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Optimization functions ASAP

yazzymoussa (3)
hi i am writing this code for a class problem, it is not a computer science class. its another discipline, we were given the option to use excel but i wanted to use c++. the problem involves a lot of iterations and assumptions, i have already written the complete code. the final part of the code is to use an optimization function of two inputs to generate the two assumptions that would give the lowest results.

so basically i need a function that treats the code like a blackbox. i have downloaded nlopt but i don't understand how to use it on Xcode ( which i am currently using to type the code)

is there any library already on c++ that can help me optimize ? if not how can one use nlopt.

#include <iostream>
#include <cmath>
#include <math.h>
#include <nlopt.h>
using namespace std;


float xyz (float P2,float P3)
{
float z,a,b,c,d,e,f,g,a2,b2,q2,d2,e2,f2,g2,a3,b3,q3,d3,e3,f3,g3,c1=0.4,c2=0.2,c3=0.1,c4=0.1,c5=0.1,c6=0.05,c7=0.05,k1,k2,k3,k4,k5,k6,k7,v,v1 = 0.0,v2= 0.0, v3= 0.0;
float C1,C2,C3,C4,C5,C6,C7,K1,K2,K3,K4,K5,K6,K7,Kf1,Kf2,Kf3,Kf4,Kf5,Kf6,Kf7,Cf1,Cf2,Cf3,Cf4,Cf5,Cf6,Cf7;
float P1=514.7;
float P4=14.7;
float xyz;



a= -292860/pow(550,2)+ 8.2445 - (0.8951*log(P1))+ 59.8465/pow(P1,2);
b= -687248.2/pow(550,2)+ 7.90694 - (0.866*log(P1))+ 49.02654/pow(P1,2);
c= -970688.6/pow(550,2) + 7.15059 - (0.76984*log(P1)) + 6.90224/P1;
d= -1280557/pow(550,2)+ 7.94986 - (0.96455*log(P1))+ 0/pow(P1,2);
e= -1524891/pow(550,2)+ 7.33129 - (0.89143*log(P1))+ 0/pow(P1,2);
f= -1778901/pow(550,2)+ 6.96783 - (0.84634*log(P1))+ 0/pow(P1,2);
g= -2013803/pow(550,2)+ 6.52914 - (0.79543*log(P1))+ 0/pow(P1,2);

k1= exp(a);
k2= exp(b);
k3= exp(c);
k4= exp(d);
k5= exp(e);
k6= exp(f);
k7= exp(g);


do
{
z=((k1-1)*c1/((1-v)+(k1*v)))+((k2-1)*c2/((1-v)+(k2*v)))+((k3-1)*c3/((1-v)+(k3*v)))+((k4-1)*c4/((1-v)+(k4*v)))+((k5-1)*c5/((1-v)+(k5*v)))+((k6-1)*c6/((1-v)+(k6*v)))+((k7-1)*c7/((1-v)+(k7*v)));
v=v+0.00001;
}

while ((abs(z)>0.01));



c1=c1/(1+v*(k1-1));
c2=c2/(1+v*(k2-1));
c3=c3/(1+v*(k3-1));
c4=c4/(1+v*(k4-1));
c5=c5/(1+v*(k5-1));
c6=c6/(1+v*(k6-1));
c7=c7/(1+v*(k7-1));


a= -292860/pow(550,2)+ 8.2445 - (0.8951*log(P2))+ 59.8465/pow(P2,2);
b= -687248.2/pow(550,2)+ 7.90694 - (0.866*log(P2))+ 49.02654/pow(P2,2);
c= -970688.6/pow(550,2) + 7.15059 - (0.76984*log(P2)) + 6.90224/P2;
d= -1280557/pow(550,2)+ 7.94986 - (0.96455*log(P2))+ 0/pow(P2,2);
e= -1524891/pow(550,2)+ 7.33129 - (0.89143*log(P2))+ 0/pow(P2,2);
f= -1778901/pow(550,2)+ 6.96783 - (0.84634*log(P2))+ 0/pow(P2,2);
g= -2013803/pow(550,2)+ 6.52914 - (0.79543*log(P2))+ 0/pow(P2,2);

