Cpp optimization - icsl-Jeon/image-tracking GitHub Wiki
some errors detected.. http://roboptim.net/getting-started.html
only bounded constraint case can be solved http://ceres-solver.org/features.html
https://software.sandia.gov/opt++/opt++2.4_doc/html/SetUp.html can be used in general nonlinear case
too complicated... , redundant handcodings are required
sudo apt-get install coinor-libipopt-dev
good to use. do not forget target_link_libraries(nlopt) https://nlopt.readthedocs.io/en/latest/NLopt_Tutorial/
/**
* I want test nonlinear optimization
**/
#include <iostream>
#include "math.h"
#include <nlopt.h>
#include "ctime"
/**
*
*/
double myfunc(unsigned n, const double *x, double *grad, void *my_func_data)
{
if (grad) {
grad[0] = 0.0;
grad[1] = 0.5 / sqrt(x[1]);
}
return sqrt(x[1]);
}
typedef struct {
double a, b;
} my_constraint_data;
/** manually add constraint one by one **/
double myconstraint(unsigned n, const double *x, double *grad, void *data)
{
my_constraint_data *d = (my_constraint_data *) data;
double a = d->a, b = d->b;
if (grad) {
grad[0] = 3 * a * (a*x[0] + b) * (a*x[0] + b);
grad[1] = -1.0;
}
// g_i <= 0
return ((a*x[0] + b) * (a*x[0] + b) * (a*x[0] + b) - x[1]);
}
int main()
{
clock_t begin = clock();
double lb[2] = { -HUGE_VAL, 0 }; /* lower bounds */
nlopt_opt opt;
opt = nlopt_create(NLOPT_LD_SLSQP, 2); /* algorithm and dimensionality */
nlopt_set_lower_bounds(opt, lb);
nlopt_set_min_objective(opt, myfunc, NULL);
my_constraint_data data[2] = { {2,0}, {-1,1} };
nlopt_add_inequality_constraint(opt, myconstraint, &data[0], 1e-8);
nlopt_add_inequality_constraint(opt, myconstraint, &data[1], 1e-8);
nlopt_set_xtol_rel(opt, 1e-4);
double x[2] = { 1.234, 5.678 }; // initial guess
double minf; /* `*`the` `minimum` `objective` `value,` `upon` `return`*` */
if (nlopt_optimize(opt, x, &minf) < 0) {
printf("nlopt failed!\n");
}
else {
clock_t end = clock();
double elapsed_secs = double(end - begin);
printf("found minimum at f(%g,%g) = %0.10g\n / elapsed time : %d", x[0], x[1], minf,elapsed_secs);
}
}