//////////////////////////////////////////////////////////////////////////////// // Copyright © 2018 Jérémie Dumas // // Permission is hereby granted, free of charge, to any person obtaining a copy // of this software and associated documentation files (the "Software"), to deal // in the Software without restriction, including without limitation the rights // to use, copy, modify, merge, publish, distribute, sublicense, and/or sell // copies of the Software, and to permit persons to whom the Software is // furnished to do so, subject to the following conditions: // // The above copyright notice and this permission notice shall be included in // all copies or substantial portions of the Software. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR // IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, // FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE // AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER // LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, // OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE // SOFTWARE. //////////////////////////////////////////////////////////////////////////////// #include #include #include #include #include #include #include double Squared(double x) { return x*x; } struct Problem { int n, m; std::vector x0, xmin, xmax; Problem() : n(3) , m(2) , x0({4, 3, 2}) , xmin(n, 0.0) , xmax(n, 5.0) { } void Obj(const double *x, double *f0x, double *fx) { f0x[0] = 0; for (int i = 0; i < n; ++i) { f0x[0] += x[i]*x[i]; } fx[0] = Squared(x[0] - 5) + Squared(x[1] - 2) + Squared(x[2] - 1) - 9; fx[1] = Squared(x[0] - 3) + Squared(x[1] - 4) + Squared(x[2] - 3) - 9; } void ObjSens(const double *x, double *f0x, double *fx, double *df0dx, double *dfdx) { Obj(x, f0x, fx); for (int i = 0; i < n; ++i) { df0dx[i] = 2*x[i]; } int k = 0; dfdx[k++] = 2 * (x[0] - 5); dfdx[k++] = 2 * (x[0] - 3); dfdx[k++] = 2 * (x[1] - 2); dfdx[k++] = 2 * (x[1] - 4); dfdx[k++] = 2 * (x[2] - 1); dfdx[k++] = 2 * (x[2] - 3); } }; void Print(double *x, int n, const std::string &name = "x") { std::cout << name << ":"; for (int i=0;i df(toy.n); std::vector g(toy.m), gnew(toy.m); std::vector dg(toy.n * toy.m); std::vector x = toy.x0; std::vector xold = x; std::vector xnew(toy.n); // Print initial values toy.Obj(x.data(), &f, g.data()); std::cout << "f: " << f << std::endl; Print(g.data(), toy.m, "g"); // Initialize GCMMA GCMMASolver gcmma(toy.n, toy.m, 0, 1000, 1); MMASolver mma(toy.n, toy.m, 0, 1000, 1); double ch = 1.0; int maxoutit = 8; for (int iter = 0; ch > 0.0002 && iter < maxoutit; ++iter) { toy.ObjSens(x.data(), &f, g.data(), df.data(), dg.data()); // Call the update method if (0) { // MMA version mma.Update(x.data(), df.data(), g.data(), dg.data(), toy.xmin.data(), toy.xmax.data()); } else { // GCMMA version gcmma.OuterUpdate(xnew.data(), x.data(), f, df.data(), g.data(), dg.data(), toy.xmin.data(), toy.xmax.data()); // Check conservativity toy.Obj(xnew.data(), &fnew, gnew.data()); bool conserv = gcmma.ConCheck(fnew, gnew.data()); //std::cout << conserv << std::endl; for (int inneriter = 0; !conserv && inneriter < 15; ++inneriter) { // Inner iteration update gcmma.InnerUpdate(xnew.data(), fnew, gnew.data(), x.data(), f, df.data(), g.data(), dg.data(), toy.xmin.data(), toy.xmax.data()); // Check conservativity toy.Obj(xnew.data(), &fnew, gnew.data()); conserv = gcmma.ConCheck(fnew, gnew.data()); //std::cout << conserv << std::endl; } x = xnew; } // Compute infnorm on design change ch = 0.0; for (int i=0; i < toy.n; ++i) { ch = std::max(ch, std::abs(x[i] - xold[i])); xold[i] = x[i]; } // Print to screen printf("it.: %d, obj.: %f, ch.: %f \n", iter, f, ch); Print(x.data(), toy.n); toy.Obj(x.data(), &f, g.data()); std::cout << "f: " << f << std::endl; Print(g.data(), toy.m, "g"); std::cout << std::endl; } return 0; }