a2= -292860/pow(550,2)+ 8.2445 - (0.8951*log(P3))+ 59.8465/pow(P3,2);
b2= -687248.2/pow(550,2)+ 7.90694 - (0.866*log(P3))+ 49.02654/pow(P3,2);
q2= -970688.6/pow(550,2) + 7.15059 - (0.76984*log(P3)) + 6.90224/P3;
d2= -1280557/pow(550,2)+ 7.94986 - (0.96455*log(P3))+ 0/pow(P3,2);
e2= -1524891/pow(550,2)+ 7.33129 - (0.89143*log(P3))+ 0/pow(P3,2);
f2= -1778901/pow(550,2)+ 6.96783 - (0.84634*log(P3))+ 0/pow(P3,2);
g2= -2013803/pow(550,2)+ 6.52914 - (0.79543*log(P3))+ 0/pow(P3,2);

a3= -292860/pow(550,2)+ 8.2445 - (0.8951*log(P4))+ 59.8465/pow(P4,2);
b3= -687248.2/pow(550,2)+ 7.90694 - (0.866*log(P4))+ 49.02654/pow(P4,2);
q3= -970688.6/pow(550,2) + 7.15059 - (0.76984*log(P4)) + 6.90224/P4;
d3= -1280557/pow(550,2)+ 7.94986 - (0.96455*log(P4))+ 0/pow(P4,2);
e3= -1524891/pow(550,2)+ 7.33129 - (0.89143*log(P4))+ 0/pow(P4,2);
f3= -1778901/pow(550,2)+ 6.96783 - (0.84634*log(P4))+ 0/pow(P4,2);
g3= -2013803/pow(550,2)+ 6.52914 - (0.79543*log(P4))+ 0/pow(P4,2);

k1= exp(a);
k2= exp(b);
k3= exp(c);
k4= exp(d);
k5= exp(e);
k6= exp(f);
k7= exp(g);

K1= exp(a2);
K2= exp(b2);
K3= exp(q2);
K4= exp(d2);
K5= exp(e2);
K6= exp(f2);
K7= exp(g2);

Kf1= exp(a3);
Kf2= exp(b3);
Kf3= exp(q3);
Kf4= exp(d3);
Kf5= exp(e3);
Kf6= exp(f3);
Kf7= exp(g3);


do
{
z=((k1-1)*c1/((1-v1)+(k1*v1)))+((k2-1)*c2/((1-v1)+(k2*v1)))+((k3-1)*c3/((1-v1)+(k3*v1)))+((k4-1)*c4/((1-v1)+(k4*v1)))+((k5-1)*c5/((1-v1)+(k5*v1)))+((k6-1)*c6/((1-v1)+(k6*v1)))+((k7-1)*c7/((1-v1)+(k7*v1)));
v1=v1+0.00001;

C1=c1/(1+v1*(k1-1));
C2=c2/(1+v1*(k2-1));
C3=c3/(1+v1*(k3-1));
C4=c4/(1+v1*(k4-1));
C5=c5/(1+v1*(k5-1));
C6=c6/(1+v1*(k6-1));
C7=c7/(1+v1*(k7-1));


}
while ((abs(z)>0.01));



do
{
z=((K1-1)*C1/((1-v2)+(K1*v2)))+((K2-1)*C2/((1-v2)+(K2*v2)))+((K3-1)*C3/((1-v2)+(K3*v2)))+((K4-1)*C4/((1-v2)+(K4*v2)))+((K5-1)*C5/((1-v2)+(k5*v2)))+((K6-1)*C6/((1-v2)+(K6*v2)))+((K7-1)*C7/((1-v2)+(K7*v2)));
v2=v2+0.000001;

Cf1=C1/(1+v1*(K1-1));
Cf2=C2/(1+v2*(K2-1));
Cf3=C3/(1+v2*(K3-1));
Cf4=C4/(1+v2*(K4-1));
Cf5=C5/(1+v2*(K5-1));
Cf6=C6/(1+v2*(K6-1));
Cf7=C7/(1+v2*(K7-1));

