package joptima.tests;
import joptima.fortran.*;
/**
*
*This class tests the Uncmin_f77 class.
*
*@author Steve Verrill
*@version .5 --- September 3, 1998
*
*/
public class UncminTest_f77 extends Object implements Uncmin_methods {
int id_f_to_min;
double c,d,e;
final double one_d_twopi = 1.0/(4.0*Math.asin(1.0));
UncminTest_f77(int idtemp, double ctemp, double dtemp, double etemp) {
id_f_to_min = idtemp;
c = ctemp;
d = dtemp;
e = etemp;
}
public static void main (String args[]) {
int another;
int idtemp;
double ctemp,dtemp,etemp;
double x0save[] = new double[5];
int i;
// Declarations needed for both optif0 and optif9
//
// Those declared of length 2 should always be declared of length 2.
// Those declared of length 5 should be declared of length narg+1
// where narg is the number of arguments over which you are
// optimizing.
int n;
int info[] = new int[2];
double x0[] = new double[5];
double x[] = new double[5];
double f[] = new double[2];
double g[] = new double[5];
double a[][] = new double[5][5];
double udiag[] = new double[5];
// Declarations only needed for optif9
//
// Those declared of length 2 should always be declared of length 2.
// Those declared of length 5 should be declared of length narg+1
// where narg is the number of arguments over which you are
// optimizing.
double typsiz[] = new double[5];
double fscale[] = new double[2];
int method[] = new int[2];
int iexp[] = new int[2];
int msg[] = new int[2];
int ndigit[] = new int[2];
int itnlim[] = new int[2];
int iagflg[] = new int[2];
int iahflg[] = new int[2];
double dlt[] = new double[2];
double gradtl[] = new double[2];
double stepmx[] = new double[2];
double steptl[] = new double[2];
another = 1;
while (another == 1) {
ctemp = dtemp = etemp = 0.0;
x0[0] = x0[1] = x0[2] = x0[3] = x0[4] = 0.0;
/*
Console is a public domain class described in Cornell
and Horstmann's Core Java (SunSoft Press, Prentice-Hall).
*/
idtemp = Console.readInt("\nWhat function do you " +
"want to minimize?\n\n" +
"0 -- x^2\n" +
"1 -- (x - c)^2 times (y - d)^2\n" +
"2 -- (x - c)^2 times (y - d)^2 times (z - e)^2\n" +
"3 -- extended Rosenbrock function\n" +
"4 -- Powell singular function\n" +
"5 -- trigonometric function\n" +
"6 -- helical valley function\n" +
"7 -- Wood function\n\n");
if (idtemp == 0) {
n = 1;
x0[1] = 10.0;
} else if (idtemp == 1) {
n = 2;
ctemp = Console.readDouble("\nWhat is the c value? ");
dtemp = Console.readDouble("\nWhat is the d value? ");
x0[1] = ctemp - 2;
x0[2] = dtemp + 3;
} else if (idtemp == 2) {
