260078,
- k9=9200.476, k10=13160.295, k11=-21686.9194, k12=123.56928,
- k13=-21.1188894, k14=706.834, k15=2898.573, k16=28298.388,
- k17=60.81096, k18=31.242116, k19=329.574, k20=-2882.082,
- k21=74095.3845, k22=-306.262544, k23=16.243649, k24=-3094.252,
- k25=-5566.2628, k26=-26237, k27=99, k28=-0.42,
- k29=1300, k30=2100, k31=925548.252, k32=-61968.8432,
- k33=23.3088196, k34=-27096.648, k35=-50843.766;
+static const double k1 = -145421.402, k2 = 2931.1506, k3 = -40.427932, k4 = 5106.192,
+ k5 = 15711.36, k6 = -161622.577, k7 = 4176.15328, k8 = 2.8260078,
+ k9 = 9200.476, k10 = 13160.295, k11 = -21686.9194, k12 = 123.56928,
+ k13 = -21.1188894, k14 = 706.834, k15 = 2898.573, k16 = 28298.388,
+ k17 = 60.81096, k18 = 31.242116, k19 = 329.574, k20 = -2882.082,
+ k21 = 74095.3845, k22 = -306.262544, k23 = 16.243649, k24 = -3094.252,
+ k25 = -5566.2628, k26 = -26237, k27 = 99, k28 = -0.42, k29 = 1300, k30 = 2100, k31 = 925548.252, k32 = -61968.8432, k33 = 23.3088196, k34 = -27096.648, k35 = -50843.766;
static double box(int n, const double *x, double *grad, void *data)
{
- double x1 = x[0], x2 = x[1], x3 = x[2], x4 = x[3], x5 = x[4];
- double b, x6, y1, y2, y3, y4, u;
- const double a0=9, a1=15, a2=50, a3=9.583, a4=20, a5=15, a6=6, a7=0.75;
- b = x2 + 0.01*x3;
- x6 = (k1 + k2*x2 + k3*x3 + k4*x4 + k5*x5) * x1;
- y1 = k6 + k7*x2 + k8*x3 + k9*x4 + k10*x5;
- y2 = k11 + k12*x2 + k13*x3 + k14*x4 + k15*x5;
- y3 = k16 + k17*x2 + k18*x3 + k19*x4 + k20*x5;
- y4 = k21 + k22*x2 + k23*x3 + k24*x4 + k25*x5;
- u = a2*y1 + a3*y2 + a4*y3 + a5*y4 + 7840*a6 - 100000*a0
- -50800*b*a7 + k31 + k32*x2 + k33*x3 + k34*x4 + k35*x5;
- if (grad) {
- int i;
- grad[0] = u + a1*(k1 + k2*x2 + k3*x3 + k4*x4 + k5*x5);
- grad[1] = x1 * (a2*k7 + a3*k12 + a4*k17 + a5*k22 - 50800*a7 + k32) + a1 * (k2 * x1);
- grad[2] = x1 * (a2*k8 + a3*k13 + a4*k18 + a5*k23 - 50800*a7*0.01) + a1*x1*k3;
- grad[3] = x1 * (a2*k9 + a3*k14 + a4*k19 + a5*k24) + a1*x1*k4;
- grad[4] = x1 * (a2*k10 + a3*k15 + a4*k20 + a5*k25) + a1*x1*k5;
- for (i = 0; i < 5; ++i) grad[i] = -grad[i];
- }
- RETURN(-(u*x1 - 24345 + a1*x6));
+ double x1 = x[0], x2 = x[1], x3 = x[2], x4 = x[3], x5 = x[4];
+ double b, x6, y1, y2, y3, y4, u;
+ const double a0 = 9, a1 = 15, a2 = 50, a3 = 9.583, a4 = 20, a5 = 15, a6 = 6, a7 = 0.75;
+ b = x2 + 0.01 * x3;
+ x6 = (k1 + k2 * x2 + k3 * x3 + k4 * x4 + k5 * x5) * x1;
+ y1 = k6 + k7 * x2 + k8 * x3 + k9 * x4 + k10 * x5;
+ y2 = k11 + k12 * x2 + k13 * x3 + k14 * x4 + k15 * x5;
+ y3 = k16 + k17 * x2 + k18 * x3 + k19 * x4 + k20 * x5;
+ y4 = k21 + k22 * x2 + k23 * x3 + k24 * x4 + k25 * x5;
+ u = a2 * y1 + a3 * y2 + a4 * y3 + a5 * y4 + 7840 * a6 - 100000 * a0 - 50800 * b * a7 + k31 + k32 * x2 + k33 * x3 + k34 * x4 + k35 * x5;
