69 lines
1.4 KiB
C++
69 lines
1.4 KiB
C++
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#include "../lib/optimization.h"
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class TEST_FUNC : public gctl::lbfgs_solver
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{
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public:
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TEST_FUNC();
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~TEST_FUNC();
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virtual double LBFGS_Evaluate(const gctl::array<double> &x, gctl::array<double> &g);
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void Routine();
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private:
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gctl::array<double> m_x;
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};
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TEST_FUNC::TEST_FUNC()
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{
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m_x.resize(3, 0.0);
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}
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TEST_FUNC::~TEST_FUNC(){}
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// test functions
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// 3 = 3*x1 + x2 + 2*x3*x3
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// 1 = -3*x1 + 5*x2*x2 + 2*x1*x3
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// -12 = 25*x1*x2 + 20*x3
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double TEST_FUNC::LBFGS_Evaluate(const gctl::array<double> &x, gctl::array<double> &g)
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{
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double f0,f1,f2,temp;
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f0 = 3*x[0] + x[1] + 2*x[2]*x[2] - 3.012; //这里添加一点噪声
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f1 = -3*x[0] + 5*x[1]*x[1] + 2*x[0]*x[2] - 1.04252;
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f2 = 25*x[0]*x[1] + 20*x[2] + 12.12479;
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temp = sqrt(f0*f0+f1*f1+f2*f2);
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g[0] = 0.5*(6*f0+2*f1*(2*x[2]-3)+50*f2*x[1])/temp;
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g[1] = 0.5*(2*f0+20*f1*x[1]+50*f2*x[0])/temp;
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g[2] = 0.5*(8*f0*x[2]+4*f1*x[0]+40*f2)/temp;
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return temp;
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}
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void TEST_FUNC::Routine()
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{
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gctl::lbfgs_para self_para = default_lbfgs_para();
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self_para.m = 10;
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self_para.past = 5;
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self_para.residual = 1e-10;
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//self_para.min_step = 1e-30;
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//self_para.max_linesearch = 40;
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//self_para.linesearch = gctl::LBFGS_LINESEARCH_BACKTRACKING_WOLFE;
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set_lbfgs_para(self_para);
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std::ofstream ofile("log.txt");
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show_lbfgs_para(ofile);
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double fx = LBFGS_Minimize(m_x, ofile);
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ofile.close();
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m_x.show();
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return;
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}
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int main(int argc, char const *argv[])
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{
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TEST_FUNC test;
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test.Routine();
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return 0;
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}
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