n = 3;
ctemp = Console.readDouble("\nWhat is the c value? ");
dtemp = Console.readDouble("\nWhat is the d value? ");
etemp = Console.readDouble("\nWhat is the e value? ");
x0[1] = ctemp - 2;
x0[2] = dtemp + 3;
x0[3] = etemp - 1.5;
} else if (idtemp == 3) {
n = 4;
x0[1] = -1.2;
x0[2] = 1.0;
x0[3] = -1.2;
x0[4] = 1.0;
} else if (idtemp == 4) {
n = 4;
x0[1] = 3.0;
x0[2] = -1.0;
x0[3] = 0.0;
x0[4] = 1.0;
} else if (idtemp == 5) {
n = 2;
x0[1] = .5;
x0[2] = .5;
} else if (idtemp == 6) {
n = 3;
x0[1] = -1.0;
x0[2] = 0.0;
x0[3] = 0.0;
} else {
n = 4;
x0[1] = -3.0;
x0[2] = -1.0;
x0[3] = -3.0;
x0[4] = -1.0;
}
for (i = 1; i <= 4; i++) {
x0save[i] = x0[i];
}
UncminTest_f77 uncmintest = new UncminTest_f77(idtemp,ctemp,dtemp,etemp);
// Test of optif0
System.out.print("\n\n*********Test of optif0*********\n\n");
System.out.print("\nThe x0 vector is \n\n");
System.out.print(x0[1] + " " + x0[2] + " " + x0[3] + " " +
x0[4] + "\n");
x[0] = x[1] = x[2] = x[3] = x[4] = 0.0;
g[0] = g[1] = g[2] = g[3] = g[4] = 0.0;
Uncmin_f77.optif0_f77(n,x0,uncmintest,x,f,g,info,a,udiag);
System.out.print("\nThe f value is " + f[1] + "\n");
System.out.print("\nThe x vector is \n\n");
System.out.print(x[1] + " " + x[2] + " " + x[3] + " " +
x[4] + "\n");
System.out.print("\nThe gradient vector is \n\n");
System.out.print(g[1] + " " + g[2] + " " + g[3] + " " +
g[4] + "\n");
// Test of optif9
System.out.print("\n\n*********Test of optif9*********\n\n");
System.out.print("\n\n*********iagflg=1, iahflg=0*********\n\n");
for (i = 1; i <= 4; i++) {
x0[i] = x0save[i];
}
System.out.print("\nThe x0 vector is \n\n");
System.out.print(x0[1] + " " + x0[2] + " " + x0[3] + " " +
x0[4] + "\n");
x[0] = x[1] = x[2] = x[3] = x[4] = 0.0;
g[0] = g[1] = g[2] = g[3] = g[4] = 0.0;
Uncmin_f77.dfault_f77(n,x0,typsiz,fscale,method,iexp,
msg,ndigit,itnlim,iagflg,iahflg,
dlt,gradtl,stepmx,steptl);
iagflg[1] = 1;
iahflg[1] = 0;
iexp[1] = 0;
Uncmin_f77.optif9_f77(n,x0,uncmintest,typsiz,fscale,method,iexp,
msg,ndigit,itnlim,iagflg,iahflg,
dlt,gradtl,stepmx,steptl,
x,f,g,info,a,udiag);
System.out.print("\nThe f value is " + f[1] + "\n");
System.out.print("\nThe x vector is \n\n");
System.out.print(x[1] + " " + x[2] + " " + x[3] + " " +
x[4] + "\n");
System.out.print("\nThe gradient vector is \n\n");
System.out.print(g[1] + " " + g[2] + " " + g[3] + " " +
g[4] + "\n");
System.out.print("\n\n*********Test of optif9*********\n\n");
System.out.print("\n\n*********iagflg=1, iahflg=1*********\n\n");
for (i = 1; i <= 4; i++) {
