/*===========================================================================*\
* *
* CoMISo *
* Copyright (C) 2008-2019 by Computer Graphics Group, RWTH Aachen *
* www.rwth-graphics.de *
* *
*---------------------------------------------------------------------------*
* This file is part of CoMISo. *
* *
* CoMISo is free software: you can redistribute it and/or modify *
* it under the terms of the GNU General Public License as published by *
* the Free Software Foundation, either version 3 of the License, or *
* (at your option) any later version. *
* *
* CoMISo 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. See the *
* GNU General Public License for more details. *
* *
* You should have received a copy of the GNU General Public License *
* along with CoMISo. If not, see . *
* *
\*===========================================================================*/
#include
#include
#include
#include
#include
#include
//------------------------------------------------------------------------------------------------------
class SmallNProblem : public COMISO::NProblemInterface
{
public:
// specify a function which has several local minima
// f(x,y) = x^4 + y^4
// number of unknown variables, here x and y = 2
virtual int n_unknowns ( )
{
return 2;
}
// initial value where the optimization should start from
virtual void initial_x ( double* _x )
{
_x[0] = 4.0;
_x[1] = 2.0;
}
// function evaluation at location _x
virtual double eval_f ( const double* _x )
{
return std::pow(_x[0], 4) + std::pow(_x[1], 4);
}
// gradient evaluation at location _x
virtual void eval_gradient( const double* _x, double* _g)
{
_g[0] = 4.0*std::pow(_x[0], 3);
_g[1] = 4.0*std::pow(_x[1], 3);
}
// hessian matrix evaluation at location _x
virtual void eval_hessian ( const double* _x, SMatrixNP& _H)
{
_H.resize(n_unknowns(), n_unknowns());
_H.setZero();
_H.coeffRef(0,0) = 12.0*std::pow(_x[0], 2);
_H.coeffRef(1,0) = 0.0;
_H.coeffRef(0,1) = 0.0;
_H.coeffRef(1,1) = 12.0*std::pow(_x[1], 2);
}
// print result
virtual void store_result ( const double* _x )
{
solution.resize(n_unknowns());
for (int i = 0; i < n_unknowns(); ++i)
solution[i] = _x[i];
}
// advanced properties
virtual bool constant_hessian() const { return false; }
std::vector solution;
};
// Example main
int main(void)
{
std::cout << "---------- 1) Get an instance of a problem..." << std::endl;
SmallNProblem problem;
std::cout << "---------- 2) Set up constraints..." << std::endl;
int n_constraints = 2; // there will be two constraints
Eigen::VectorXi b;
COMISO::ExactConstraintSatisfaction::SP_Matrix_R A(n_constraints, problem.n_unknowns());
b.setZero(n_constraints);
// first constraint: first variable equals three times second
//different number of constraints :
if(n_constraints == 2)
{
A.coeffRef(0,0) = 2;
A.coeffRef(0,1) = -1;
b.coeffRef(0) = 0;
A.coeffRef(1,0) = -2;
A.coeffRef(1,1) = 8;
b.coeffRef(1) = 21;
}
std::cout << "Constraints: Ax = b with A = \n" << A << "and b = \n" << b << std::endl;
std::cout << "---------- 3) Solve with Newton Solver..." << std::endl;
COMISO::NewtonSolver nsolver;
nsolver.set_verbosity(15);
Eigen::SparseMatrix Ad = A.cast();
Eigen::VectorXd bd = b.cast();
nsolver.solve(&problem, Ad, bd);
std::cout << "---------- 4) Print solution..." << std::endl;
std::cout << std::setprecision(100);
for (unsigned int i = 0; i < problem.n_unknowns(); ++i)
std::cout << "x[" << i << "] = " << problem.solution[i] << std::endl;
std::cout << "---------- 5) Check constraint violation..." << std::endl;
Eigen::VectorXd x;
x.resize(problem.n_unknowns());
for (unsigned int i = 0; i < problem.n_unknowns(); ++i)
x.coeffRef(i) = problem.solution[i];
std::cout << "Constraint violation: " << (A.cast() *x - b.cast()).squaredNorm() << std::endl;
std::cout << "---------- 6) Try to exactly fulfill constraints..." << std::endl;
COMISO::ExactConstraintSatisfaction satisfy;
// satisfy.print_matrix(A);
satisfy.evaluation(A, b, x);
for (unsigned int i = 0; i < problem.n_unknowns(); ++i)
std::cout << "x[" << i << "] = " << x[i] << std::endl;
std::cout << "---------- 7) Check constraint violation again..." << std::endl;
std::cout << "Constraint violation: " << (A.cast() *x - b.cast()).squaredNorm() << std::endl;
return 0;
}