constrained_simple.glm

// simple optimization test
// problem is a quadratic minimization problem
// it should solve in a single iteration

#set tmp=.
#set verbose=1
#set profiler=1
#define include=../../core

module optimize;

class quadratic {
	double y;
	double x;
	double a;
	double b;
	double c;
	intrinsic create(object parent)
	{
		return 1;
	};
	intrinsic init(object parent)
	{
		double mx = -b/a/2;
		gl_verbose("minimum y=%.2f expected at x=%.2f", (a*mx+b)*mx+c, mx);
		return 1;
	};
	intrinsic sync(TIMESTAMP t0, TIMESTAMP t1)
	{
		double dy = 2*a*x+b;
		y = (a*x + b)*x + c;
		gl_verbose("function y(%.4f)  = %.2f",x,y);
		gl_verbose("function y'(%.4f) = %.2f",x,dy);
		return TS_NEVER;
	};
}

object quadratic {
	name quadratic;
	a -2;
	b 0.25;
	c 0.89;
	x 0.52;
}

object simple {
	objective "quadratic.y";
	variable "quadratic.x";
	constraint "quadratic.y>1.0";
	delta 0.001;
	epsilon 0.00001;
}