Changes between Version 7 and Version 8 of OfficialTolArchiveNetworkNonLinGloOpt

Timestamp:

Dec 1, 2010, 1:35:58 PM (14 years ago)

Author:

Víctor de Buen Remiro

Comment:

--

OfficialTolArchiveNetworkNonLinGloOpt

@@ -18 +18 @@
    Si una variable no tuviera cota inferior entonces sería [[LatexEquation( l_{i} = -\infty  )]] y si no tuviera cota superior entonces sería [[LatexEquation( u_{i} = \infty  )]] 
    A la región [[BR]] [[BR]]
-   [[LatexEquation(\underset{i=1}{\overset{n}{\prod}}\left[l_{i},u_{i}\right] )]][[BR]] [[BR]] 
+   [[LatexEquation(\underset{i=1}{\overset{n}{\prod}}\left[l_{i},u_{i}\right] \subset\mathbb{R}^{n})]][[BR]] [[BR]] 
    se le llamará hiperrectángulo de búsqueda y en el caso de optimización global
    deberá ser siempre acotado. [[BR]] [[BR]]
@@ -150 +150 @@
 }}}
  
+=== Definición del problema y sus características ===
+
+{{{
+#!cpp
+//Don't forget require the package if it has still no been loaded
+#Require NonLinGloOpt;
+
+//Defining the problem
+NonLinGloOpt::@Problem problem = [[
+//Optimization method. If not specified the system will choose one
+//by calling method select_automatic_algorithm
+//In this case we want to use MMA (Method of Moving Asymptotes)
+// http://ab-initio.mit.edu/wiki/index.php/NLopt_Algorithms#MMA_.28Method_of_Moving_Asymptotes.29 
+  Real id_algorithm = NonLinGloOpt::Algorithm::LD_MMA;  
+  //We want to minimize the target function
+  Real sign = -1;
+  //We want just a local minimum
+  Real neededGlobal = False;
+  //The problem is almost twice differentiable
+  Real id_analyticalClass = 
+    NonLinGloOpt::AnalyticalClass::TWICE_DIFFERENTIABLE;
+  //The gradient of all functions is known 
+  Real id_useGradient = True;
+  //Target given as simple Code
+  Anything target = my_function;
+  //Lower bounds 
+  Matrix lower_bounds = Col(-10,  0); //x1>=-10, x2 >= 0
+  //Upper bounds 
+  Matrix upper_bounds = Col( 10, 10); //x1<= 10, x2 <=10
+  //There are two non linear constraining inequations 
+  Set inequations = [[
+   [[ineq1, ineq1::constraint]], //Inequation given by class method
+   [[ineq2, ineq2::constraint]]  //Inequation given by class method
+  ]];
+  //Initial values
+  Matrix x0 = Col(1.234, 5.678); 
+  //Stopping criteria of relative tolerance for both x and y
+  Real relativeTolerance = 1E-4; //
+  //Stopping criteria of maximum running time
+  Real maxTime = 60; 
+  //Funcitons will be traced each this number of evaluations
+  Real verboseEach = 1
+]];
+
+}}}
+
+=== Creación y lanzamiento de la optimización ===
+
+{{{
+#!cpp
+#Require NonLinGloOpt;
+
+//Creating the optimizer instance
+NonLinGloOpt::@Opt opt = problem::create_optimizer(?);
+
+//Running the optimization
+Real opt::optimize_problem(problem);
+
+}}}
+
 
 == Guía del programador y del usuario avanzado == 
@@ -188 +248 @@
 
  
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