int main(int argc, char **argv) { unsigned n, j, i, sdim; static double x[MAXDIM]; double testint_sobol = 0, testint_rand = 0; nlopt_sobol s; if (argc < 3) { fprintf(stderr, "Usage: %s <sdim> <ngen>\n", argv[0]); return 1; } nlopt_init_genrand(time(NULL)); sdim = atoi(argv[1]); s = nlopt_sobol_create(sdim); n = atoi(argv[2]); nlopt_sobol_skip(s, n, x); for (j = 1; j <= n; ++j) { nlopt_sobol_next01(s, x); testint_sobol += testfunc(sdim, x); if (j < 100) { printf("x[%u]: %g", j, x[0]); for (i = 1; i < sdim; ++i) printf(", %g", x[i]); printf("\n"); } for (i = 0; i < sdim; ++i) x[i] = nlopt_urand(0., 1.); testint_rand += testfunc(sdim, x); } nlopt_sobol_destroy(s); printf("Test integral = %g using Sobol, %g using pseudorandom.\n", testint_sobol / n, testint_rand / n); printf(" error = %g using Sobol, %g using pseudorandom.\n", testint_sobol / n - 1, testint_rand / n - 1); return 0; }
void NLOPT_STDCALL nlopt_srand(unsigned long seed) { nlopt_srand_called = 1; nlopt_init_genrand(seed); }