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////////////////////////////////////////////////////////////////////////////////
// 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 <gcmma/GCMMASolver.h>
#include <mma/MMASolver.h>
#include <iostream>
#include <cstdio>
#include <cstdlib>
#include <cstring>
#include <cmath>
double Squared(double x) { return x*x; }
struct Problem {
int n, m;
std::vector<double> 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<n;i++) {
std::cout << " " << x[i];
}
std::cout << std::endl;
}
int main(int argc, char *argv[]) {
std::cout << "///////////////////////////////////////////////////" << std::endl;
std::cout << "// Test the GCMMA algorithm" << std::endl;
std::cout << "///////////////////////////////////////////////////" << std::endl;
Problem toy;
double movlim = 0.2;
double f, fnew;
std::vector<double> df(toy.n);
std::vector<double> g(toy.m), gnew(toy.m);
std::vector<double> dg(toy.n * toy.m);
std::vector<double> x = toy.x0;
std::vector<double> xold = x;
std::vector<double> 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;
}