}

while ((abs(z)>0.001));

do
{
z=((Kf1-1)*Cf1/((1-v3)+(Kf1*v3)))+((Kf2-1)*Cf2/((1-v3)+(Kf2*v3)))+((Kf3-1)*Cf3/((1-v3)+(Kf3*v3)))+((Kf4-1)*Cf4/((1-v3)+(Kf4*v3)))+((Kf5-1)*Cf5/((1-v3)+(Kf5*v3)))+((Kf6-1)*Cf6/((1-v3)+(Kf6*v3)))+((Kf7-1)*Cf7/((1-v3)+(Kf7*v3)));
v3=v3+0.00001;


}

while ((abs(z)>0.001));

cout<<v<<" "<<v1<<" "<<v2<<" "<<v3<<endl;

xyz=(v+(v1*(1-v))+(v2*(1-v)*(1-v1))+((v3*(1-v)*(1-v1)*(1-v2))))/((1-v)+((1-v)*(1-v1))+((1-v)*(1-v1)*(1-v2))+((1-v)*(1-v1)*(1-v2)*(1-v3)));

return xyz;
}
// parameters for contraint

typedef struct
{
float P2, P3;
} my_constraint_data;

//setup contraint function

//setup Obj function


int main ()
{
float GOR;
GOR= xyz (200,100);
cout<<GOR<<endl;


return 0;
}

I need an optimization function to provide me with values for P2 and P3 that give the minimum value for function xyz

thanks so much
Last edited on
kbw (9488)
yazzymoussa (3)
have i done something wrong ?
cnoeval (643)
Not wrong, we just need more details and a specific question to help with. Unless someone here just happens to have solid knowledge of the nlopt package it's hard to help unless you share some code and explain your needs a little better. ;-)
yazzymoussa (3)
#include <iostream>
#include <cmath>
#include <math.h>
#include <nlopt.h>
using namespace std;


float xyz (float P2,float P3)
{
float z,a,b,c,d,e,f,g,a2,b2,q2,d2,e2,f2,g2,a3,b3,q3,d3,e3,f3,g3,c1=0.4,c2=0.2,c3=0.1,c4=0.1,c5=0.1,c6=0.05,c7=0.05,k1,k2,k3,k4,k5,k6,k7,v,v1 = 0.0,v2= 0.0, v3= 0.0;
float C1,C2,C3,C4,C5,C6,C7,K1,K2,K3,K4,K5,K6,K7,Kf1,Kf2,Kf3,Kf4,Kf5,Kf6,Kf7,Cf1,Cf2,Cf3,Cf4,Cf5,Cf6,Cf7;
float P1=514.7;
float P4=14.7;
float xyz;



a= -292860/pow(550,2)+ 8.2445 - (0.8951*log(P1))+ 59.8465/pow(P1,2);
b= -687248.2/pow(550,2)+ 7.90694 - (0.866*log(P1))+ 49.02654/pow(P1,2);
c= -970688.6/pow(550,2) + 7.15059 - (0.76984*log(P1)) + 6.90224/P1;
d= -1280557/pow(550,2)+ 7.94986 - (0.96455*log(P1))+ 0/pow(P1,2);
e= -1524891/pow(550,2)+ 7.33129 - (0.89143*log(P1))+ 0/pow(P1,2);
f= -1778901/pow(550,2)+ 6.96783 - (0.84634*log(P1))+ 0/pow(P1,2);
g= -2013803/pow(550,2)+ 6.52914 - (0.79543*log(P1))+ 0/pow(P1,2);

k1= exp(a);
k2= exp(b);
k3= exp(c);
k4= exp(d);
k5= exp(e);
k6= exp(f);
k7= exp(g);


do
{
z=((k1-1)*c1/((1-v)+(k1*v)))+((k2-1)*c2/((1-v)+(k2*v)))+((k3-1)*c3/((1-v)+(k3*v)))+((k4-1)*c4/((1-v)+(k4*v)))+((k5-1)*c5/((1-v)+(k5*v)))+((k6-1)*c6/((1-v)+(k6*v)))+((k7-1)*c7/((1-v)+(k7*v)));
v=v+0.00001;
}

while ((abs(z)>0.01));



