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/* -------------------------------------------------------------------------- *
* Simbody(tm): SimTKmath *
* -------------------------------------------------------------------------- *
* This is part of the SimTK biosimulation toolkit originating from *
* Simbios, the NIH National Center for Physics-Based Simulation of *
* Biological Structures at Stanford, funded under the NIH Roadmap for *
* Medical Research, grant U54 GM072970. See https://simtk.org/home/simbody. *
* *
* Portions copyright (c) 2006-13 Stanford University and the Authors. *
* Authors: Chris Dembia *
* Contributors: Jack Middleton *
* *
* Licensed under the Apache License, Version 2.0 (the "License"); you may *
* not use this file except in compliance with the License. You may obtain a *
* copy of the License at http://www.apache.org/licenses/LICENSE-2.0. *
* *
* Unless required by applicable law or agreed to in writing, software *
* distributed under the License is distributed on an "AS IS" BASIS, *
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. *
* See the License for the specific language governing permissions and *
* limitations under the License. *
* -------------------------------------------------------------------------- */
#include "SimTKmath.h"
#include <iostream>
using std::cout;
using std::endl;
using SimTK::Vector;
using SimTK::Matrix;
using SimTK::Real;
using SimTK::Optimizer;
using SimTK::OptimizerSystem;
/* This test doesn't actually run any optimizations. It simply creates an
* Optimizer, using the same OptimizerSystem's (not the EXACT same) used in the
* tests for each of the algorithms. NOTE: Since BestAvailable never selects
* CFSQP, we do not test for CFSQP.
*/
/* See IpoptTest. 'BestAvailable' will select Ipopt because this sytem has
* constraints.
*/
class IpoptSystem : public OptimizerSystem {
public:
int objectiveFunc( const Vector &coefficients, bool new_coefficients,
Real& f ) const override {
const Real *x;
x = &coefficients[0];
f = x[0] * x[3] * (x[0] + x[1] + x[2]) + x[2];
return( 0 );
}
int gradientFunc( const Vector &coefficients, bool new_coefficients,
Vector &gradient ) const override{
const Real *x;
x = &coefficients[0];
gradient[0] = x[0] * x[3] + x[3] * (x[0] + x[1] + x[2]);
gradient[1] = x[0] * x[3];
gradient[2] = x[0] * x[3] + 1;
gradient[3] = x[0] * (x[0] + x[1] + x[2]);
return(0);
}
int constraintFunc( const Vector &coefficients, bool new_coefficients,
Vector &constraints ) const override{
const Real *x;
x = &coefficients[0];
constraints[0] = x[0]*x[0] + x[1]*x[1] + x[2]*x[2] + x[3]*x[3] - 40.0;
constraints[1] = x[0] * x[1] * x[2] * x[3] - 25.0;
return(0);
}
int constraintJacobian( const Vector& coefficients, bool new_coefficients,
Matrix& jac ) const override{
const Real *x;
x = &coefficients[0];
jac(0,0) = 2*x[0];
jac(0,1) = 2*x[1];
jac(0,2) = 2*x[2];
jac(0,3) = 2*x[3];
jac(1,0) = x[1]*x[2]*x[3];
jac(1,1) = x[0]*x[2]*x[3];
jac(1,2) = x[0]*x[1]*x[3];
jac(1,3) = x[0]*x[1]*x[2];
return(0);
}
IpoptSystem() : OptimizerSystem( 4 )
{
setNumEqualityConstraints( 1 );
setNumInequalityConstraints( 1 );
}
};
/* See LBFGSBTest.cpp. 'BestAvailable' will select LBFGSB because this system
* does NOT have constraints and does have parameter limits.
