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Reference Guide
GlobalMinimization.C File Reference

Detailed Description

View in nbviewer Open in SWAN Example based in http://cran.r-project.org/web/packages/DEoptim/DEoptim.pdf Please install the R package DEoptim before run this example.

#include<TRInterface.h>
#include<TBenchmark.h>
#include<math.h>
#include<stdlib.h>
// In the next function the *double pointer should be changed by a TVectorD datatype,
// because the pointer has no meaning in R's enviroment.
// This is a generalization of the RosenBrock function, with the min xi=1 and i>0.
Double_t GenRosenBrock(const TVectorD xx )
{
int length=xx.GetNoElements();
Double_t result=0;
for (int i=0;i<(length-1);i++) {
result+=pow(1-xx[i],2)+100*pow(xx[i+1]-pow(xx[i],2),2);
}
return result;
}
//the min xi=0 i>0
Double_t Rastrigin(const TVectorD xx)
{
int length=xx.GetNoElements();
Double_t result=10*length;
for (int i=0;i<length;i++) {
result+=xx[i]*xx[i]-10*cos(6.2831853*xx[i]);
}
return result;
}
void GlobalMinimization()
{
TBenchmark bench;
Bool_t installed=r.Eval("is.element('DEoptim', installed.packages()[,1])");
if (!installed) {
std::cout<<"Package DEoptim no installed in R"<<std::endl;
std::cout<<"Run install.packages('DEoptim') in R's environment"<<std::endl;
return;
}
//loading DEoptim
r<<"suppressMessages(library(DEoptim, quietly = TRUE))";
// passing RosenBrock function to R
r["GenRosenBrock"]<<ROOT::R::TRFunctionExport(GenRosenBrock);
// maximun number of iterations
r["MaxIter"]<<5000;
// n = size of vector that is an argument for GenRosenBrock
r["n"]<<3;
// lower limits
r<<"ll<-rep(-25, n)";
//upper limits
r<<"ul<-rep(25, n)";
bench.Start("GlobalMinimizationRosenBrock");
// calling minimization and timing it.
r<<"result1<-DEoptim(fn=GenRosenBrock,lower=ll,upper=ul,control=list(NP=10*n,itermax=MaxIter,trace=FALSE))";
std::cout<<"-----------------------------------------"<<std::endl;
std::cout<<"RosenBrock's minimum in: "<<std::endl;
r<<"print(result1$optim$bestmem)";
std::cout<<"Bechmark Times"<<std::endl;
// printing times
bench.Show("GlobalMinimizationRosenBrock");
// passing RosenBrock function to R
r["Rastrigin"]<<ROOT::R::TRFunctionExport(Rastrigin);
// maximun number of iterations
r["MaxIter"]<<2000;
// n = size of a vector which is an argument for Rastrigin
r["n"]<<3;
// lower limits
r<<"ll<-rep(-5, n)";
// upper limits
r<<"ul<-rep(5, n)";
bench.Start("GlobalMinimizationRastrigin");
// calling minimization and timing it.
r<<"result2<-DEoptim(fn=Rastrigin,lower=ll,upper=ul,control=list(NP=10*n,itermax=MaxIter,trace=FALSE))";
std::cout<<"-----------------------------------------"<<std::endl;
std::cout<<"Rastrigin's minimum in: "<<std::endl;
r<<"print(result2$optim$bestmem)";
std::cout<<"Bechmark Times"<<std::endl;
// printing times
bench.Show("GlobalMinimizationRastrigin");
// skip R plotting in batch mode
if (!gROOT->IsBatch()) {
r<<"dev.new(title='RosenBrock Convergence')";
r<<"plot(result1,type='o',pch='.')";
r<<"dev.off()";
r<<"dev.new(title='Rastrigin Convergence')";
r<<"plot(result2,type='o',pch='.')";
r<<"dev.off()";
}
}
Author
Omar Zapata

Definition in file GlobalMinimization.C.

ROOT::R::TRFunctionExport
Definition: TRFunctionExport.h:153
TBenchmark
Definition: TBenchmark.h:29
TBenchmark::Start
virtual void Start(const char *name)
Starts Benchmark with the specified name.
Definition: TBenchmark.cxx:172
r
ROOT::R::TRInterface & r
Definition: Object.C:4
ROOT::R::TRInterface::Eval
Int_t Eval(const TString &code, TRObject &ans)
Method to eval R code and you get the result in a reference to TRObject.
Definition: TRInterface.cxx:78
ROOT::R::TRInterface
Definition: TRInterface.h:137
cos
double cos(double)
Bool_t
bool Bool_t
Definition: RtypesCore.h:63
TVectorT::GetNoElements
Int_t GetNoElements() const
Definition: TVectorT.h:82
TRInterface.h
TBenchmark.h
TVectorT
Definition: TMatrixTBase.h:78
Double_t
double Double_t
Definition: RtypesCore.h:59
ROOT::R::TRInterface::Instance
static TRInterface & Instance()
static method to get an TRInterface instance reference
Definition: TRInterface.cxx:185
pow
double pow(double, double)
TBenchmark::Show
virtual void Show(const char *name)
Stops Benchmark name and Prints results.
Definition: TBenchmark.cxx:155
gROOT
#define gROOT
Definition: TROOT.h:406