optimize: added Powell and Nelder-Mead method

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jiri committed 2026-10-26 12:52:04 +01:00
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@@ -4845,22 +4845,28 @@ x.randomize(1.);
testproblem<double> problem;
//BFGS_hyperparameters<double> param; //tested
//LBFGS_hyperparameters<double> param; //tested
CG_hyperparameters<double> param;
//CG_hyperparameters<double> param; //tested
//NelderMead_hyperparameters<double> param; //tested
Powell_hyperparameters<double> param;
param.my_maxstep=100;
param.my_f_thr=1e-6;
param.my_x_thr=1e-3;
param.my_g_thr=1e-3;
//param.my_g_thr=1e-3; //gradient methods
//param.my_update=QN_BFGS; //tested
//param.my_update=QN_DFP; //tested
//param.my_update=QN_SR1; //tested
cout << "initial " <<x<<endl;
//BFGS_Optimizer<double> o; //tested
//LBFGS_Optimizer<double> o; //tested
CG_Optimizer<double> o;
gradient_hyperparameters<double> achieved;
//CG_Optimizer<double> o; //tested
//NelderMead_Optimizer<double> o; //tested
Powell_Optimizer<double> o;
//gradient_hyperparameters<double> achieved; //gradient methods
hyperparameters<double> achieved;
optresult<double> res=o.minimize(&problem,x,&param,&achieved);
cout << "optimized " <<x<<endl;
cout << "converged "<<res.converged<<" f= "<<res.f<<" iterations "<<achieved.my_maxstep<<" function evaluations "<<achieved.my_maxfunc<<" last df "<<achieved.my_f_thr<<" last dx "<<achieved.my_x_thr<<" |g| "<<achieved.my_g_thr<<endl;
//cout << "converged "<<res.converged<<" f= "<<res.f<<" iterations "<<achieved.my_maxstep<<" function evaluations "<<achieved.my_maxfunc<<" last df "<<achieved.my_f_thr<<" last dx "<<achieved.my_x_thr<<" |g| "<<achieved.my_g_thr<<endl; //gradient methods
cout << "converged "<<res.converged<<" f= "<<res.f<<" iterations "<<achieved.my_maxstep<<" function evaluations "<<achieved.my_maxfunc<<" last df "<<achieved.my_f_thr<<" last dx "<<achieved.my_x_thr<<endl;
double r=problem.funcgrad(x,NULL);
cout <<r<<endl;
}