*/
class LBFGSBSystem : public OptimizerSystem {
public:
LBFGSBSystem() : OptimizerSystem( 25 ) {}
int objectiveFunc( const Vector &coefficients, bool new_coefficients, Real& f ) const override {
int i;
const Real *x = &coefficients[0];
f = .25 *(x[0]-1.0)*(x[0]-1.0);
for(i=1;i<getNumParameters();i++) {
f = f + pow(x[i]-x[i-1]*x[i-1], 2.0);
}
f = 4.0* f;
return( 0 );
}
int gradientFunc( const Vector &coefficients, bool new_coefficients, Vector &gradient ) const override {
const Real *x;
Real t1,t2;
int i;
x = &coefficients[0];
t1 = x[1]-(x[0]*x[0]);
gradient[0] = 2.0*(x[0]-1.0)-16.0*x[0]*t1;
for(i=1;i<getNumParameters()-1;i++) {
t2=t1;
t1=x[i+1]-(x[i]*x[i]);
gradient[i]=8.0*t2-16.0*x[i]*t1;
}
gradient[getNumParameters()-1]=8.0*t1;
return(0);
}
};
/* See LBFGSTest.cpp. 'BestAvailable' will select LBFGS because this system
* does NOT have constraints and does NOT have parameter limits.
*/
class LBFGSSystem : public OptimizerSystem {
public:
LBFGSSystem() : OptimizerSystem( 2 ) {}
int objectiveFunc( const Vector &coefficients, bool new_coefficients,
Real& f ) const override {
const Real x = coefficients[0];
const Real y = coefficients[1];
f = 0.5*(3*x*x+4*x*y+6*y*y) - 2*x + 8*y;
return(0);
}
int gradientFunc( const Vector &coefficients, bool new_coefficients,
Vector &gradient ) const override {
const Real x = coefficients[0];
const Real y = coefficients[1];
gradient[0] = 3*x + 2*y -2;
gradient[1] = 2*x + 6*y +8;
return(0);
}
};
int main() {
int i;
// IPOPT
// -----
/* create the system to be optimized */
IpoptSystem sysIPOPT;
Vector lowerBoundsIPOPT(sysIPOPT.getNumParameters());
Vector upperBoundsIPOPT(sysIPOPT.getNumParameters());
for(i=0;i<sysIPOPT.getNumParameters();i++) {
lowerBoundsIPOPT[i] = 1.0;
upperBoundsIPOPT[i] = 5.0;
}
sysIPOPT.setParameterLimits(lowerBoundsIPOPT, upperBoundsIPOPT);
// LBFGSB
// ------
LBFGSBSystem sysLBFGSB;
Vector lowerBoundsLBFGSB(sysLBFGSB.getNumParameters());
Vector upperBoundsLBFGSB(sysLBFGSB.getNumParameters());
for(i=0;i<sysLBFGSB.getNumParameters();i=i+2) { // even numbered
lowerBoundsLBFGSB[i] = 1.0;
upperBoundsLBFGSB[i] = 100.0;
}
for(i=1;i<sysLBFGSB.getNumParameters();i=i+2) { // odd numbered
lowerBoundsLBFGSB[i] = -100.0;
upperBoundsLBFGSB[i] = 100.0;
}
sysLBFGSB.setParameterLimits( lowerBoundsLBFGSB, upperBoundsLBFGSB );
// LBFSGB
// ------
LBFGSSystem sysLBFGS;
int returnValue = 0; // assume success
try {
// Optimizer will choose the BestAvailable algorithm.
Optimizer optIPOPT( sysIPOPT );
if (optIPOPT.getAlgorithm() != SimTK::InteriorPoint)
{ returnValue = 1; }
Optimizer optLBFGSB( sysLBFGSB );
if (optLBFGSB.getAlgorithm() != SimTK::LBFGSB)
{ returnValue = 1; }
Optimizer optLBFGS( sysLBFGS );
if (optLBFGS.getAlgorithm() != SimTK::LBFGS)
{ returnValue = 1; }
}
catch (const std::exception& e) {
std::cout << e.what() << std::endl;
returnValue = 1; // failure
printf("BestAvailableTest.cpp: Caught exception \n");
}
return( returnValue );
}
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