00001 #include <TooN/optimization/downhill_simplex.h>
00002 #include <iomanip>
00003 using namespace std;
00004 using namespace TooN;
00005
00006
00007 double sq(double x)
00008 {
00009 return x*x;
00010 }
00011
00012 double Rosenbrock(const Vector<2>& v)
00013 {
00014 return sq(1 - v[0]) + 100 * sq(v[1] - sq(v[0]));
00015 }
00016
00017 double Spiral(const Vector<2>& v)
00018 {
00019 double x = v[0];
00020 double y = v[1];
00021 return sin(20.0*sqrt(x*x+y*y)+2.0*atan(y/x))+2.0*x*x+2.0*y*y;
00022 }
00023
00024
00025 int main()
00026 {
00027 cout << setprecision(16);
00028 Vector<2> starting_point = makeVector(1.5, 1.5);
00029
00030 DownhillSimplex<2> dh_fixed(Spiral, starting_point, .001);
00031
00032 cout << "#> ignore" << endl;
00033
00034 while(dh_fixed.iterate(Spiral))
00035 {
00036 cout << dh_fixed.get_simplex()[0] << dh_fixed.get_values()[0] << endl;
00037 cout << dh_fixed.get_simplex()[1] << dh_fixed.get_values()[1] << endl;
00038 cout << dh_fixed.get_simplex()[2] << dh_fixed.get_values()[2] << endl;
00039 cout << endl;
00040 }
00041
00042 cout << "#> resume" << endl;
00043
00044 cout << dh_fixed.get_simplex()[dh_fixed.get_best()] << endl
00045 << dh_fixed.get_values()[dh_fixed.get_best()] << endl;
00046
00047 DownhillSimplex<> dh_variable(Spiral, starting_point, .001);
00048
00049 while(dh_variable.iterate(Spiral));
00050
00051 cout << dh_variable.get_simplex()[dh_variable.get_best()] << endl
00052 << dh_variable.get_values()[dh_variable.get_best()] << endl;
00053 }
00054
00055
