void Michalewicz::runProblem()
{
double pi = atan(1)*4;
std::vector<VariablePtr> vars = {
std::make_shared<Variable>(0, 0, pi),
std::make_shared<Variable>(0, 0, pi),
std::make_shared<Variable>(1)
};
// Set starting points
vars.at(0)->setValue(1.0);
vars.at(1)->setValue(1.0);
DataTable data;
unsigned int nums = 10; // 60x60 yields is sufficient to model function around optimum
auto x1 = linspace(0, 4, nums);
auto x2 = linspace(0, 4, nums);
for (auto x1i : x1)
{
for (auto x2i : x2)
{
DenseVector xd(2); xd << x1i, x2i;
double yd = michalewiczFunction(xd);
data.addSample(xd, yd);
}
}
// Test accuracy of B-spline
// DenseVector (*foo)(DenseVector);
// foo = &michalewiczFunction;
// BSpline* bs = new BSpline(*data, 3);
// bool testpassed = bs->testBspline(foo);
// if (testpassed)
// {
// cout << "B-spline is very accurate:)" << endl;
// }
// else
// {
// cout << "B-spline is NOT very accurate:(" << endl;
// }
BSpline bs = BSpline::Builder(data).degree(3).build();
auto constraint = std::make_shared<ConstraintBSpline>(vars, bs, false);
//SolverIpopt solver(constraint);
BB::BranchAndBound solver(constraint);
// Optimize
SolverResult result = solver.optimize();
cout << result << endl;
fopt_found = result.objectiveValue;
zopt_found = result.primalVariables;
cout << zopt_found << endl;
}
void Michalewicz::runProblem()
{
double pi = atan(1)*4;
std::vector<VariablePtr> vars = {
std::make_shared<Variable>(0, 0, pi),
std::make_shared<Variable>(0, 0, pi),
std::make_shared<Variable>(1)
};
// Set starting points
vars.at(0)->setValue(1.0);
vars.at(1)->setValue(1.0);
DataTable data;
double dx = 0.05;
for (double x1 = 0; x1 <= pi; x1+=dx)
{
for (double x2 = 0; x2 <= pi; x2+=dx)
{
std::vector<double> x = {x1, x2};
DenseVector xd(2); xd << x1, x2;
DenseVector yd = michalewiczFunction(xd);
data.addSample(x,yd(0));
}
}
// Test accuracy of B-spline
// DenseVector (*foo)(DenseVector);
// foo = &michalewiczFunction;
// BSpline* bs = new BSpline(*data, 3);
// bool testpassed = bs->testBspline(foo);
// if (testpassed)
// {
// cout << "B-spline is very accurate:)" << endl;
// }
// else
// {
// cout << "B-spline is NOT very accurate:(" << endl;
// }
BSpline bs(data, BSplineType::CUBIC);
auto constraint = std::make_shared<ConstraintBSpline>(vars, bs, false);
//SolverIpopt solver(constraint);
BB::BranchAndBound solver(constraint);
// Optimize
SolverResult result = solver.optimize();
cout << result << endl;
fopt_found = result.objectiveValue;
zopt_found = result.primalVariables;
cout << zopt_found << endl;
}