+ if (grad) {
+ int i;
+ grad[0] = u + a1 * (k1 + k2 * x2 + k3 * x3 + k4 * x4 + k5 * x5);
+ grad[1] = x1 * (a2 * k7 + a3 * k12 + a4 * k17 + a5 * k22 - 50800 * a7 + k32) + a1 * (k2 * x1);
+ grad[2] = x1 * (a2 * k8 + a3 * k13 + a4 * k18 + a5 * k23 - 50800 * a7 * 0.01) + a1 * x1 * k3;
+ grad[3] = x1 * (a2 * k9 + a3 * k14 + a4 * k19 + a5 * k24) + a1 * x1 * k4;
+ grad[4] = x1 * (a2 * k10 + a3 * k15 + a4 * k20 + a5 * k25) + a1 * x1 * k5;
+ for (i = 0; i < 5; ++i)
+ grad[i] = -grad[i];
+ }
+ RETURN(-(u * x1 - 24345 + a1 * x6));
}
static double box_constraint(int n, const double *x, double *grad, void *data)
{
- int which_constraint = *((int*) data);
- double x1 = x[0], x2 = x[1], x3 = x[2], x4 = x[3], x5 = x[4];
- double x6, y1, y2, y3, x7, x8;
- int i;
+ int which_constraint = *((int *) data);
+ double x1 = x[0], x2 = x[1], x3 = x[2], x4 = x[3], x5 = x[4];
+ double x6, y1, y2, y3, x7, x8;
+ int i;
- x6 = (k1 + k2*x2 + k3*x3 + k4*x4 + k5*x5) * x1;
- y1 = k6 + k7*x2 + k8*x3 + k9*x4 + k10*x5;
- y2 = k11 + k12*x2 + k13*x3 + k14*x4 + k15*x5;
- y3 = k16 + k17*x2 + k18*x3 + k19*x4 + k20*x5;
- x7 = (y1 + y2 + y3) * x1;
- x8 = (k26 + k27*x2 + k28*x3 + k29*x4 + k30*x5) * x1 + x6 + x7;
+ x6 = (k1 + k2 * x2 + k3 * x3 + k4 * x4 + k5 * x5) * x1;
+ y1 = k6 + k7 * x2 + k8 * x3 + k9 * x4 + k10 * x5;
+ y2 = k11 + k12 * x2 + k13 * x3 + k14 * x4 + k15 * x5;
+ y3 = k16 + k17 * x2 + k18 * x3 + k19 * x4 + k20 * x5;
+ x7 = (y1 + y2 + y3) * x1;
+ x8 = (k26 + k27 * x2 + k28 * x3 + k29 * x4 + k30 * x5) * x1 + x6 + x7;
- if (grad) {
- grad[0] = grad[1] = grad[2] = grad[3] = grad[4] = 0;
+ if (grad) {
+ grad[0] = grad[1] = grad[2] = grad[3] = grad[4] = 0;
- if (which_constraint != 2 && which_constraint != -2) {
- /* grad x6 */
- grad[0] += (k1 + k2*x2 + k3*x3 + k4*x4 + k5*x5);
- grad[1] += x1 * k2;
- grad[2] += x1 * k3;
- grad[3] += x1 * k4;
- grad[4] += x1 * k5;
- }
- if (which_constraint != 1 && which_constraint != -1) {
- /* grad x7 */
- grad[0] += (y1 + y2 + y3);
- grad[1] += x1 * (k7 + k12 + k17);
- grad[2] += x1 * (k8 + k13 + k18);
- grad[3] += x1 * (k9 + k14 + k19);
- grad[4] += x1 * (k10 + k15 + k20);
- }
- if (which_constraint == 3 || which_constraint == -3) {
- /* grad (x8 - x6 - x7) */
- grad[0] += k26 + k27*x2 + k28*x3 + k29*x4 + k30*x5;
- grad[1] += x1 * k27;
- grad[2] += x1 * k28;
- grad[3] += x1 * k29;
- grad[4] += x1 * k30;
- }
- }
+ if (which_constraint != 2 && which_constraint != -2) {
+ /* grad x6 */
+ grad[0] += (k1 + k2 * x2 + k3 * x3 + k4 * x4 + k5 * x5);
+ grad[1] += x1 * k2;
+ grad[2] += x1 * k3;
+ grad[3] += x1 * k4;
+ grad[4] += x1 * k5;
+ }
+ if (which_constraint != 1 && which_constraint != -1) {
