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Merged
sebsjames merged 2 commits into from
Aug 18, 2025
Merged

Using nm_simplex::step now #50

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03bbe23
Using nm_simplex::step now
sebsjames Aug 18, 2025
7dfe571
Always randomize starting simplex
sebsjames Aug 18, 2025
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77 changes: 25 additions & 52 deletions examples/rosenbrock.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -15,10 +15,12 @@
#include <chrono>

// Here's the Rosenbrock banana function
FLT banana (FLT x, FLT y) {
FLT a = 1.0;
FLT b = 100.0;
FLT rtn = ((a-x)*(a-x)) + (b * (y-(x*x)) * (y-(x*x)));
template<typename T>
T banana (T x, T y)
{
constexpr T a = T{1};
constexpr T b = T{100};
T rtn = ((a - x) * (a - x)) + (b * (y - (x * x)) * (y - (x * x)));
return rtn;
}

Expand All @@ -30,14 +32,15 @@ int main()
mplot::Visual v(2600, 1800, "Rosenbrock bananas");
v.zNear = 0.001;
v.zFar = 100000;
v.fov=60;
v.fov = 60;
v.showCoordArrows (true);
v.lightingEffects (true);

// Initialise the vertices
sm::vvec<FLT> v1 = { 0.7, 0.0 };
sm::vvec<FLT> v2 = { 0.0, 0.6 };
sm::vvec<FLT> v3 = { -0.6, -1.0 };
sm::rand_uniform<FLT> rng(-3, 3);
sm::vvec<FLT> v1 = { rng.get(), rng.get() };
sm::vvec<FLT> v2 = { rng.get(), rng.get() };
sm::vvec<FLT> v3 = { rng.get(), rng.get() };
sm::vvec<sm::vvec<FLT>> i_vertices = { v1, v2, v3 };

// Add a 'triangle visual' to be visualised as three rods
Expand All @@ -58,15 +61,15 @@ int main()
auto tfvp = v.addVisualModel (tfv);

// Check banana function
FLT test = banana (1.0, 1.0);
FLT test = banana<FLT> (1.0, 1.0);
std::cout << "test point on banana function = " << test << " (should be 0).\n";

// Evaluate banana function and plot
sm::hexgrid hg (0.01, 10, 0);
hg.setCircularBoundary (2.5);
std::vector<FLT> banana_vals(hg.num(), 0.0f);
for (size_t i = 0; i < hg.num(); ++i) {
banana_vals[i] = banana (hg.d_x[i], hg.d_y[i]);
banana_vals[i] = banana<FLT> (hg.d_x[i], hg.d_y[i]);
}
sm::range<FLT> mm = sm::range<FLT>::get_from (banana_vals);
std::cout << "Banana surface range: " << mm << std::endl;
Expand All @@ -87,11 +90,7 @@ int main()
simp.termination_threshold = std::numeric_limits<FLT>::epsilon();
// You can prevent the algo getting stuck if termination_threshold is too small
simp.too_many_operations = 10000;

// Temporary variable
FLT val = FLT{0};

sm::rand_uniform<float> rng(-3, 3);
simp.objective = [](sm::vvec<FLT> x) { return banana<FLT>(x[0], x[1]); }; // objective defined as lambda

// This is the same as the NM_Simplex::run function, but it is reproduced here to *visualize*
// the Simplex as it descends the surface. For a more compact way to write your NM_Simplex, see
Expand All @@ -103,60 +102,34 @@ int main()
std::chrono::steady_clock::time_point lastrender = std::chrono::steady_clock::now();
std::chrono::steady_clock::time_point lastoptstep = std::chrono::steady_clock::now();

// Now do the business
unsigned int lcount = 0;
// Now step until the algorithm is ready to finish
while (simp.state != sm::nm_simplex_state::ReadyToStop && !v.readyToFinish()) {

// Perform optimisation steps slowly
std::chrono::steady_clock::duration sinceoptstep = std::chrono::steady_clock::now() - lastoptstep;
if (std::chrono::duration_cast<std::chrono::milliseconds>(sinceoptstep).count() > 50) {
lcount++;
if (simp.state == sm::nm_simplex_state::NeedToComputeThenOrder) {
// 1. apply objective to each vertex
for (unsigned int i = 0; i <= simp.n; ++i) {
simp.values[i] = banana (simp.vertices[i][0], simp.vertices[i][1]);
}
simp.order();

} else if (simp.state == sm::nm_simplex_state::NeedToOrder) {
simp.order();

} else if (simp.state == sm::nm_simplex_state::NeedToComputeReflection) {
val = banana (simp.xr[0], simp.xr[1]);
simp.apply_reflection (val);

} else if (simp.state == sm::nm_simplex_state::NeedToComputeExpansion) {
val = banana (simp.xe[0], simp.xe[1]);
simp.apply_expansion (val);

} else if (simp.state == sm::nm_simplex_state::NeedToComputeContraction) {
val = banana (simp.xc[0], simp.xc[1]);
simp.apply_contraction (val);
}
// Step the NM simplex optimizer process once
simp.step();
lastoptstep = std::chrono::steady_clock::now();
}

// Visualise the triangle defined by simp.vertices
// Copy data out from NM_Simplex
// Visualize at about 60 Hz
std::chrono::steady_clock::duration sincerender = std::chrono::steady_clock::now() - lastrender;
if (std::chrono::duration_cast<std::chrono::milliseconds>(sincerender).count() > 17) { // 17 is about 60 Hz
// Copy data out from NM_Simplex to update the triangle visualization
for (unsigned int i = 0; i <= simp.n; ++i) {
tri_coords[i] = { simp.vertices[i][0], simp.vertices[i][1], 0.0 };
tri_values[i] = simp.values[i];
}
tfvp->reinit();

lastoptstep = std::chrono::steady_clock::now();
}

std::chrono::steady_clock::duration sincerender = std::chrono::steady_clock::now() - lastrender;
if (std::chrono::duration_cast<std::chrono::milliseconds>(sincerender).count() > 17) { // 17 is about 60 Hz
v.poll();
v.render();
lastrender = std::chrono::steady_clock::now();
}
}
std::vector<FLT> thebest = simp.best_vertex();
FLT bestval = simp.best_value();
std::cout << "FINISHED! lcount=" << lcount
<< ". Best approximation: (" << thebest[0] << "," << thebest[1]
<< ") has value " << bestval << std::endl;
std::cout << "Finished in " << simp.operation_count << " operations. Best approximation at: ("
<< thebest[0] << "," << thebest[1] << ") has value " << simp.best_value() << std::endl;

// Randomly set the next start position
v1 = { rng.get(), rng.get() };
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