nelder_mead_opt_test_function.hpp

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/*

PICCANTE
The hottest HDR imaging library!
http://vcg.isti.cnr.it/piccante

Copyright (C) 2014
Visual Computing Laboratory - ISTI CNR
http://vcg.isti.cnr.it
First author: Francesco Banterle

This Source Code Form is subject to the terms of the Mozilla Public
License, v. 2.0. If a copy of the MPL was not distributed with this
file, You can obtain one at http://mozilla.org/MPL/2.0/.

*/

#ifndef PIC_COMPUTER_VISION_NELDER_MEAD_OPT_TEST_FUNCTION_HPP
#define PIC_COMPUTER_VISION_NELDER_MEAD_OPT_TEST_FUNCTION_HPP

#include <random>

#include "../util/nelder_mead_opt_base.hpp"

namespace pic {

class NelderMeadOptTestFunction: public NelderMeadOptBase<float>
{
public:

    float a, b;

    NelderMeadOptTestFunction(float a, float b) : NelderMeadOptBase()
    {
        this->a = a;
        this->b = b;
    }

    float function(float *x, unsigned int n)
    {
        if(n != 2) {
            return FLT_MAX;
        }

        float a_x = (a - x[0]);
        float y_x2 = x[1] - x[0] * x[0];

        return a_x * a_x + b * y_x2 *y_x2;
    }

    static void test()
    {
        NelderMeadOptTestFunction test(1.0f, 100.0f);

        std::mt19937 rnd(1);
        float start[2];
        for(int i = 0; i < 1000; i++) {

            start[0] = float(rnd() % 1000) * 0.003f;
            start[1] = float(rnd() % 1000) * 0.002f;

            float *sol = test.run(start, 2, 1e-12f, 10000);
            printf("x: %f y: %f f: %f\n", sol[0], sol[1], test.function(sol, 2));
        }
    }
};

}

#endif // PIC_COMPUTER_VISION_NELDER_MEAD_OPT_TEST_FUNCTION_HPP