+ /* grad x7 */
+ grad[0] += (y1 + y2 + y3);
+ grad[1] += x1 * (k7 + k12 + k17);
+ grad[2] += x1 * (k8 + k13 + k18);
+ grad[3] += x1 * (k9 + k14 + k19);
+ grad[4] += x1 * (k10 + k15 + k20);
+ }
+ if (which_constraint == 3 || which_constraint == -3) {
+ /* grad (x8 - x6 - x7) */
+ grad[0] += k26 + k27 * x2 + k28 * x3 + k29 * x4 + k30 * x5;
+ grad[1] += x1 * k27;
+ grad[2] += x1 * k28;
+ grad[3] += x1 * k29;
+ grad[4] += x1 * k30;
+ }
+ }
- if (which_constraint == -1) {
- if (grad) for (i = 0; i < 5; ++i) grad[i] = -grad[i];
- return -x6;
- }
- else if (which_constraint == 1) {
- return x6 - 294000;
- }
- else if (which_constraint == -2) {
- if (grad) for (i = 0; i < 5; ++i) grad[i] = -grad[i];
- return -x7;
- }
- else if (which_constraint == 2) {
- return x7 - 294000;
- }
- else if (which_constraint == -3) {
- if (grad) for (i = 0; i < 5; ++i) grad[i] = -grad[i];
- return -x8;
- }
- else if (which_constraint == 3) {
- return x8 - 277200;
- }
- return 0;
+ if (which_constraint == -1) {
+ if (grad)
+ for (i = 0; i < 5; ++i)
+ grad[i] = -grad[i];
+ return -x6;
+ } else if (which_constraint == 1) {
+ return x6 - 294000;
+ } else if (which_constraint == -2) {
+ if (grad)
+ for (i = 0; i < 5; ++i)
+ grad[i] = -grad[i];
+ return -x7;
+ } else if (which_constraint == 2) {
+ return x7 - 294000;
+ } else if (which_constraint == -3) {
+ if (grad)
+ for (i = 0; i < 5; ++i)
+ grad[i] = -grad[i];
+ return -x8;
+ } else if (which_constraint == 3) {
+ return x8 - 277200;
+ }
+ return 0;
}
int main(void)
{
- const double box_lb[5] = {0,1.2,20,9,6.5};
- const double box_ub[5] = {HUGE_VAL, 2.4, 60, 9.3, 7.0};
- const double box_xmin[5] = {4.53743, 2.4, 60, 9.3, 7.0};
+ const double box_lb[5] = { 0, 1.2, 20, 9, 6.5 };
+ const double box_ub[5] = { HUGE_VAL, 2.4, 60, 9.3, 7.0 };
+ const double box_xmin[5] = { 4.53743, 2.4, 60, 9.3, 7.0 };
- int cdata[6] = {-1,1,-2,2,-3,3};
- double x[5] = {2.52, 2, 37.5, 9.25, 6.8};
- double minf;
+ int cdata[6] = { -1, 1, -2, 2, -3, 3 };
+ double x[5] = { 2.52, 2, 37.5, 9.25, 6.8 };
+ double minf;
- nlopt_minimize_constrained(NLOPT_LN_COBYLA, 5, box, NULL,
- 6, box_constraint, cdata, sizeof(int),
- box_lb, box_ub, x, &minf,
- -HUGE_VAL,
- 1e-10, 0, 0, NULL, 0, 0);
- printf("found f(%g,%g,%g,%g,%g) = %0.8f after %d iters\n",
- x[0],x[1],x[2],x[3],x[4], minf, testfuncs_counter);
- return 0;
+ nlopt_minimize_constrained(NLOPT_LN_COBYLA, 5, box, NULL, 6, box_constraint, cdata, sizeof(int), box_lb, box_ub, x, &minf, -HUGE_VAL, 1e-10, 0, 0, NULL, 0, 0);
+ printf("found f(%g,%g,%g,%g,%g) = %0.8f after %d iters\n", x[0], x[1], x[2], x[3], x[4], minf, testfuncs_counter);
+ return 0;
}
~ianmdlvl / nlopt.git / blobdiff