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/*
* Copyright Nick Thompson, 2024
* Use, modification and distribution are subject to the
* Boost Software License, Version 1.0. (See accompanying file
* LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#if __APPLE__ || __linux__
#include <signal.h>
#include <stdlib.h>
#include <stdio.h>
#include <future>
#include <chrono>
#include <boost/math/constants/constants.hpp>
#include <boost/math/optimization/jso.hpp>
using boost::math::optimization::jso_parameters;
using boost::math::optimization::jso;
using namespace std::chrono_literals;
template <class Real> Real rastrigin(std::vector<Real> const &v) {
using std::cos;
using boost::math::constants::two_pi;
Real A = 10;
Real y = 10 * v.size();
for (auto x : v) {
y += x * x - A * cos(two_pi<Real>() * x);
}
return y;
}
std::atomic<bool> cancel = false;
void ctrl_c_handler(int){
cancel = true;
std::cout << "Cancellation requested-this could take a second . . ." << std::endl;
}
int main() {
std::cout << "Running jSO on Rastrigin function (global minimum = (0,0,...,0))\n";
signal(SIGINT, ctrl_c_handler);
using ArgType = std::vector<double>;
auto jso_params = jso_parameters<ArgType>();
jso_params.lower_bounds.resize(500, -5.12);
jso_params.upper_bounds.resize(500, 5.12);
jso_params.initial_population_size = 5000;
jso_params.max_function_evaluations = 10000000;
std::mt19937_64 gen(34567);
// By definition, the value of the function which a target value is provided must be <= target_value.
double target_value = 1e-3;
std::atomic<double> current_minimum_cost;
std::cout << "Hit ctrl-C to gracefully terminate the optimization." << std::endl;
auto f = [&]() {
return jso(rastrigin<double>, jso_params, gen, target_value, &cancel, ¤t_minimum_cost);
};
auto future = std::async(std::launch::async, f);
std::future_status status = future.wait_for(3ms);
while (!cancel && (status != std::future_status::ready)) {
status = future.wait_for(3ms);
std::cout << "Current cost is " << current_minimum_cost << "\r";
}
auto local_minima = future.get();
std::cout << "Local minimum is {";
for (size_t i = 0; i < local_minima.size() - 1; ++i) {
std::cout << local_minima[i] << ", ";
}
std::cout << local_minima.back() << "}.\n";
std::cout << "Final cost: " << current_minimum_cost << "\n";
}
#else
#warning "Signal handling for the jSO example only works on Linux and Mac."
int main() {
return 0;
}
#endif
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