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/*----------------------------------------------------------------------------
ADOL-C -- Automatic Differentiation by Overloading in C++
File: sfunc_rosenbrock.cpp
Revision: $Id$
Contents: function module containing Rosenbrock's function
Each << function module >> contains:
(1) const char* const controlFileName
(2) int indepDim;
(3) void initProblemParameters( void )
(4) void initIndependents( double* indeps )
(5) double originalScalarFunction( double* indeps )
(6) double tapingScalarFunction( int tag, double* indeps )
Copyright (c) Copyright (c) Andrea Walther, Andreas Griewank, Andreas Kowarz,
Hristo Mitev, Sebastian Schlenkrich, Jean Utke, Olaf Vogel
This file is part of ADOL-C. This software is provided as open source.
Any use, reproduction, or distribution of the software constitutes
recipient's acceptance of the terms of the accompanying license file.
---------------------------------------------------------------------------*/
#define _SFUNC_ROSENBROCK_C_
/****************************************************************************/
/* INCLUDES */
#include <adolc/adolc.h>
#include <cmath>
/****************************************************************************/
/* GLOBAL VARIABLES */
/*--------------------------------------------------------------------------*/
/* Control file name */
const char* controlFileName = "rosenbrockexam.ctrl";
/*--------------------------------------------------------------------------*/
/* Dimensions */
int indepDim;
/*--------------------------------------------------------------------------*/
/* Other problem dependent parameters */
/****************************************************************************/
/* INIT PROBLEM PARAMETERS */
void initProblemParameters( void ) {
fprintf(stdout,"ROSENBROCKs FUNCTION (ADOL-C Example)\n\n");
if (indepDim <= 0) {
fprintf(stdout," number of independent variables = ? ");
fscanf(stdin,"%d",&indepDim);
fprintf(stdout,"\n");
}
}
/****************************************************************************/
/* INITIALIZE INDEPs */
void initIndependents( double* indeps ) {
int i;
for (i=0; i<indepDim; i++)
indeps[i] = 600.0*(i+1.0)/(2.0+i);
}
/****************************************************************************/
/* ORIGINAL SCALAR FUNCTION */
/*--------------------------------------------------------------------------*/
/* Griewanks function */
double rosenbrock( int dim, double* indeps ) {
int i;
double Val1,
Val2,
tmp;
tmp = 0.0;
for (i = 0; i < dim-1; i++) {
Val1 = 10.0*(indeps[i+1]-indeps[i]*indeps[i]);
Val2 = indeps[i]-1.0;
tmp += Val1*Val1 + Val2*Val2;
}
return tmp;
}
/*--------------------------------------------------------------------------*/
/* The interface function */
double originalScalarFunction( double* indeps ) {
return rosenbrock(indepDim, indeps);
}
/****************************************************************************/
/* TAPING SCALAR FUNCTION */
/*--------------------------------------------------------------------------*/
/* active Griewnaks function */
adouble activeRosenbrock( int dim, adouble* indeps ) {
int i;
adouble Val1,
Val2,
tmp;
tmp = 0.0;
for (i = 0; i < dim-1; i++) {
Val1 = 10.0*(indeps[i+1]-indeps[i]*indeps[i]);
Val2 = indeps[i]-1.0;
tmp += Val1*Val1 + Val2*Val2;
}
return tmp;
}
/*--------------------------------------------------------------------------*/
/* The interface function */
double tapingScalarFunction( int tag, double* indeps ) {
int i;
trace_on(tag);
adouble* activeIndeps = new adouble[indepDim];
adouble* aIP = activeIndeps;
double* iP = indeps;
for (i=0; i<indepDim; i++)
*aIP++ <<= *iP++;
adouble ares = activeRosenbrock(indepDim, activeIndeps);
double res = 0;
ares >>= res;
trace_off();
return res;
}
#undef _SFUNC_ROSENBROCK_C_
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