From dae5f332cea434a7e7da0226d4006815ebc73705 Mon Sep 17 00:00:00 2001 From: stevenj Date: Thu, 12 Nov 2009 12:46:19 -0500 Subject: [PATCH] added Box test function (not distributed) darcs-hash:20091112174619-c8de0-ac18ec39b3066b38a10863df20813946365aa97f.gz --- test/box.c | 146 +++++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 146 insertions(+) create mode 100644 test/box.c diff --git a/test/box.c b/test/box.c new file mode 100644 index 0000000..2253f58 --- /dev/null +++ b/test/box.c @@ -0,0 +1,146 @@ +#include +#include + +#include + +/****************************************************************************/ +/* test function from M. J. Box, "A new method of constrained optimization + and a comparison with other methods," Computer J. 8 (1), 42-52 (1965) */ + +int testfuncs_verbose = 1; +int testfuncs_counter = 0; + +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; +} + +#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 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)); +} + +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; + + 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 (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; +} + +static const double box_lb[5] = {0,1.2,20,9,6.5}; +static const double box_ub[5] = {HUGE_VAL, 2.4, 60, 9.3, 7.0}; +static const double box_xmin[5] = {4.53743, 2.4, 60, 9.3, 7.0}; + +int main(void) { + 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; +} -- 2.30.2