1. Nonlinear CG with More-Thuente Line Search on an NLF1
2. Nonlinear CG with backtracking Line Search on an NLF1
00001 00011 #include <fstream> 00012 00013 #include "OptCG.h" 00014 #include "NLF.h" 00015 #include "tstfcn.h" 00016 00017 using NEWMAT::ColumnVector; 00018 using namespace OPTPP; 00019 00020 #define true 1 00021 #define false 0 00022 00023 void update_model(int, int, ColumnVector) {} 00024 00025 int main () 00026 { 00027 int n = 2; 00028 00029 static char *status_file = {"tstcg.out"}; 00030 00031 // Create a Nonlinear problem object 00032 00033 NLF1 nlp(n,rosen,init_rosen); 00034 00035 // Build a CG object and optimize 00036 00037 OptCG objfcn(&nlp); 00038 objfcn.setUpdateModel(update_model); 00039 if (!objfcn.setOutputFile(status_file, 0)) 00040 cerr << "main: output file open failed" << endl; 00041 objfcn.setGradTol(1.e-6); 00042 objfcn.setMaxBacktrackIter(10); 00043 objfcn.optimize(); 00044 00045 objfcn.printStatus("Solution from CG: Fcn not Expensive"); 00046 00047 #ifdef REG_TEST 00048 ColumnVector x_sol = nlp.getXc(); 00049 double f_sol = nlp.getF(); 00050 ostream* optout = objfcn.getOutputFile(); 00051 if ((1.0 - x_sol(1) <= 1.e-2) && (1.0 - x_sol(2) <= 1.e-2) && (f_sol 00052 <= 00053 1.e-2)) 00054 *optout << "CG 1 PASSED" << endl; 00055 else 00056 *optout << "CG 1 FAILED" << endl; 00057 #endif 00058 00059 objfcn.cleanup(); 00060 00061 // Build a CG object and optimize 00062 00063 NLF1 nlp2(n,rosen,init_rosen); 00064 nlp2.setIsExpensive(true); 00065 00066 OptCG objfcn2(&nlp2); 00067 objfcn2.setUpdateModel(update_model); 00068 objfcn2.setOutputFile(status_file, 1); 00069 objfcn2.setGradTol(1.e-6); 00070 objfcn2.setLineSearchTol(1.e-4); 00071 objfcn2.setMaxBacktrackIter(10); 00072 objfcn2.optimize(); 00073 00074 objfcn2.printStatus("Solution from CG: Fcn Expensive"); 00075 00076 #ifdef REG_TEST 00077 x_sol = nlp2.getXc(); 00078 f_sol = nlp2.getF(); 00079 optout = objfcn2.getOutputFile(); 00080 if ((1.0 - x_sol(1) <= 1.e-2) && (1.0 - x_sol(2) <= 1.e-2) && (f_sol 00081 <= 00082 1.e-2)) 00083 *optout << "CG 2 PASSED" << endl; 00084 else 00085 *optout << "CG 2 FAILED" << endl; 00086 #endif 00087 00088 objfcn2.cleanup(); 00089 }
, last revised August 30, 2006.