x0[i] = x0save[i];
}
System.out.print("\nThe x0 vector is \n\n");
System.out.print(x0[1] + " " + x0[2] + " " + x0[3] + " " +
x0[4] + "\n");
x[0] = x[1] = x[2] = x[3] = x[4] = 0.0;
g[0] = g[1] = g[2] = g[3] = g[4] = 0.0;
Uncmin_f77.dfault_f77(n,x0,typsiz,fscale,method,iexp,
msg,ndigit,itnlim,iagflg,iahflg,
dlt,gradtl,stepmx,steptl);
iagflg[1] = 1;
iahflg[1] = 1;
iexp[1] = 0;
Uncmin_f77.optif9_f77(n,x0,uncmintest,typsiz,fscale,method,iexp,
msg,ndigit,itnlim,iagflg,iahflg,
dlt,gradtl,stepmx,steptl,
x,f,g,info,a,udiag);
System.out.print("\nThe f value is " + f[1] + "\n");
System.out.print("\nThe x vector is \n\n");
System.out.print(x[1] + " " + x[2] + " " + x[3] + " " +
x[4] + "\n");
System.out.print("\nThe gradient vector is \n\n");
System.out.print(g[1] + " " + g[2] + " " + g[3] + " " +
g[4] + "\n");
another = Console.readInt("\nAnother test?" +
" 0 - no 1 - yes\n\n");
}
System.out.print("\n");
}
public double f_to_minimize(double x[]) {
double f,sq1,sq2,sq3,f1,f2,f3,f4,fac,c1,c2,s1,s2;
double theta,x1,x2,x3,x4;
if (id_f_to_min == 0) {
f = x[1]*x[1];
} else if (id_f_to_min == 1) {
sq1 = (x[1] - c)*(x[1] - c);
sq2 = (x[2] - d)*(x[2] - d);
f = sq1 + sq2;
} else if (id_f_to_min == 2) {
sq1 = (x[1] - c)*(x[1] - c);
sq2 = (x[2] - d)*(x[2] - d);
sq3 = (x[3] - e)*(x[3] - e);
f = sq1 + sq2 + sq3;
} else if (id_f_to_min == 3) {
f1 = 10.0*(x[2] - x[1]*x[1]);
f2 = 1.0 - x[1];
f3 = 10.0*(x[4] - x[3]*x[3]);
f4 = 1.0 - x[3];
f = f1*f1 + f2*f2 + f3*f3 + f4*f4;
} else if (id_f_to_min == 4) {
f1 = x[1] + 10.0*x[2];
f2 = Math.sqrt(5.0)*(x[3] - x[4]);
fac = x[2] - 2.0*x[3];
f3 = fac*fac;
fac = x[1] - x[4];
f4 = Math.sqrt(10.0)*fac*fac;
f = f1*f1 + f2*f2 + f3*f3 + f4*f4;
} else if (id_f_to_min == 5) {
c1 = Math.cos(x[1]);
c2 = Math.cos(x[2]);
s1 = Math.sin(x[1]);
s2 = Math.sin(x[2]);
f1 = 1.0 - (c1 + (1.0 - c1) - s1);
f2 = 2.0 - ((c1 + 2.0*(1 - c2) - s2) +
(c2 + 2.0*(1 - c2) - s2));
f = f1*f1 + f2*f2;
} else if (id_f_to_min == 6) {
if (x[1] > 0.0) {
theta = one_d_twopi*Math.atan(x[2]/x[1]);
} else {
theta = one_d_twopi*Math.atan(x[2]/x[1]) + .5;
}
f1 = 10.0*(x[3] - 10.0*theta);
f2 = 10.0*(Math.sqrt(x[1]*x[1] + x[2]*x[2]) - 1.0);
f3 = x[3];
f = f1*f1 + f2*f2 + f3*f3;
} else {
x1 = x[1];
x2 = x[2];
x3 = x[3];
x4 = x[4];
f = 100.0*(x1*x1 - x2)*(x1*x1 - x2) + (1.0 - x1)*(1.0 - x1) +
90.0*(x3*x3 - x4)*(x3*x3 - x4) + (1.0 - x3)*(1.0 - x3) +
10.1*((1.0 - x2)*(1.0 - x2) + (1.0 - x4)*(1.0 - x4)) +
19.8*(1.0 - x2)*(1.0 - x4);
}
return f;
}
public void gradient(double x[], double g[]) {
