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165 lines
4.0 KiB
165 lines
4.0 KiB
2 years ago
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////////////////////////////////////////////////////////////////////////////////
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// Copyright © 2018 Jérémie Dumas
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//
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// Permission is hereby granted, free of charge, to any person obtaining a copy
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// of this software and associated documentation files (the "Software"), to deal
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// in the Software without restriction, including without limitation the rights
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// to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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// copies of the Software, and to permit persons to whom the Software is
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// furnished to do so, subject to the following conditions:
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//
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// The above copyright notice and this permission notice shall be included in
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// all copies or substantial portions of the Software.
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//
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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// IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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// FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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// AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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// LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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// OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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// SOFTWARE.
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////////////////////////////////////////////////////////////////////////////////
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#include <mma/MMASolver.h>
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#include <iostream>
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#include <cstdio>
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#include <cstdlib>
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#include <cstring>
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#include <cmath>
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void ObjSens(double *af, double *bf, double *x, int n, int m, double *f, double *df, double *g, double *dg);
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// Math helpers
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double Min(double d1, double d2);
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double Max(double d1, double d2);
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int Min(int d1, int d2);
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int Max(int d1, int d2);
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double Abs(double d1);
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int main(int argc, char *argv[]) {
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std::cout<<"///////////////////////////////////////////////////"<<std::endl;
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std::cout<<"Test the MMA algorithm"<<std::endl;
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std::cout<<"///////////////////////////////////////////////////"<<std::endl;
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int n = 100;
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int m = 2;
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double Xmin = -1.0;
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double Xmax = 1.0;
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double movlim = 0.2;
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double *x = new double[n];
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double *xold = new double[n];
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double *f = new double[1];
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double *df = new double[n];
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double *g = new double[m];
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double *dg = new double[n*m];
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double *xmin = new double[n];
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double *xmax = new double[n];
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for (int i=0;i<n;i++) {
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x[i] = 0.5;
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xold[i] = 0.5;
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}
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double *af = new double[n];
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double *bf = new double[n];
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for (int i=0;i<n;i++) {
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af[i] = sin((double)i/((double)(n-1)));
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bf[i] = cos((double)i/((double)(n-1)));
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}
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// Initialize MMA
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MMASolver *mma = new MMASolver(n,m);
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double ch = 1.0;
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int itr = 0;
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while (ch > 0.002 && itr<100) {
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itr++;
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ObjSens(af,bf,x,n,m,f,df,g,dg);
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// Set outer move limits
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for (int i=0;i<n;i++) {
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xmax[i] = Min(Xmax, x[i] + movlim);
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xmin[i] = Max(Xmin, x[i] - movlim);
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}
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// Call the update method
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mma->Update(x,df,g,dg,xmin,xmax);
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// Compute infnorm on design change
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ch = 0.0;
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for (int i=0;i<n;i++) {
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ch = Max(ch,Abs(x[i]-xold[i]));
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xold[i] = x[i];
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}
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// Print to screen
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printf("it.: %d, obj.: %f, ch.: %f \n",itr, f[0], ch);
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}
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std::cout << "x:";
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for (int i=0;i<n;i++) {
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std::cout << " " << x[i];
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}
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std::cout << std::endl;
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// Deallocate
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delete mma;
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return 0;
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}
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void ObjSens(
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double *af, double *bf, double *x, int n, int m, double *f, double *df, double *g, double *dg)
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{
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f[0] = 0.0;
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for (int i=0;i<n;i++) {
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f[0] = f[0] + pow(x[i],2.0)+ pow(x[i],3.0);
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}
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for (int i=0;i<n;i++) {
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df[i] = 2*x[i]+ 3*pow(x[i],2.0);
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df[i] = df[i]/((double)n);
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}
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g[0] = 0.0;
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for (int i=0;i<n;i++) {
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g[0] += x[i];
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}
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g[0] = g[0]/((double)n) + 1.0;
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g[1] = 0.0;
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for (int i=0;i<n;i++) {
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g[1] += sin(x[i]);
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}
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g[1] = g[1]/((double)n) - 1.0;
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for (int i=0;i<n;i++) {
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dg[i*m+0] = 1.0/((double)n);
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dg[i*m+1] = cos(x[i])/((double)n);
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}
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}
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double Min(double d1, double d2) {
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return d1<d2 ? d1 : d2;
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}
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double Max(double d1, double d2) {
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return d1>d2 ? d1 : d2;
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}
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int Min(int d1, int d2) {
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return d1<d2 ? d1 : d2;
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}
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int Max(int d1, int d2) {
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return d1>d2 ? d1 : d2;
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}
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double Abs(double d1) {
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return d1>0 ? d1 : -1.0*d1;
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}
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