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// =============================================================================
// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
// Copyright (C) 2008 - INRIA - Michael Baudin
// Copyright (C) 2009 - DIGITEO - Michael Baudin
//
// This file is distributed under the same license as the Scilab package.
// =============================================================================
// <-- JVM NOT MANDATORY -->
// <-- ENGLISH IMPOSED -->
// optim.tst --
// Test the optim command with the Rosenbrock test case
// in the case where the cost function is provided as a Fortran
// routine and use the "in" option.
//
// Note : the following source code was copied from optimization/sci_gateway/fortran/Ex-optim.f
// Thus, the "genros" function from Ex-optim.f is not needed anymore.
//
//
// Define a fortran source code and compile it (fortran compiler required)
//
ilib_verbose(0);
// Move into the temporary directory to create the temporary files there
cur_dir = pwd();
chdir(TMPDIR);
fortransource=[' subroutine rosenf(ind,n,x,f,g,izs,rzs,dzs)'
'C -------------------------------------------'
'c (DLL Digital Visual Fortran)'
'c On Windows , we need to import common nird from scilab'
'cDEC$ IF DEFINED (FORDLL)'
'cDEC$ ATTRIBUTES DLLIMPORT:: /nird/'
'cDEC$ ENDIF'
'C -------------------------------------------'
'c Example of cost function given by a subroutine'
'c if n<=2 returns ind=0'
'c f.bonnans, oct 86'
' implicit double precision (a-h,o-z)'
' real rzs(1)'
' double precision dzs(*)'
' dimension x(n),g(n),izs(*)'
' common/nird/nizs,nrzs,ndzs'
' if (n.lt.3) then'
' ind=0'
' return'
' endif'
' if(ind.eq.10) then'
' nizs=2'
' nrzs=1'
' ndzs=2'
' return'
' endif'
' if(ind.eq.11) then'
' izs(1)=5'
' izs(2)=10'
' dzs(2)=100.0d+0'
' return'
' endif'
' if(ind.eq.2)go to 5'
' if(ind.eq.3)go to 20'
' if(ind.eq.4)go to 5'
' ind=-1'
' return'
'5 f=1.0d+0'
' do 10 i=2,n'
' im1=i-1'
'10 f=f + dzs(2)*(x(i)-x(im1)**2)**2 + (1.0d+0-x(i))**2'
' if(ind.eq.2)return'
'20 g(1)=-4.0d+0*dzs(2)*(x(2)-x(1)**2)*x(1)'
' nm1=n-1'
' do 30 i=2,nm1'
' im1=i-1'
' ip1=i+1'
' g(i)=2.0d+0*dzs(2)*(x(i)-x(im1)**2)'
'30 g(i)=g(i) -4.0d+0*dzs(2)*(x(ip1)-x(i)**2)*x(i) - '
' & 2.0d+0*(1.0d+0-x(i))'
' g(n)=2.0d+0*dzs(2)*(x(n)-x(nm1)**2) - 2.0d+0*(1.0d+0-x(n))'
' return'
' end'];
mputl(fortransource,'rosenf.f');
// compile the Fortran code
libpath=ilib_for_link('rosenf','rosenf.c',[],'f');
// incremental linking
linkid=link(libpath,'rosenf','f');
chdir(cur_dir);
//
// Define some constants
//
Leps=8.e-5;
bs=10.*ones(1,5);
bi=-bs;
x0=0.12*bs;
epsx=1.e-15*x0;
xopt=.1*bs;
//
// Solve the problem
//
[f,x,g]=optim('rosenf',x0,'in');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
[f,x,g]=optim('rosenf',x0,'gc','in');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
//
[f,x,g]=optim('rosenf',x0,'nd','in');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
[f,x,g]=optim('rosenf',x0,'qn',1,'in');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
[f,x,g]=optim('rosenf',x0,'gc',1,50,'in');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
//
[f,x,g]=optim('rosenf',x0,'nd',1,50,'in');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
[f,x1,g] =optim('rosenf',x0, 'ar',100,6,'in');
[f,x,g,to]=optim('rosenf',x0, 'ar',100,3,'in');
[f,x,g,to]=optim('rosenf',x ,to,'ar',100,3,'in');
if norm(x-x1)/norm(x-xopt) > 0.1 then bugmes();quit;end
[f,x1,g]=optim('rosenf','b',bi,bs,x0,'ar',100,6,'in');
[f,x,g,to]=optim('rosenf','b',bi,bs,x0,'ar',100,3,'in');
[f,x,g] =optim('rosenf','b',bi,bs,x,to,'ar',100,3,'in');
if norm(x-x1)/norm(x-xopt) > 0.1 then bugmes();quit;end
//
// Test all possible stop criteria settings
//
[f,x,g]=optim('rosenf',x0,'ar','in');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
[f,x,g]=optim('rosenf',x0,'ar',100,'in');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
[f,x,g]=optim('rosenf',x0,'ar',100,100,'in');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
[f,x,g]=optim('rosenf',x0,'ar',100,100,%eps,'in');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
[f,x,g]=optim('rosenf',x0,'ar',100,100,%eps,%eps,'in');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
[f,x,g]=optim('rosenf',x0,'ar',100,100,10.*%eps,%eps,epsx,'in');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
[f,x,g]=optim('rosenf',x0,'gc','ar',100,100,%eps,%eps,epsx,'in');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
//
[f,x,g]=optim('rosenf','b',bi,bs,x0,'in');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
[f,x,g]=optim('rosenf','b',bi,bs,x0,'gc','in');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
[f,x]=optim('rosenf','b',bi,bs,x0,'ar',100,100,1.d-8,'in');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
[f,x,g]=optim('rosenf',..
'b',bi,bs,x0,'gc','ar',100,100,%eps,%eps,epsx,'in');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
[f,x,g,to,td]=optim('rosenf',x0,'in','sd');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
[f,x,g,ti]=optim('rosenf',x0,'gc','in','si');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
[f,x,g,to,ti,td]=optim('rosenf',x0,to,'in','si','sd');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
[f,x,g,td]=optim('rosenf',..
'b',bi,bs,x0,'gc','ar',100,100,%eps,%eps,epsx,'in','sd');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
[f,x,g,ti]=optim('rosenf',x0,'gc','ar',100,100,%eps,'in','si');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
[f,x,g,ti,td]=optim('rosenf',..
x0,'gc','ar',100,100,%eps,'in','si','sd');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
[f,x,g,ti,td]=optim('rosenf',..
x0,'gc','ar',100,100,%eps,'in','ti',ti,'td',td,'si','sd');
if abs(f-1+norm(x-xopt) ) > Leps then bugmes();quit;end
// Clean-up
ulink(linkid);
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