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73 lines
2.7 KiB
C
73 lines
2.7 KiB
C
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/*
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* Vetter's implementation of the Nelder-Mead "amoeba" algorithm.
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* Was made strictly for Trick tutorial. Was a whim.
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* Reference for algorithm (not code):
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* http://www.research.ibm.com/infoecon/paps/html/amec99_bundle/node8.html
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*/
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#ifndef __amoeba__
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#define __amoeba__
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#define AMOEBA_ALPHA 1.0 /* reflection constant */
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#define AMOEBA_BETA 1.0 /* expansion constant */
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#define AMOEBA_ZETA 0.5 /* contraction constant */
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#define AMOEBA_ETA 0.5 /* shrinkage constant */
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typedef enum {
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VERTICES,
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CALC_CENTROID_POINT,
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CALC_REFLECTION_POINT,
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REFLECT,
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EXPAND,
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CONTRACT,
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SHRINK,
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} AMOEBA_STATE ;
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typedef struct {
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int debug ; /* -- Turn on some printing */
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int max_steps ; /* -- Even if we don't find solution, break */
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int num_dims ; /* -- Num dims of each vertice */
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int num_vertices ; /* -- Num vertices in simplex */
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double epsilon ; /* -- Bail if max dist simplex < epsilon */
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double** vertices ; /* -- Rows are vectors of num_dims */
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double** init_simplex ; /* -- Initial simplex */
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double* x_cent ; /* -- Center of vertices-exclude worst vertex */
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double* x_refl ; /* -- Point of reflection */
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double* x_expa ; /* -- Point of expansion */
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double* x_cont ; /* -- Point of contraction */
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double* curr_point ; /* -- Current point of interest for sim use:
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Simplex vertice, centroid, reflection,
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expansion or contraction point */
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int curr_vertex ; /* -- Current vertex for sim state machine */
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AMOEBA_STATE state ; /* -- For sim's amoeba state machine */
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} AMOEBA ;
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/* Prototypes */
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#ifdef __cplusplus
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extern "C" {
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#endif
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void amoeba_init( AMOEBA* A, int num_dims, double epsilon, int max_steps,
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double* simplex_point, double simplex_size ) ;
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void amoeba_print( AMOEBA* A ) ;
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void amoeba_print_point( int num_dims, double* point ) ;
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void amoeba_go( AMOEBA* A ) ;
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double my_func( double* point ) ;
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void amoeba_quit( AMOEBA* A ) ;
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void amoeba_order( AMOEBA* A ) ;
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int amoeba_reflect( AMOEBA* A ) ;
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void amoeba_calc_reflection_point( AMOEBA* A ) ;
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int amoeba_expand( AMOEBA* A ) ;
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void amoeba_calc_expansion_point( AMOEBA* A ) ;
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int amoeba_contract( AMOEBA* A ) ;
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void amoeba_calc_contraction_point( AMOEBA* A ) ;
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void amoeba_shrink( AMOEBA* A ) ;
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int amoeba_satisfied( AMOEBA* A ) ;
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double amoeba_distance_between( int num_dims, double* x, double* y) ;
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int amoeba_compare_vertices( const void* a, const void* b) ;
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#ifdef __cplusplus
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}
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#endif
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#endif
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