# GlobalMinimization¶

Example based in http://cran.r-project.org/web/packages/DEoptim/DEoptim.pdf Please install the R package DEoptim before run this example.

Author: Omar Zapata
This notebook tutorial was automatically generated with ROOTBOOK-izer from the macro found in the ROOT repository on Monday, August 15, 2022 at 09:40 AM.

In :
%%cpp -d
#include<TRInterface.h>
#include<TBenchmark.h>
#include<math.h>
#include<stdlib.h>

In file included from input_line_42:1:
In file included from /home/sftnight/build/workspace/root-makedoc-master/rootspi/rdoc/src/master.build/include/TRInterface.h:15:
In file included from /home/sftnight/build/workspace/root-makedoc-master/rootspi/rdoc/src/master.build/include/TRObject.h:14:
#include<RcppCommon.h>
^~~~~~~~~~~~~~


In the next function the *double pointer should be changed by a TVectorD datatype, because the pointer has no meaning in R's enviroment. This is a generalization of the RosenBrock function, with the min xi=1 and i>0.

In :
%%cpp -d
Double_t GenRosenBrock(const TVectorD xx )
{
int length=xx.GetNoElements();

Double_t result=0;
for (int i=0;i<(length-1);i++) {
result+=pow(1-xx[i],2)+100*pow(xx[i+1]-pow(xx[i],2),2);
}
return result;
}


the min xi=0 i>0

In :
%%cpp -d
Double_t Rastrigin(const TVectorD xx)
{
int length=xx.GetNoElements();
Double_t result=10*length;
for (int i=0;i<length;i++) {
result+=xx[i]*xx[i]-10*cos(6.2831853*xx[i]);
}
return result;
}

In :
TBenchmark bench;
ROOT::R::TRInterface &r=ROOT::R::TRInterface::Instance();

Bool_t installed=r.Eval("is.element('DEoptim', installed.packages()[,1])");
if (!installed) {
std::cout<<"Package DEoptim no installed in R"<<std::endl;
std::cout<<"Run install.packages('DEoptim') in R's environment"<<std::endl;
return;
}

In file included from libRInterface dictionary payload:5:
#include<RcppCommon.h>
^~~~~~~~~~~~~~
Error in <TInterpreter::AutoParse>: Error parsing payload code for class ROOT::R::TRInterface with content:

#define _BACKWARD_BACKWARD_WARNING_H
#include "RExports.h"
#include "TRDataFrame.h"
#include "TRFunctionExport.h"
#include "TRFunctionImport.h"
#include "TRInterface.h"
#include "TRInternalFunction.h"
#include "TRObject.h"

#undef  _BACKWARD_BACKWARD_WARNING_H

input_line_45:3:34: error: incomplete type 'ROOT::R::TRInterface' named in nested name specifier
ROOT::R::TRInterface &r=ROOT::R::TRInterface::Instance();
~~~~~~~~~^~~~~~~~~~~~~
libRInterface dictionary forward declarations' payload:9:93: note: forward declaration of 'ROOT::R::TRInterface'
namespace ROOT{namespace R{class __attribute__((annotate("$clingAutoload$TRInterface.h")))  TRInterface;}}
^
input_line_45:5:19: error: member access into incomplete type 'ROOT::R::TRInterface'
Bool_t installed=r.Eval("is.element('DEoptim', installed.packages()[,1])");
^
libRInterface dictionary forward declarations' payload:9:93: note: forward declaration of 'ROOT::R::TRInterface'
namespace ROOT{namespace R{class __attribute__((annotate("$clingAutoload$TRInterface.h")))  TRInterface;}}
^


In :
r<<"suppressMessages(library(DEoptim, quietly = TRUE))";

input_line_58:2:3: error: use of undeclared identifier 'r'
(r << "suppressMessages(library(DEoptim, quietly = TRUE))")
^
Error in <HandleInterpreterException>: Error evaluating expression (r << "suppressMessages(library(DEoptim, quietly = TRUE))")
Execution of your code was aborted.


passing RosenBrock function to R

In :
r["GenRosenBrock"]<<ROOT::R::TRFunctionExport(GenRosenBrock);

In file included from libRInterface dictionary payload:5:
#include<RcppCommon.h>
^~~~~~~~~~~~~~
Error in <TInterpreter::AutoParse>: Error parsing payload code for class ROOT::R::TRFunctionExport with content:

#define _BACKWARD_BACKWARD_WARNING_H
#include "RExports.h"
#include "TRDataFrame.h"
#include "TRFunctionExport.h"
#include "TRFunctionImport.h"
#include "TRInterface.h"
#include "TRInternalFunction.h"
#include "TRObject.h"

#undef  _BACKWARD_BACKWARD_WARNING_H

input_line_59:2:31: error: no member named 'TRFunctionExport' in namespace 'ROOT::R'
r["GenRosenBrock"]<<ROOT::R::TRFunctionExport(GenRosenBrock);
~~~~~~~~~^


maximun number of iterations

In :
r["MaxIter"]<<5000;

input_line_62:2:3: error: use of undeclared identifier 'r'
(r["MaxIter"] << 5000)
^
Error in <HandleInterpreterException>: Error evaluating expression (r["MaxIter"] << 5000)
Execution of your code was aborted.


n = size of vector that is an argument for GenRosenBrock

In :
r["n"]<<3;

input_line_64:2:3: error: use of undeclared identifier 'r'
(r["n"] << 3)
^
Error in <HandleInterpreterException>: Error evaluating expression (r["n"] << 3)
Execution of your code was aborted.


