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Added different methods for trust region search.

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This commit is contained in:
Dongryeol Lee
2011-01-15 03:25:09 +00:00
parent 86602f8a53
commit e8a358d25e
1 changed files with 26 additions and 9 deletions
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fastlib/trunk/contrib/dongryel/thesis_research/core/optimization/optimization.test.cc
+26 -9
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@@ -183,7 +183,10 @@ template< template<typename> class OptimizerType >
class OptimizationTest {
public:
void TestExtendedRosenbrockFunction() {
void TestExtendedRosenbrockFunction(
core::optimization::TrustRegionSearchMethod::SearchType
trust_region_search_method =
core::optimization::TrustRegionSearchMethod::CAUCHY) {
std::cout << "Testing extended Rosenbrock function: optimal value: 0.\n";
for(int i = 0; i < 10; i++) {
@@ -200,7 +203,7 @@ class OptimizationTest {
extended_rosenbrock_function_optimizer,
extended_rosenbrock_function,
std::min(extended_rosenbrock_function.num_dimensions() / 2, 20),
core::optimization::TrustRegionSearchMethod::CAUCHY);
trust_region_search_method);
extended_rosenbrock_function_optimizer.Optimize(
-1, &extended_rosenbrock_function_optimized);
@@ -226,7 +229,10 @@ class OptimizationTest {
}
}
void TestWoodFunction() {
void TestWoodFunction(
core::optimization::TrustRegionSearchMethod::SearchType
trust_region_search_method =
core::optimization::TrustRegionSearchMethod::CAUCHY) {
printf("Testing wood function: optimal value: 0.\n");
core::optimization::optimization_test::WoodFunction wood_function;
arma::vec wood_function_optimized;
@@ -237,9 +243,7 @@ class OptimizationTest {
core::optimization::optimization_test::
OptimizerInitTrait <
OptimizerType >::Init(
wood_function_optimizer,
wood_function, 3,
core::optimization::TrustRegionSearchMethod::CAUCHY);
wood_function_optimizer, wood_function, 3, trust_region_search_method);
wood_function_optimizer.Optimize(-1, &wood_function_optimized);
// It should converge to something close to (1, 1, 1, 1)^T
@@ -261,10 +265,23 @@ int main(int argc, char *argv[]) {
core::optimization::Lbfgs > lbfgs_test;
lbfgs_test.TestExtendedRosenbrockFunction();
lbfgs_test.TestWoodFunction();
printf("Starting trust region tests.\n");
printf("Starting trust region tests (Cauchy Point).\n");
core::optimization::optimization_test::OptimizationTest <
core::optimization::TrustRegion > trust_region_test;
trust_region_test.TestExtendedRosenbrockFunction();
trust_region_test.TestWoodFunction();
trust_region_test.TestExtendedRosenbrockFunction(
core::optimization::TrustRegionSearchMethod::CAUCHY);
trust_region_test.TestWoodFunction(
core::optimization::TrustRegionSearchMethod::CAUCHY);
printf("Starting trust region tests (Dogleg).\n");
trust_region_test.TestExtendedRosenbrockFunction(
core::optimization::TrustRegionSearchMethod::DOGLEG);
trust_region_test.TestWoodFunction(
core::optimization::TrustRegionSearchMethod::DOGLEG);
printf("Starting trust region tests (Steihaug).\n");
trust_region_test.TestExtendedRosenbrockFunction(
core::optimization::TrustRegionSearchMethod::STEIHAUG);
trust_region_test.TestWoodFunction(
core::optimization::TrustRegionSearchMethod::STEIHAUG);
printf("All tests passed!");
}