c1=c1/(1+v*(k1-1));
c2=c2/(1+v*(k2-1));
c3=c3/(1+v*(k3-1));
c4=c4/(1+v*(k4-1));
c5=c5/(1+v*(k5-1));
c6=c6/(1+v*(k6-1));
c7=c7/(1+v*(k7-1));


a= -292860/pow(550,2)+ 8.2445 - (0.8951*log(P2))+ 59.8465/pow(P2,2);
b= -687248.2/pow(550,2)+ 7.90694 - (0.866*log(P2))+ 49.02654/pow(P2,2);
c= -970688.6/pow(550,2) + 7.15059 - (0.76984*log(P2)) + 6.90224/P2;
d= -1280557/pow(550,2)+ 7.94986 - (0.96455*log(P2))+ 0/pow(P2,2);
e= -1524891/pow(550,2)+ 7.33129 - (0.89143*log(P2))+ 0/pow(P2,2);
f= -1778901/pow(550,2)+ 6.96783 - (0.84634*log(P2))+ 0/pow(P2,2);
g= -2013803/pow(550,2)+ 6.52914 - (0.79543*log(P2))+ 0/pow(P2,2);

a2= -292860/pow(550,2)+ 8.2445 - (0.8951*log(P3))+ 59.8465/pow(P3,2);
b2= -687248.2/pow(550,2)+ 7.90694 - (0.866*log(P3))+ 49.02654/pow(P3,2);
q2= -970688.6/pow(550,2) + 7.15059 - (0.76984*log(P3)) + 6.90224/P3;
d2= -1280557/pow(550,2)+ 7.94986 - (0.96455*log(P3))+ 0/pow(P3,2);
e2= -1524891/pow(550,2)+ 7.33129 - (0.89143*log(P3))+ 0/pow(P3,2);
f2= -1778901/pow(550,2)+ 6.96783 - (0.84634*log(P3))+ 0/pow(P3,2);
g2= -2013803/pow(550,2)+ 6.52914 - (0.79543*log(P3))+ 0/pow(P3,2);

a3= -292860/pow(550,2)+ 8.2445 - (0.8951*log(P4))+ 59.8465/pow(P4,2);
b3= -687248.2/pow(550,2)+ 7.90694 - (0.866*log(P4))+ 49.02654/pow(P4,2);
q3= -970688.6/pow(550,2) + 7.15059 - (0.76984*log(P4)) + 6.90224/P4;
d3= -1280557/pow(550,2)+ 7.94986 - (0.96455*log(P4))+ 0/pow(P4,2);
e3= -1524891/pow(550,2)+ 7.33129 - (0.89143*log(P4))+ 0/pow(P4,2);
f3= -1778901/pow(550,2)+ 6.96783 - (0.84634*log(P4))+ 0/pow(P4,2);
g3= -2013803/pow(550,2)+ 6.52914 - (0.79543*log(P4))+ 0/pow(P4,2);

k1= exp(a);
k2= exp(b);
k3= exp(c);
k4= exp(d);
k5= exp(e);
k6= exp(f);
k7= exp(g);

K1= exp(a2);
K2= exp(b2);
K3= exp(q2);
K4= exp(d2);
K5= exp(e2);
K6= exp(f2);
K7= exp(g2);

Kf1= exp(a3);
Kf2= exp(b3);
Kf3= exp(q3);
Kf4= exp(d3);
Kf5= exp(e3);
Kf6= exp(f3);
Kf7= exp(g3);


do
{
z=((k1-1)*c1/((1-v1)+(k1*v1)))+((k2-1)*c2/((1-v1)+(k2*v1)))+((k3-1)*c3/((1-v1)+(k3*v1)))+((k4-1)*c4/((1-v1)+(k4*v1)))+((k5-1)*c5/((1-v1)+(k5*v1)))+((k6-1)*c6/((1-v1)+(k6*v1)))+((k7-1)*c7/((1-v1)+(k7*v1)));
v1=v1+0.00001;

C1=c1/(1+v1*(k1-1));
C2=c2/(1+v1*(k2-1));
C3=c3/(1+v1*(k3-1));
C4=c4/(1+v1*(k4-1));
C5=c5/(1+v1*(k5-1));
C6=c6/(1+v1*(k6-1));
C7=c7/(1+v1*(k7-1));


