NICE_GP_HIK_Exp/progs/testWackerOptimization.cpp

/** 
* @file testWackerOptimization.cpp
* @brief test the downhill simplex method on a toy example
* @author Erik Rodner
* @date 01/31/2012

*/
#include "core/basics/Config.h"

#include "optimization/DownhillSimplexOptimizer.h"
#include "optimization/GoldenCutLineSearcher.h"
#include "optimization/FileLog.h"

using namespace std;
using namespace NICE;

const int dim = 1;

class MyCostFunction : public CostFunction
{
  public: 
  
   MyCostFunction() : CostFunction(dim)
   {
   }

   virtual double evaluate(const optimization::matrix_type & x)
   {
     double f;
     cerr << x.rows() << " x " << x.cols() << endl;
     if ( x.rows() == 1 )
     {
       cerr << "current position: " << x[0][0] << endl;
       f = pow(x[0][0] - 0.3, 2.0);
       cerr << "function value: " << f << endl;

     } else {
       cerr << "current position: " << x[0][0] << " " << x[1][0] << endl;
       f = pow(x[0][0] - 0.3, 2.0) + pow( x[1][0] - 0.2, 2.0 );
       cerr << "function value: " << f << endl;
     }
     return f;
   }


};

/** 
    
    test the downhill simplex method on a toy example 
    
*/
int main (int argc, char **argv)
{   
    std::set_terminate(__gnu_cxx::__verbose_terminate_handler);

    Config conf ( argc, argv );
    
    
    CostFunction *func = new MyCostFunction(); 

    optimization::matrix_type initialParams (dim, 1);
    initialParams.Set(0.8);
    if ( dim == 2 ) 
      cerr << initialParams[0][0] << " " << initialParams[1][0] << endl;

    optimization::matrix_type scales (dim, 1);
    scales.Set(1.0);

    SimpleOptProblem optProblem ( func, initialParams, scales );
 
    bool useDownhill = conf.gB("main", "use_downhill", true ); 
    if ( useDownhill ) {
      DownhillSimplexOptimizer optimizer;
      optimizer.setMaxNumIter(true, conf.gI("main", "max_iterations", 10));
      optimizer.optimizeProb ( optProblem );
      
      /* Contraints are not working for DownhillSimplexOptimizer 
      optProblem.setUpperBound(0, 1.0);
      optProblem.setLowerBound(0, 0.0);
      optProblem.setUpperBound(1, 1.0);
      optProblem.setLowerBound(1, 0.0);  
      */

    } else {
      FileLog fl ("/tmp/optimizer.log");
      GoldenCutLineSearcher optimizer ( func, &fl );
      optimizer.setBounds(0.0, 1.0);
      optimizer.optimize();
    }
    
    
    delete func;
    return 0;
}