RcdMathLib_doc
Open Source Library for Linear and Non-linear Algebra
optimization_test.h File Reference

Examples of optimization algorithms. More...

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Functions

void optimization_test (void)
 Examples of optimization algorithms using the LVM and GN algorithms.
 
void optimization_exponential_data_test (void)
 Examples of optimization algorithms using exponential data. More...
 
void optimization_sinusoidal_data_test (void)
 Examples of optimization algorithms using sinusoidal data. More...
 

Detailed Description

Examples of optimization algorithms.

Optimization algorithms examples (see the modified GN and LVM optimization methods).

Author
Zakaria Kasmi zkasm.nosp@m.i@in.nosp@m.f.fu-.nosp@m.berl.nosp@m.in.de

Definition in file optimization_test.h.

Function Documentation

◆ optimization_exponential_data_test()

void optimization_exponential_data_test ( void  )

Examples of optimization algorithms using exponential data.

The model function is: $ g(\vec{x}, t) = x_1 \mathrm{e}^{x_2t}, $ where $\vec{x} = [x_1, x_2]^T$ and $ \vec{x_0} = [6,.3]$ is the initial guess. The data set is $ d(t_i, y_i)$, whereby $ t_i $ is equal to $ \lbrace 1, \hdots, 8 \rbrace$ and $ y_i$ is equal to $\lbrace 8.3, 11.0, 14.7, 19.7, 26.7, 35.2, 44.4, 55.9 \rbrace $.

Definition at line 264 of file optimization_test.c.

References matrix_t, modified_gauss_newton(), opt_levenberg_marquardt(), optimization_get_exp_f(), optimization_get_exp_Jacobian(), vector_clear(), and vector_t.

◆ optimization_sinusoidal_data_test()

void optimization_sinusoidal_data_test ( void  )

Examples of optimization algorithms using sinusoidal data.

The model function is: $ g(\vec{x}, t) = x_1 \sin\left( x_2t +x_3\right) + x_4, $ whereby $\vec{x} = [x_1, x_2, x_3, x_4]^T$ and $\vec{x_0} = [17, 0.5, 10.5, 77]$ is the initial guess. The set of data points is $ d(t_i, y_i) $, where $t_i $ is equal to $\lbrace 1, \hdots, 12 \rbrace$ and $y_i$ is equal to $\lbrace 61, 65, 72, 78, 85, 90, 92, 92, 88, 81, 72, 63 \rbrace$.

Definition at line 376 of file optimization_test.c.

References matrix_t, modified_gauss_newton(), opt_levenberg_marquardt(), optimization_get_sin_f(), optimization_get_sin_Jacobian(), vector_clear(), and vector_t.