double f,sq1,sq2,sq3,f1,f2,f3,f4,fac,c1,c2,s1,s2;
double theta,x1,x2,x3,x4;
double f1d1,f1d2,f1d3;
double f2d1,f2d2,f2d3;
double f3d1,f3d2,f3d3;
double thd1,thd2;
if (id_f_to_min == 0) {
g[1] = 2.0*x[1];
} else if (id_f_to_min == 1) {
g[1] = 2.0*(x[1] - c);
g[2] = 2.0*(x[2] - d);
} else if (id_f_to_min == 2) {
g[1] = 2.0*(x[1] - c);
g[2] = 2.0*(x[2] - d);
g[3] = 2.0*(x[3] - e);
} else if (id_f_to_min == 3) {
g[2] = 200.0*(x[2] - x[1]*x[1]);
g[4] = 200.0*(x[4] - x[3]*x[3]);
g[1] = -g[2]*2.0*x[1] - 2.0*(1.0 - x[1]);
g[3] = -g[4]*2.0*x[3] - 2.0*(1.0 - x[3]);
} else if (id_f_to_min == 4) {
f1 = x[1] + 10.0*x[2];
f2 = x[3] - x[4];
f3 = x[2] - 2.0*x[3];
f4 = x[1] - x[4];
g[1] = 2.0*f1 + 40.0*f4*f4*f4;
g[2] = 20.0*f1 + 4.0*f3*f3*f3;
g[3] = 10.0*f2 - 8.0*f3*f3*f3;
g[4] = -(10.0*f2 + 40.0*f4*f4*f4);
} else if (id_f_to_min == 5) {
c1 = Math.cos(x[1]);
c2 = Math.cos(x[2]);
s1 = Math.sin(x[1]);
s2 = Math.sin(x[2]);
f1 = 1.0 - (c1 + (1.0 - c1) - s1);
f2 = 2.0 - ((c1 + 2.0*(1 - c2) - s2) +
(c2 + 2.0*(1 - c2) - s2));
f1d1 = c1;
f1d2 = 0.0;
f2d1 = s1;
f2d2 = -3.0*s2 + 2.0*c2;
g[1] = 2.0*f1*f1d1 + 2.0*f2*f2d1;
g[2] = 2.0*f2*f2d2;
} else if (id_f_to_min == 6) {
if (x[1] > 0.0) {
theta = one_d_twopi*Math.atan(x[2]/x[1]);
} else {
theta = one_d_twopi*Math.atan(x[2]/x[1]) + .5;
}
f1 = 10.0*(x[3] - 10.0*theta);
f2 = 10.0*(Math.sqrt(x[1]*x[1] + x[2]*x[2]) - 1.0);
f3 = x[3];
fac = 1.0/(1.0 + x[2]*x[2]/(x[1]*x[1]));
thd2 = one_d_twopi*fac/x[1];
thd1 = -thd2*x[2]/x[1];
f1d1 = -100.0*thd1;
f1d2 = -100.0*thd2;
f1d3 = 10.0;
fac = 1.0/Math.sqrt(x[1]*x[1] + x[2]*x[2]);
f2d1 = 10.0*x[1]*fac;
f2d2 = 10.0*x[2]*fac;
f2d3 = 0.0;
f3d1 = 0.0;
f3d2 = 0.0;
f3d3 = 1.0;
g[1] = 2.0*(f1*f1d1 + f2*f2d1 + f3*f3d1);
g[2] = 2.0*(f1*f1d2 + f2*f2d2 + f3*f3d2);
g[3] = 2.0*(f1*f1d3 + f2*f2d3 + f3*f3d3);
} else {
x1 = x[1];
x2 = x[2];
x3 = x[3];
x4 = x[4];
g[1] = 400.0*x1*(x1*x1 - x2) - 2.0*(1.0 - x1);
g[2] = -200.0*(x1*x1 - x2) - 20.2*(1.0 - x2) - 19.8*(1.0 -
x4);
g[3] = 360.0*x3*(x3*x3 - x4) - 2.0*(1.0 - x3);
g[4] = -180.0*(x3*x3 - x4) - 20.2*(1.0 - x4) - 19.8*(1.0 -
x2);
}
}
public void hessian(double x[], double h[][]) {
double f,sq1,sq2,sq3,f1,f2,f3,f4,fac,c1,c2,s1,s2;
double theta,x1,x2,x3,x4;
double f1d1,f1d2,f1d3,f1d11,f1d12,f1d13,f1d22,f1d23,f1d33;
double f2d1,f2d2,f2d3,f2d11,f2d12,f2d13,f2d22,f2d23,f2d33;
double f3d1,f3d2,f3d3,f3d11,f3d12,f3d13,f3d22,f3d23,f3d33;
double thd1,thd2,thd11,thd22,thd12;
// IMPORTANT: If you want Uncmin to check your analytic
// Hessian, you must fill only the lower triangle of h.