}
while ((abs(z)>0.01));



do
{
z=((K1-1)*C1/((1-v2)+(K1*v2)))+((K2-1)*C2/((1-v2)+(K2*v2)))+((K3-1)*C3/((1-v2)+(K3*v2)))+((K4-1)*C4/((1-v2)+(K4*v2)))+((K5-1)*C5/((1-v2)+(k5*v2)))+((K6-1)*C6/((1-v2)+(K6*v2)))+((K7-1)*C7/((1-v2)+(K7*v2)));
v2=v2+0.000001;

Cf1=C1/(1+v1*(K1-1));
Cf2=C2/(1+v2*(K2-1));
Cf3=C3/(1+v2*(K3-1));
Cf4=C4/(1+v2*(K4-1));
Cf5=C5/(1+v2*(K5-1));
Cf6=C6/(1+v2*(K6-1));
Cf7=C7/(1+v2*(K7-1));

}

while ((abs(z)>0.001));

do
{
z=((Kf1-1)*Cf1/((1-v3)+(Kf1*v3)))+((Kf2-1)*Cf2/((1-v3)+(Kf2*v3)))+((Kf3-1)*Cf3/((1-v3)+(Kf3*v3)))+((Kf4-1)*Cf4/((1-v3)+(Kf4*v3)))+((Kf5-1)*Cf5/((1-v3)+(Kf5*v3)))+((Kf6-1)*Cf6/((1-v3)+(Kf6*v3)))+((Kf7-1)*Cf7/((1-v3)+(Kf7*v3)));
v3=v3+0.00001;


}

while ((abs(z)>0.001));

cout<<v<<" "<<v1<<" "<<v2<<" "<<v3<<endl;

xyz=(v+(v1*(1-v))+(v2*(1-v)*(1-v1))+((v3*(1-v)*(1-v1)*(1-v2))))/((1-v)+((1-v)*(1-v1))+((1-v)*(1-v1)*(1-v2))+((1-v)*(1-v1)*(1-v2)*(1-v3)));

return xyz;
}
// parameters for contraint

typedef struct
{
float P2, P3;
} my_constraint_data;

//setup contraint function

//setup Obj function


int main ()
{
float GOR;
GOR= xyz (200,100);
cout<<GOR<<endl;


return 0;
}

I need an optimization function to provide me with values for P2 and P3 that give the minimum value for function xyz
kbw (9488)
I take it you've decided to use nlopt, but XCode can't find it. Is that the problem? Or do you need help using nlopt too?

I don't really understand the code, but for what you're doing, I probably don't need to at this point. It reminds me of stuff I used see when I was a student.

EDIT:
I've been looking at your code, this is a side effect of badly written code. In the first loop:
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do
{
z=((k1-1)*c1/((1-v)+(k1*v)))+((k2-1)*c2/((1-v)+(k2*v)))+((k3-1)*c3/((1-v)+(k3*v)))+((k4-1)*c4/((1-v)+(k4*v)))+((k5-1)*c5/((1-v)+(k5*v)))+((k6-1)*c6/((1-v)+(k6*v)))+((k7-1)*c7/((1-v)+(k7*v)));
v=v+0.00001;
}
while ((abs(z)>0.01));
v is unintialised, so the result v is undefined.

I'll post an improved version soon.
Last edited on
kbw (9488)
I tried to remove some of the duplication, but as you can see, there's still lot's to be removed.
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#include <iostream>
#include <iomanip>
#include <vector>
#include <cmath>
#include <math.h>
//#include <nlopt.h>
using namespace std;

typedef double real_t;
//typedef float real_t;

real_t xyz(real_t P2,real_t P3)
{
	real_t v{}, v1{}, v2{}, v3{};
	constexpr real_t dv[] = { 0.00001, 0.00001, 0.000001, 0.00001 };
	constexpr real_t zt[] = { 0.01, 0.01, 0.001, 0.001 };

