demo.cpp

/*
 Copyright (C) 2010 Botao Jia

 This file is an testing of the implementation of the 
 downhill simplex optimization algorithm using C++.
 One function object Rosenbrock and two function rosenbrock, polynomial_fun are used.

 You can redistribute it and/or modify it at will.

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  
*/

#include <iostream>
#include <vector>
#include <ctime>
#include <algorithm>
#include <iterator>
#include <cmath>
#include "simplex.h"
#include "pretty_print.h"
using namespace std;

class Rosenbrock
{
public:
	double  operator()(vector<double> x)
	{
		return 100*pow(x[1]-pow(x[0],2),2)+pow(1-x[0],2);
	}
};

double rosenbrock(vector<double> x)
{
	return 100*pow(x[1]-pow(x[0],2),2)+pow(1-x[0],2);
}

double polynomial_fun(vector<double> x)
{
	return pow( pow(x[0],2) + pow(x[1],2), 2 ) - pow(x[0]-3*x[1],2);
}

int main(){

	//initial guessing value for Rosenbrock function
	vector<double> init{1.23, 10.96};

	//initial trial simplex
	vector<vector<double> > simplex{{-1.5,-1}, {-2, -2}, {2.5, 1.5}};

	//optimizating...
	//printcon is a function printing container values

	using BT::Simplex;
	cout << "Rosenbrock function achieves minimum at:" << endl;
	printcon(Simplex(Rosenbrock(), init) );
	cout<<endl;
	
	cout << "Rosenbrock function achieves minimum at:" << endl;
	printcon(Simplex(rosenbrock, init, 1e-7, simplex, 1E5));
	cout<<endl;
	
	cout<<"Polynomial function achieves minimum at:"<<endl;
	printcon(Simplex(polynomial_fun, init, 1e-7, simplex));
	cout<<endl;
}