00001 /******************************************************************************/ 00002 /* */ 00003 /* R O S E N B R O C K F U N C T I O N C L A S S */ 00004 /* */ 00005 /* Roberto Lopez */ 00006 /* International Center for Numerical Methods in Engineering (CIMNE) */ 00007 /* Technical University of Catalonia (UPC) */ 00008 /* Barcelona, Spain */ 00009 /* E-mail: rlopez@cimne.upc.edu */ 00010 /* */ 00011 /******************************************************************************/ 00012 00013 00014 #include <iostream> 00015 #include <fstream> 00016 #include <math.h> 00017 00018 #include "RosenbrockFunction.h" 00019 00020 namespace Purple 00021 { 00022 00023 // GENERAL CONSTRUCTOR 00024 00025 /// General constructor. It creates a Rosenbrock's objective function object. 00026 /// It also initializes all the rest of class members to their default values: 00027 /// 00028 /// <ul> 00029 /// <li> Number of variables = 2. 00030 /// <li> Lower bound = -2.048,...,-2.048. 00031 /// <li> Upper bound = 2.048,...,2.048. 00032 /// </ul> 00033 00034 RosenbrockFunction::RosenbrockFunction(void) : ObjectiveFunction() 00035 { 00036 numberOfVariables = 2; 00037 00038 Vector<double> newLowerBound(numberOfVariables, -2.048); 00039 00040 lowerBound = newLowerBound; 00041 00042 Vector<double> newUpperBound(numberOfVariables, 2.048); 00043 00044 upperBound = newUpperBound; 00045 } 00046 00047 00048 // DESTRUCTOR 00049 00050 /// Destructor. 00051 00052 RosenbrockFunction::~RosenbrockFunction(void) 00053 { 00054 00055 } 00056 00057 00058 // METHODS 00059 00060 // double getEvaluation(Vector<double>) method 00061 00062 /// This method returns the Rosenbrock's function evaluation for a given argument. 00063 /// 00064 /// @param argument: Objective function argument. 00065 00066 double RosenbrockFunction::getEvaluation(Vector<double> argument) 00067 { 00068 double evaluation = 0.0; 00069 00070 int size = argument.getSize(); 00071 00072 if(size != numberOfVariables) 00073 { 00074 std::cout << std::endl 00075 << "Error: RosenbrockFunction class. " 00076 << "double getEvaluation(Vector<double>) method." << std::endl 00077 << "Size of argument must be equal to number of variables." << std::endl 00078 << std::endl; 00079 00080 std::cout << "Size of argument: " << size << std::endl 00081 << "Number of variables: " << numberOfVariables <<std::endl; 00082 00083 exit(1); 00084 } 00085 00086 // Get evaluation 00087 00088 for(int i = 0; i < numberOfVariables-1; i++) 00089 { 00090 evaluation += 100.0*pow(argument[i+1] - pow(argument[i],2), 2) 00091 + pow(1.0 - argument[i], 2); 00092 } 00093 00094 return(evaluation); 00095 } 00096 00097 } 00098 00099 00100 // Purple: An Open Source Numerical Optimization C++ Library. 00101 // Copyright (C) 2006 Roberto Lopez 00102 // 00103 // This library is free software; you can redistribute it and/or 00104 // modify it under the terms of the GNU Lesser General Public 00105 // License as published by the Free Software Foundation; either 00106 // version 2.1 of the License, or any later version. 00107 // 00108 // This library is distributed in the hope that it will be useful, 00109 // but WITHOUT ANY WARRANTY; without even the implied warranty of 00110 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU 00111 // Lesser General Public License for more details. 00112 00113 // You should have received a copy of the GNU Lesser General Public 00114 // License along with this library; if not, write to the Free Software 00115 // Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
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