1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
|
// =============================================================================
// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
// Copyright (C) ????-2008 - INRIA
// Copyright (C) 2009 - DIGITEO
//
// This file is distributed under the same license as the Scilab package.
// =============================================================================
// <-- ENGLISH IMPOSED -->
// <-- JVM NOT MANDATORY -->
//============================================
// external with optim
// dynamic link test
//============================================
// External function written in C (C compiler required)
// write down the C code (Rosenbrock problem)
C=['#include <math.h>'
'double sq(double x)'
'{ return x*x;}'
'void rosenc(int *ind, int *n, double *x, double *f, double *g, '
' int *ti, float *tr, double *td)'
'{'
' double p;'
' int i;'
' p=td[0];'
' if (*ind==2||*ind==4) {'
' *f=1.0;'
' for (i=1;i<*n;i++)'
' *f+=p*sq(x[i]-sq(x[i-1]))+sq(1.0-x[i]);'
' }'
' if (*ind==3||*ind==4) {'
' g[0]=-4.0*p*(x[1]-sq(x[0]))*x[0];'
' for (i=1;i<*n-1;i++)'
' g[i]=2.0*p*(x[i]-sq(x[i-1]))-4.0*p*(x[i+1]-sq(x[i]))*x[i]-2.0*(1.0-x[i]);'
' g[*n-1]=2.0*p*(x[*n-1]-sq(x[*n-2]))-2.0*(1.0-x[*n-1]);'
' }'
'}'];
cd TMPDIR;
mkdir('optim_external');
cd('optim_external');
mputl(C,TMPDIR+'/optim_external/rosenc.c');
// compile the C code
l=ilib_for_link('rosenc','rosenc.c',[],'c');
// incremental linking
link(l,'rosenc','c');
//solve the problem
x0=[40;10;50];
p=100;
[f,xo,go]=optim('rosenc',x0,'td',p);
if f <> 1 then pause,end;
if norm(xo - [-1;1;1]) > 1000*%eps then pause,end;
// =============================================================================
// External function written in Fortran (Fortran compiler required)
// write down the Fortran code (Rosenbrock problem)
F=[ ' subroutine rosenf(ind, n, x, f, g, ti, tr, td)'
' integer ind,n,ti(*)'
' double precision x(n),f,g(n),td(*)'
' real tr(*)'
'c'
' double precision y,p'
' p=td(1)'
' if (ind.eq.2.or.ind.eq.4) then'
' f=1.0d0'
' do i=2,n'
' f=f+p*(x(i)-x(i-1)**2)**2+(1.0d0-x(i))**2'
' enddo'
' endif'
' if (ind.eq.3.or.ind.eq.4) then'
' g(1)=-4.0d0*p*(x(2)-x(1)**2)*x(1)'
' if(n.gt.2) then'
' do i=2,n-1'
' g(i)=2.0d0*p*(x(i)-x(i-1)**2)-4.0d0*p*(x(i+1)-x(i)**2)*x(i)'
' & -2.0d0*(1.0d0-x(i))'
' enddo'
' endif'
' g(n)=2.0d0*p*(x(n)-x(n-1)**2)-2.0d0*(1.0d0-x(n))'
' endif'
' return'
' end'];
mputl(F,TMPDIR+'/optim_external/rosenf.f');
// compile the Fortran code
l=ilib_for_link('rosenf','rosenf.f',[],'f');
// incremental linking
link(l,'rosenf','f');
//solve the problem
x0=[40;10;50];
p=100;
[f,xo,go]=optim('rosenf',x0,'td',p);
if f <> 1 then pause,end;
if norm(xo - [-1;1;1]) > 1000*%eps then pause,end;
// =============================================================================
|
