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82 lines
2.2 KiB
C++
82 lines
2.2 KiB
C++
/*
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* Copyright Nick Thompson, 2024
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* Use, modification and distribution are subject to the
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* Boost Software License, Version 1.0. (See accompanying file
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* LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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*/
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#ifndef TEST_FUNCTIONS_FOR_OPTIMIZATION_HPP
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#define TEST_FUNCTIONS_FOR_OPTIMIZATION_HPP
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#include <boost/math/constants/constants.hpp>
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#include <array>
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#include <vector>
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// Taken from: https://en.wikipedia.org/wiki/Test_functions_for_optimization
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template <typename Real> Real ackley(std::array<Real, 2> const &v) {
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using std::sqrt;
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using std::cos;
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using std::exp;
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using boost::math::constants::two_pi;
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using boost::math::constants::e;
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Real x = v[0];
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Real y = v[1];
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Real arg1 = -sqrt((x * x + y * y) / 2) / 5;
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Real arg2 = cos(two_pi<Real>() * x) + cos(two_pi<Real>() * y);
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return -20 * exp(arg1) - exp(arg2 / 2) + 20 + e<Real>();
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}
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template <typename Real> auto rosenbrock_saddle(std::array<Real, 2> const &v) -> Real {
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Real x { v[0] };
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Real y { v[1] };
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return static_cast<Real>(100 * (x * x - y) * (x * x - y) + (1 - x) * (1 - x));
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}
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template <class Real> Real rastrigin(std::vector<Real> const &v) {
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using std::cos;
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using boost::math::constants::two_pi;
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auto A = static_cast<Real>(10);
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auto y = static_cast<Real>(10 * v.size());
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for (auto x : v) {
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y += x * x - A * cos(two_pi<Real>() * x);
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}
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return y;
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}
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// Useful for testing return-type != scalar argument type,
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// and robustness to NaNs:
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double sphere(std::vector<float> const &v) {
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double r = 0.0;
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for (auto x : v) {
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double x_ = static_cast<double>(x);
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r += x_ * x_;
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}
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if (r >= 1) {
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return std::numeric_limits<double>::quiet_NaN();
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}
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return r;
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}
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template<typename Real>
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Real three_hump_camel(std::array<Real, 2> const & v) {
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Real x = v[0];
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Real y = v[1];
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auto xsq = x*x;
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return 2*xsq - (1 + Real(1)/Real(20))*xsq*xsq + xsq*xsq*xsq/6 + x*y + y*y;
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}
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// Minima occurs at (3, 1/2) with value 0:
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template<typename Real>
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Real beale(std::array<Real, 2> const & v) {
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Real x = v[0];
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Real y = v[1];
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Real t1 = Real(3)/Real(2) -x + x*y;
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Real t2 = Real(9)/Real(4) -x + x*y*y;
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Real t3 = Real(21)/Real(8) -x + x*y*y*y;
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return t1*t1 + t2*t2 + t3*t3;
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}
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#endif
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