if (id_f_to_min == 0) {
h[1][1] = 2.0;
} else if (id_f_to_min == 1) {
h[1][1] = 2.0;
// h[1][2] = 0.0;
h[2][1] = 0.0;
h[2][2] = 2.0;
} else if (id_f_to_min == 2) {
h[1][1] = 2.0;
// h[1][2] = 0.0;
// h[1][3] = 0.0;
h[2][1] = 0.0;
h[2][2] = 2.0;
// h[2][3] = 0.0;
h[3][1] = 0.0;
h[3][2] = 0.0;
h[3][3] = 2.0;
} else if (id_f_to_min == 3) {
h[1][1] = 800.0*x[1]*x[1] -
400.0*(x[2] - x[1]*x[1]) + 2.0;
// h[1][2] = -400.0*x[1];
// h[1][3] = 0.0;
// h[1][4] = 0.0;
h[2][1] = -400.0*x[1];
h[2][2] = 200.0;
// h[2][3] = 0.0;
// h[2][4] = 0.0;
h[3][1] = 0.0;
h[3][2] = 0.0;
h[3][3] = 800.0*x[3]*x[3] -
400.0*(x[4] - x[3]*x[3]) + 2.0;
// h[3][4] = -400.0*x[3];
h[4][1] = 0.0;
h[4][2] = 0.0;
h[4][3] = -400.0*x[3];
h[4][4] = 200.0;
} else if (id_f_to_min == 4) {
f3 = x[2] - 2.0*x[3];
f4 = x[1] - x[4];
h[1][1] = 2.0 + 120.0*f4*f4;
// h[1][2] = 20.0;
// h[1][3] = 0.0;
// h[1][4] = -120.0*f4*f4;
h[2][1] = 20.0;
h[2][2] = 200.0 + 12.0*f3*f3;
// h[2][3] = -24.0*f3*f3;
// h[2][4] = 0.0;
h[3][1] = 0.0;
h[3][2] = -24.0*f3*f3;
h[3][3] = 10.0 + 48.0*f3*f3;
// h[3][4] = -10.0;
h[4][1] = -120.0*f4*f4;
h[4][2] = 0.0;
h[4][3] = -10.0;
h[4][4] = 10.0 + 120.0*f4*f4;
} else if (id_f_to_min == 5) {
c1 = Math.cos(x[1]);
c2 = Math.cos(x[2]);
s1 = Math.sin(x[1]);
s2 = Math.sin(x[2]);
f1 = 1.0 - (c1 + (1.0 - c1) - s1);
f2 = 2.0 - ((c1 + 2.0*(1 - c2) - s2) +
(c2 + 2.0*(1 - c2) - s2));
f1d1 = c1;
f1d2 = 0.0;
f2d1 = s1;
f2d2 = -3.0*s2 + 2.0*c2;
f1d11 = -s1;
f1d22 = 0.0;
f1d12 = 0.0;
f2d11 = c1;
f2d22 = -3.0*c2 - 2.0*s2;
f2d12 = 0.0;
h[1][1] = 2.0*f1d1*f1d1 + 2.0*f1*f1d11 +
2.0*f2d1*f2d1 + 2.0*f2*f2d11;
// h[1][2] = 2.0*f1d1*f1d2 + 2.0*f1*f1d12 +
// 2.0*f2d1*f2d2 + 2.0*f2*f2d12;
h[2][1] = 2.0*f1d1*f1d2 + 2.0*f1*f1d12 +
2.0*f2d1*f2d2 + 2.0*f2*f2d12;
h[2][2] = 2.0*f1d2*f1d2 + 2.0*f1*f1d22 +
2.0*f2d2*f2d2 + 2.0*f2*f2d22;
} else if (id_f_to_min == 6) {
x1 = x[1];
x2 = x[2];
if (x[1] > 0.0) {
theta = one_d_twopi*Math.atan(x[2]/x[1]);
} else {
theta = one_d_twopi*Math.atan(x[2]/x[1]) + .5;
}
f1 = 10.0*(x[3] - 10.0*theta);
f2 = 10.0*(Math.sqrt(x[1]*x[1] + x[2]*x[2]) - 1.0);
f3 = x[3];
fac = 1.0/(1.0 + x[2]*x[2]/(x[1]*x[1]));
thd2 = one_d_twopi*fac/x[1];
thd1 = -thd2*x[2]/x[1];
