详细的你可以参见：
http://stackoverflow.com/questio ... ient-algorithm-in-c
其中部分代码如下。别忘了给我论坛币哦
/*
* Simple optimiser example
*
* nl_opt.cpp
*
* Compile with eg 'g++ -I../tools/alglib/src ../tools/alglib/src/ap.cpp ../tools/alglib/src/alglibinternal.cpp ../tools/alglib/src/linalg.cpp ../tools/alglib/src/alglibmisc.cpp ../tools/alglib/src/solvers.cpp ../tools/alglib/src/optimization.cpp nl_opt.cpp -o opt'
*
*/
#include "stdafx.h"
#include <iostream>
#include <cmath>
#include "optimization.h"
using namespace std;
double fn(double a1, double a2, double a3, double x, double A, double B)
{
return A * exp(-x*(a1*B*B+a2*B+a3));
}
struct problem
{
double *m_a1s;
double *m_a2s;
double *m_a3s;
double *m_xs;
double *m_ys;
int m_n;
problem(double *a1s, double *a2s, double *a3s, double *xs, double *ys, int n) : m_a1s(a1s), m_a2s(a2s), m_a3s(a3s), m_xs(xs), m_ys(ys), m_n(n)
{
}
void fn_vec(const alglib::real_1d_array &c_var, alglib::real_1d_array &fi, void *ptr)
{
double sum = 0.0;
for(int i = 0; i < m_n; ++i)
{
double yhat = fn(m_a1s
, m_a2s, m_a3s, m_xs, c_var[0], c_var[1]);
double err_sq = (m_ys - yhat) * (m_ys - yhat);
sum += err_sq;
}
fi[0] = sum;
}
};
problem *g_p;
void fn_vec(const alglib::real_1d_array &c_var, alglib::real_1d_array &fi, void *ptr)
{
g_p->fn_vec(c_var, fi, ptr);
}
int main()
{
cout << "Testing non-linear optimizer..." << endl;
int n = 5;
double a1s[] = {2.42, 4.78, 7.25, 9.55, 11.54};
double a2s[] = {4.25, 5.27, 6.33, 7.32, 8.18};
double a3s[] = {3.94, 4.05, 4.17, 4.28, 4.37};
double xs[] = {0.024, 0.036, 0.048, 0.06, 0.072};
double ys[] = {80, 70, 50, 40, 45};
double initial[] = {150, 1.75};
double ss_init = 0.0;
cout << "Initial problem:" << endl;
for(int i = 0; i < n; ++i)
{
double yhat = fn(a1s, a2s, a3s, xs, initial[0], initial[1]);
double err_sq = (ys - yhat) * (ys - yhat);
ss_init += err_sq;
cout << a1s << "\t" << a2s << "\t" << a3s << "\t" << xs << "\t" << ys << "\t" << yhat << "\t" << err_sq << endl;
}
cout << "Error: " << ss_init << endl;
// create problem
problem p(a1s, a2s, a3s, xs, ys, n);
g_p = &p;
// setup solver
alglib::real_1d_array x = "[150.0, 1.75]";
double epsg = 0.00000001;
double epsf = 0;
double epsx = 0;
alglib::ae_int_t maxits = 0;
alglib::minlmstate state;
alglib::minlmreport report;
alglib::minlmcreatev(2, x, 0.0001, state);
alglib::minlmsetcond(state, epsg, epsf, epsx, maxits);
// optimize
alglib::minlmoptimize(state, fn_vec);
alglib::minlmresults(state, x, report);
cout << "Results:" << endl;
cout << report.terminationtype << endl;
cout << x.tostring(2).c_str() << endl;
double ss_end = 0.0;
for(int i = 0; i < n; ++i)
{
double yhat = fn(a1s, a2s, a3s, xs, x[0], x[1]);
double err_sq = (ys - yhat) * (ys - yhat);
ss_end += err_sq;
cout << a1s << "\t" << a2s << "\t" << a3s << "\t" << xs << "\t" << ys << "\t" << yhat << "\t" << err_sq << endl;
}
cout << "Error: " << ss_end << endl;
return 0;
}
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