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interface to NLopt minimisers (tested and working)

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Antonin Portelli
2016-04-01 21:40:22 +01:00
parent ca73ef1269
commit 2de5a9440b
6 changed files with 308 additions and 17 deletions
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32
examples/exFit.cpp
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@ -3,6 +3,7 @@
#include <LatAnalyze/CompiledModel.hpp>
#include <LatAnalyze/Io.hpp>
#include <LatAnalyze/MinuitMinimizer.hpp>
#include <LatAnalyze/NloptMinimizer.hpp>
#include <LatAnalyze/RandGen.hpp>
#include <LatAnalyze/XYStatData.hpp>
@ -37,25 +38,36 @@ int main(void)
data.x(i2, 1) = xBuf[1];
data.y(data.dataIndex(i1, i2)) = rg.gaussian(f(xBuf, exactPar),
yErr);
printf("% 8e % 8e % 8e % 8e % 8e\n", data.x(i1, 0), xErr,
data.x(i2, 1), data.y(i1), yErr);
}
}
cout << endl;
data.setXError(0, DVec::Constant(data.getXSize(0), xErr));
data.assumeXExact(true, 1);
data.setYError(0, DVec::Constant(data.getYSize(), yErr));
cout << data << endl;
// set minimizers
DVec init = DVec::Constant(2, 0.1);
FitResult p;
NloptMinimizer globalMin(NloptMinimizer::Algorithm::GN_CRS2_LM);
MinuitMinimizer localMin;
vector<Minimizer *> min{&globalMin, &localMin};
globalMin.setVerbosity(Minimizer::Verbosity::Normal);
globalMin.setPrecision(0.01);
globalMin.setMaxIteration(10000);
globalMin.useLowLimit(0);
globalMin.setLowLimit(0, 0.);
globalMin.useHighLimit(0);
globalMin.setHighLimit(0, 20.);
globalMin.useLowLimit(1);
globalMin.setLowLimit(1, 0.);
globalMin.useHighLimit(1);
globalMin.setHighLimit(1, 20.);
localMin.setVerbosity(Minimizer::Verbosity::Normal);
// fit
DVec init = DVec::Constant(2, 0.1);
FitResult p;
MinuitMinimizer minimizer;
f.parName().setName(0, "m");
f.parName().setName(1, "A");
minimizer.setVerbosity(Minimizer::Verbosity::Normal);
p = data.fit(minimizer, init, f);
p = data.fit(min, init, f);
p.print();
return EXIT_SUCCESS;

26
examples/exFitSample.cpp
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@ -2,6 +2,7 @@
#include <cmath>
#include <LatAnalyze/CompiledModel.hpp>
#include <LatAnalyze/MinuitMinimizer.hpp>
#include <LatAnalyze/NloptMinimizer.hpp>
#include <LatAnalyze/RandGen.hpp>
#include <LatAnalyze/XYSampleData.hpp>
@ -43,16 +44,29 @@ int main(void)
}
}
data.assumeXExact(true, 1);
cout << data << endl;
// set minimizers
DVec init = DVec::Constant(2, 0.1);
SampleFitResult p;
NloptMinimizer globalMin(NloptMinimizer::Algorithm::GN_CRS2_LM);
MinuitMinimizer localMin;
vector<Minimizer *> min{&globalMin, &localMin};
globalMin.setPrecision(0.01);
globalMin.setMaxIteration(10000);
globalMin.useLowLimit(0);
globalMin.setLowLimit(0, 0.);
globalMin.useHighLimit(0);
globalMin.setHighLimit(0, 20.);
globalMin.useLowLimit(1);
globalMin.setLowLimit(1, 0.);
globalMin.useHighLimit(1);
globalMin.setHighLimit(1, 20.);
// fit
DVec init = DVec::Constant(2, 0.1);
SampleFitResult p;
MinuitMinimizer minimizer;
f.parName().setName(0, "m");
f.parName().setName(1, "A");
p = data.fit(minimizer, init, f);
p = data.fit(min, init, f);
p.print();
return EXIT_SUCCESS;