thd11 = -one_d_twopi*fac*fac*2.0*x2*x2*x2/(x1*x1*x1*x1*x1) +
one_d_twopi*fac*2.0*x2/(x1*x1*x1);
thd12 = one_d_twopi*fac*fac*2.0*x2*x2/(x1*x1*x1*x1) -
one_d_twopi*fac/(x1*x1);
thd22 = -one_d_twopi*fac*fac*2.0*x2/(x1*x1*x1);
f1d1 = -100.0*thd1;
f1d2 = -100.0*thd2;
f1d3 = 10.0;
fac = 1.0/Math.sqrt(x[1]*x[1] + x[2]*x[2]);
f2d1 = 10.0*x[1]*fac;
f2d2 = 10.0*x[2]*fac;
f2d3 = 0.0;
f3d1 = 0.0;
f3d2 = 0.0;
f3d3 = 1.0;
f1d11 = -100.0*thd11;
f1d12 = -100.0*thd12;
f1d13 = 0.0;
f1d22 = -100.0*thd22;
f1d23 = 0.0;
f1d33 = 0.0;
f2d11 = -10.0*fac*fac*fac*x1*x1 + 10.0*fac;
f2d12 = -10.0*x1*x2*fac*fac*fac;
f2d13 = 0.0;
f2d22 = -10.0*fac*fac*fac*x2*x2 + 10.0*fac;
f2d23 = 0.0;
f2d33 = 0.0;
f3d11 = 0.0;
f3d12 = 0.0;
f3d13 = 0.0;
f3d22 = 0.0;
f3d23 = 0.0;
f3d33 = 0.0;
h[1][1] = 2.0*f1d1*f1d1 + 2.0*f1*f1d11 +
2.0*f2d1*f2d1 + 2.0*f2*f2d11 +
2.0*f3d1*f3d1 + 2.0*f3*f3d11;
// h[1][2] = 2.0*f1d1*f1d2 + 2.0*f1*f1d12 +
// 2.0*f2d1*f2d2 + 2.0*f2*f2d12 +
// 2.0*f3d1*f3d2 + 2.0*f3*f3d12;
// h[1][3] = 2.0*f1d1*f1d3 + 2.0*f1*f1d13 +
// 2.0*f2d1*f2d3 + 2.0*f2*f2d13 +
// 2.0*f3d1*f3d3 + 2.0*f3*f3d13;
h[2][1] = 2.0*f1d1*f1d2 + 2.0*f1*f1d12 +
2.0*f2d1*f2d2 + 2.0*f2*f2d12 +
2.0*f3d1*f3d2 + 2.0*f3*f3d12;
h[2][2] = 2.0*f1d2*f1d2 + 2.0*f1*f1d22 +
2.0*f2d2*f2d2 + 2.0*f2*f2d22 +
2.0*f3d2*f3d2 + 2.0*f3*f3d22;
// h[2][3] = 2.0*f1d2*f1d3 + 2.0*f1*f1d23 +
// 2.0*f2d2*f2d3 + 2.0*f2*f2d23 +
// 2.0*f3d2*f3d3 + 2.0*f3*f3d23;
h[3][1] = 2.0*f1d1*f1d3 + 2.0*f1*f1d13 +
2.0*f2d1*f2d3 + 2.0*f2*f2d13 +
2.0*f3d1*f3d3 + 2.0*f3*f3d13;
h[3][2] = 2.0*f1d2*f1d3 + 2.0*f1*f1d23 +
2.0*f2d2*f2d3 + 2.0*f2*f2d23 +
2.0*f3d2*f3d3 + 2.0*f3*f3d23;
h[3][3] = 2.0*f1d3*f1d3 + 2.0*f1*f1d33 +
2.0*f2d3*f2d3 + 2.0*f2*f2d33 +
2.0*f3d3*f3d3 + 2.0*f3*f3d33;
} else {
x1 = x[1];
x2 = x[2];
x3 = x[3];
x4 = x[4];
h[1][1] = 400.0*(3.0*x1*x1 - x2) + 2.0;
// h[1][2] = -400.0*x1;
// h[1][3] = 0.0;
// h[1][4] = 0.0;
h[2][1] = -400.0*x1;
h[2][2] = 220.2;
// h[2][3] = 0.0;
// h[2][4] = 19.8;
h[3][1] = 0.0;
h[3][2] = 0.0;
h[3][3] = 360.0*(3.0*x3*x3 - x4) + 2.0;
// h[3][4] = -360.0*x3;
h[4][1] = 0.0;
h[4][2] = 19.8;
h[4][3] = -360.0*x3;
h[4][4] = 200.2;
}
}
}
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