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‎src/symjava/examples/OptimizationExamples.java‎
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‎src/symjava/examples/OptimizationExamples.java‎
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+36Lines changed: 36 additions & 0 deletions
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+package symjava.examples;
+
+import symjava.relational.Eq;
+import symjava.symbolic.Expr;
+import symjava.symbolic.Sum;
+import symjava.symbolic.Symbols;
+import symjava.symbolic.utils.AddList;
+import static symjava.math.SymMath.*;
+import static symjava.symbolic.Symbol.C0;
+
+public class OptimizationExamples {
+
+	public static void main(String[] args) {
+		test1();
+	}
+	
+	public static void test1() {
+		//Rosenbrock function of N variables
+		Symbols x = new Symbols("x");
+		AddList sum = new AddList();
+		int N = 5;
+		for(int i=2; i<=N; i++) {
+			sum.add( 100*pow(x[i]-x[i-1]*x[i-1],2) + pow(1-x[i-1],2) );
+		}
+		double[] x0 = {1.3, 0.7, 0.8, 1.9, 1.2};
+		
+		Expr[] freeVars = x.getRange(1, N);
+		Eq eq = new Eq(sum.toExpr(), C0, freeVars);
+		System.out.println(eq);
+
+		NewtonOptimization.solve(eq, x0, 1000, 1e-6, false);
+		//[ 1.  1.  1.  1.  1.]
+		
+	}
+
+}