lower limits

In :
r<<"ll<-rep(-25, n)";

input_line_66:2:3: error: use of undeclared identifier 'r'
(r << "ll<-rep(-25, n)")
^
Error in <HandleInterpreterException>: Error evaluating expression (r << "ll<-rep(-25, n)")
Execution of your code was aborted.


upper limits

In :
r<<"ul<-rep(25, n)";

bench.Start("GlobalMinimizationRosenBrock");

input_line_68:2:3: error: use of undeclared identifier 'r'
(r << "ul<-rep(25, n)")
^
Error in <HandleInterpreterException>: Error evaluating expression (r << "ul<-rep(25, n)")
Execution of your code was aborted.


calling minimization and timing it.

In :
r<<"result1<-DEoptim(fn=GenRosenBrock,lower=ll,upper=ul,control=list(NP=10*n,itermax=MaxIter,trace=FALSE))";
std::cout<<"-----------------------------------------"<<std::endl;
std::cout<<"RosenBrock's minimum in: "<<std::endl;
r<<"print(result1$optim$bestmem)";
std::cout<<"Bechmark Times"<<std::endl;

input_line_70:2:3: error: use of undeclared identifier 'r'
(r << "result1<-DEoptim(fn=GenRosenBrock,lower=ll,upper=ul,control=list(NP=10*n,itermax=MaxIter,trace=FALSE))")
^
Error in <HandleInterpreterException>: Error evaluating expression (r << "result1<-DEoptim(fn=GenRosenBrock,lower=ll,upper=ul,control=list(NP=10*n,itermax=MaxIter,trace=FALSE))")
Execution of your code was aborted.


printing times

In :
bench.Show("GlobalMinimizationRosenBrock");

input_line_72:2:3: error: use of undeclared identifier 'bench'
(bench.Show("GlobalMinimizationRosenBrock"))
^
Error in <HandleInterpreterException>: Error evaluating expression (bench.Show("GlobalMinimizationRosenBrock"))
Execution of your code was aborted.


passing RosenBrock function to R

In :
r["Rastrigin"]<<ROOT::R::TRFunctionExport(Rastrigin);

input_line_73:2:27: error: no member named 'TRFunctionExport' in namespace 'ROOT::R'
r["Rastrigin"]<<ROOT::R::TRFunctionExport(Rastrigin);
~~~~~~~~~^


maximun number of iterations

In :
r["MaxIter"]<<2000;

input_line_75:2:3: error: use of undeclared identifier 'r'
(r["MaxIter"] << 2000)
^
Error in <HandleInterpreterException>: Error evaluating expression (r["MaxIter"] << 2000)
Execution of your code was aborted.


n = size of a vector which is an argument for Rastrigin

In :
r["n"]<<3;

input_line_77:2:3: error: use of undeclared identifier 'r'
(r["n"] << 3)
^
Error in <HandleInterpreterException>: Error evaluating expression (r["n"] << 3)
Execution of your code was aborted.


lower limits

In :
r<<"ll<-rep(-5, n)";

input_line_79:2:3: error: use of undeclared identifier 'r'
(r << "ll<-rep(-5, n)")
^
Error in <HandleInterpreterException>: Error evaluating expression (r << "ll<-rep(-5, n)")
Execution of your code was aborted.


upper limits

In :
r<<"ul<-rep(5, n)";

bench.Start("GlobalMinimizationRastrigin");

input_line_81:2:3: error: use of undeclared identifier 'r'
(r << "ul<-rep(5, n)")
^
Error in <HandleInterpreterException>: Error evaluating expression (r << "ul<-rep(5, n)")
Execution of your code was aborted.


calling minimization and timing it.

In :
r<<"result2<-DEoptim(fn=Rastrigin,lower=ll,upper=ul,control=list(NP=10*n,itermax=MaxIter,trace=FALSE))";
std::cout<<"-----------------------------------------"<<std::endl;
std::cout<<"Rastrigin's minimum in: "<<std::endl;
r<<"print(result2$optim$bestmem)";
std::cout<<"Bechmark Times"<<std::endl;

input_line_83:2:3: error: use of undeclared identifier 'r'
(r << "result2<-DEoptim(fn=Rastrigin,lower=ll,upper=ul,control=list(NP=10*n,itermax=MaxIter,trace=FALSE))")
^
Error in <HandleInterpreterException>: Error evaluating expression (r << "result2<-DEoptim(fn=Rastrigin,lower=ll,upper=ul,control=list(NP=10*n,itermax=MaxIter,trace=FALSE))")
Execution of your code was aborted.


printing times

In :
bench.Show("GlobalMinimizationRastrigin");

input_line_85:2:3: error: use of undeclared identifier 'bench'
(bench.Show("GlobalMinimizationRastrigin"))
^
Error in <HandleInterpreterException>: Error evaluating expression (bench.Show("GlobalMinimizationRastrigin"))
Execution of your code was aborted.


skip R plotting in batch mode

In :
if (!gROOT->IsBatch()) {
r<<"dev.new(title='RosenBrock Convergence')";
r<<"plot(result1,type='o',pch='.')";
r<<"dev.off()";
r<<"dev.new(title='Rastrigin Convergence')";
r<<"plot(result2,type='o',pch='.')";
r<<"dev.off()";
}