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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) 2006-12 Stanford University and the Authors. *
* Authors: Jack Middleton *
* Contributors: *
* *
* 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 namespace SimTK;
/* adapted from itkLBFGSOptimizerTest.cxx */
const static int NUMBER_OF_PARAMETERS = 2;
class ProblemSystem : public OptimizerSystem {
public:
ProblemSystem( int numParameters) : OptimizerSystem( numParameters){}
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);
}
};
static const Real expected[] = { 2.0, -2.0 };
static bool equalToTol(Real v1, Real v2, Real tol) {
const Real scale = std::max(std::max(std::abs(v1), std::abs(v2)), Real(1));
return std::abs(v1-v2) < scale*tol;
}
int main() {
int i;
ProblemSystem sys(NUMBER_OF_PARAMETERS);
Vector results(NUMBER_OF_PARAMETERS);
int returnValue = 0; // assume success
try {
Optimizer opt( sys );
opt.setConvergenceTolerance( .0001 );
results[0] = 100;
results[1] = -100;
opt.setAdvancedRealOption( "xtol", 1e-6 );
opt.optimize( results );
}
catch (const std::exception& e) {
std::cout << e.what() << std::endl;
returnValue = 1; // failure
}
static const Real TOL = 1e-4;
for( i=0; i<NUMBER_OF_PARAMETERS; i++ ) {
if(!equalToTol(results[i], expected[i], TOL)) {
printf(" LBFGSTest.cpp: error results[%d] = %f expected=%f \n",
i,results[i], expected[i]);
returnValue = 1;
}
}
if( returnValue == 0 ) {
printf("LBFGSTest.cpp results = ");
for( i=0; i<NUMBER_OF_PARAMETERS; i++ ) {
printf( "%f ", results[i]);
}
printf("\n");
}
return( returnValue );
}
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