	constexpr real_t value[][7]
	{
		{  -292860,   550, 2, 8.2445,  0.8951,  59.8465,  2 },
		{  -687248.2, 550, 2, 7.90694, 0.866,   49.02654, 2 },
		{  -970688.6, 550, 2, 7.15059, 0.76984,  6.90224, 1 },
		{ -1280557,   550, 2, 7.94986, 0.96455,  0,       2 },
		{ -1524891,   550, 2, 7.33129, 0.89143,  0,       2 },
		{ -1778901,   550, 2, 6.96783, 0.84634,  0,       2 },
		{ -2013803,   550, 2, 6.52914, 0.79543,  0,       2 }
	};

	auto init_func = [](real_t P, const real_t value[])
	{
		return
			value[0]/pow(value[1], value[2]) +
			value[3] -
			value[4]*log(P) +
			value[5]/pow(P, value[6]);
	};

	auto init_vect = [=](real_t P, const real_t value[][7])
	{
		vector<real_t> values
		{
			exp(init_func(P, value[0])),
			exp(init_func(P, value[1])),
			exp(init_func(P, value[2])),
			exp(init_func(P, value[3])),
			exp(init_func(P, value[4])),
			exp(init_func(P, value[5])),
			exp(init_func(P, value[6]))
		};

		return values;
	};

	vector<real_t> c{ 0.4, 0.2, 0.1, 0.1, 0.1, 0.05, 0.05 };
	{
		constexpr real_t P1{ 514.7 };
		const vector<real_t> k{ init_vect(P1, value) };

		real_t z;
		size_t cnt{};
		do
		{
			z = {};
			for (size_t i = 0; i != k.size(); ++i)
				z += (k[i]-1)*c[i] / ((1-v) + (k[i]*v));

			v = v+dv[0];
			++cnt;
		}
		while (abs(z)>zt[0]);

		for (size_t i = 0; i != c.size(); ++i)
			c[i] = c[i] / (1 + v*(k[i] - 1));
	}

	vector<real_t> C(c.size());
	{
		const vector<real_t> k{ init_vect(P2, value) };

		real_t z;
		size_t cnt{};
		do
		{
			z = {};
			for (size_t i = 0; i != c.size(); ++i)
				z += (k[i]-1)*c[i] / ((1-v1) + (k[i]*v1));

			v1 = v1+dv[1];
			++cnt;
		}
		while (abs(z)>zt[1]);

		for (size_t i = 0; i != c.size(); ++i)
			C[i] = c[i] / (1 + v1*(k[i] - 1));
	}

	vector<real_t> Cf(c.size());
	{
		const vector<real_t> K{ init_vect(P3, value) };

		real_t z;
		size_t cnt{};
		do
		{
			z = {};
			for (size_t i = 0; i != K.size(); ++i)
				z += (K[i]-1)*C[i] / ((1-v2) + (K[i]*v2));

			v2 = v2+dv[2];
			++cnt;
		}
		while (abs(z)>zt[2]);

		for (size_t i = 0; i != c.size(); ++i)
			Cf[i] = C[i] / (1 + v2*(K[i] - 1));
	}

	{
		constexpr real_t P4{ 14.7 };
		const vector<real_t> Kf{ init_vect(P4, value) };

		real_t z;
		size_t cnt{};
		do
		{
			z = {};
			for (size_t i = 0; i != Kf.size(); ++i)
				z += (Kf[i]-1)*Cf[i] / ((1-v3) + (Kf[i]*v3));

			v3 = v3+dv[3];
			++cnt;
		}
		while (abs(z)>zt[3]);
	}

	real_t xyz =
		(v + (v1*(1-v)) + (v2*(1-v)*(1-v1)) + ((v3*(1-v)*(1-v1)*(1-v2)))) / 
		((1-v) + ((1-v)*(1-v1)) + ((1-v)*(1-v1)*(1-v2)) + ((1-v)*(1-v1)*(1-v2)*(1-v3)));

	return xyz;
}

// parameters for contraint
struct my_constraint_data
{
	real_t P2, P3;
};

//setup contraint function

//setup Obj function

int main ()
{
	real_t GOR = xyz(200, 100);
	cout << GOR << endl;
}
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