diff --git a/include/lbfgs.h b/include/lbfgs.h
index b594c95..e499c6f 100644
--- a/include/lbfgs.h
+++ b/include/lbfgs.h
@@ -152,10 +152,10 @@ enum {
LBFGS_LINESEARCH_DEFAULT = 0,
/** MoreThuente method proposd by More and Thuente. */
LBFGS_LINESEARCH_MORETHUENTE = 0,
- /** Backtracking method. */
- LBFGS_LINESEARCH_BACKTRACKING,
/** Backtracking method with strong Wolfe condition. */
- LBFGS_LINESEARCH_BACKTRACKING_STRONGWOLFE,
+ LBFGS_LINESEARCH_BACKTRACKING,
+ /** Backtracking method with regular Wolfe condition. */
+ LBFGS_LINESEARCH_BACKTRACKING_LOOSE,
};
/**
@@ -529,12 +529,24 @@ This library is used by:
@section download Download
-- Source code
+- Source code
libLBFGS is distributed under the term of the
MIT license.
@section changelog History
+- Version 1.6 (2008-11-02):
+ - Improved line-search algorithm with strong Wolfe condition, which was
+ contributed by Takashi Imamichi. This routine is now default for
+ ::LBFGS_LINESEARCH_BACKTRACKING. The previous line search algorithm
+ with regular Wolfe condition is still available as
+ ::LBFGS_LINESEARCH_BACKTRACKING_LOOSE.
+ - Configurable stop index for L1-norm computation. A member variable
+ ::lbfgs_parameter_t::orthantwise_end was added to specify the index
+ number at which the library stops computing the L1 norm of the
+ variables. This is useful to prevent some variables from being
+ regularized by the OW-LQN method.
+ - A sample program written in C++ (sample/sample.cpp).
- Version 1.5 (2008-07-10):
- Configurable starting index for L1-norm computation. A member variable
::lbfgs_parameter_t::orthantwise_start was added to specify the index
diff --git a/lib/lbfgs.c b/lib/lbfgs.c
index 29b7956..efd4c4c 100644
--- a/lib/lbfgs.c
+++ b/lib/lbfgs.c
@@ -131,7 +131,7 @@ typedef int (*line_search_proc)(
const lbfgs_parameter_t *param
);
-static int line_search_backtracking(
+static int line_search_backtracking_loose(
int n,
lbfgsfloatval_t *x,
lbfgsfloatval_t *f,
@@ -344,11 +344,11 @@ int lbfgs(
linesearch = line_search_morethuente;
break;
case LBFGS_LINESEARCH_BACKTRACKING:
- linesearch = line_search_backtracking;
- break;
- case LBFGS_LINESEARCH_BACKTRACKING_STRONGWOLFE:
linesearch = line_search_backtracking_strong_wolfe;
break;
+ case LBFGS_LINESEARCH_BACKTRACKING_LOOSE:
+ linesearch = line_search_backtracking_loose;
+ break;
default:
return LBFGSERR_INVALID_LINESEARCH;
}
@@ -609,7 +609,7 @@ lbfgs_exit:
-static int line_search_backtracking(
+static int line_search_backtracking_loose(
int n,
lbfgsfloatval_t *x,
lbfgsfloatval_t *f,
diff --git a/sample/Makefile.am b/sample/Makefile.am
index c64b46c..c50983a 100644
--- a/sample/Makefile.am
+++ b/sample/Makefile.am
@@ -1,6 +1,7 @@
# $Id$
EXTRA_DIST = \
+ sample.cpp \
sample.vcproj
noinst_PROGRAMS = sample
diff --git a/sample/sample.c b/sample/sample.c
index 5ea5ecc..b5f4f0d 100644
--- a/sample/sample.c
+++ b/sample/sample.c
@@ -49,6 +49,7 @@ int main(int argc, char *argv)
int i, ret = 0;
lbfgsfloatval_t fx;
lbfgsfloatval_t *x = lbfgs_malloc(N);
+ lbfgs_parameter_t param;
if (x == NULL) {
printf("ERROR: Failed to allocate a memory block for variables.\n");
@@ -61,11 +62,15 @@ int main(int argc, char *argv)
x[i+1] = 1.0;
}
+ /* Initialize the parameters for the L-BFGS optimization. */
+ lbfgs_parameter_init(¶m);
+ /* param.linesearch = LBFGS_LINESEARCH_BACKTRACKING; */
+
/*
Start the L-BFGS optimization; this will invoke the callback functions
evaluate() and progress() when necessary.
*/
- ret = lbfgs(N, x, &fx, evaluate, progress, NULL, NULL);
+ ret = lbfgs(N, x, &fx, evaluate, progress, NULL, ¶m);
/* Report the result. */
printf("L-BFGS optimization terminated with status code = %d\n", ret);
diff --git a/sample/sample.cpp b/sample/sample.cpp
new file mode 100644
index 0000000..ad7be97
--- /dev/null
+++ b/sample/sample.cpp
@@ -0,0 +1,126 @@
+#include
+#include
+
+class objective_function
+{
+protected:
+ lbfgsfloatval_t *m_x;
+
+public:
+ objective_function() : m_x(NULL)
+ {
+ }
+
+ virtual ~objective_function()
+ {
+ if (m_x != NULL) {
+ lbfgs_free(m_x);
+ m_x = NULL;
+ }
+ }
+
+ int run(int N)
+ {
+ lbfgsfloatval_t fx;
+ lbfgsfloatval_t *m_x = lbfgs_malloc(N);
+
+ if (m_x == NULL) {
+ printf("ERROR: Failed to allocate a memory block for variables.\n");
+ return 1;
+ }
+
+ /* Initialize the variables. */
+ for (int i = 0;i < N;i += 2) {
+ m_x[i] = -1.2;
+ m_x[i+1] = 1.0;
+ }
+
+ /*
+ Start the L-BFGS optimization; this will invoke the callback functions
+ evaluate() and progress() when necessary.
+ */
+ int ret = lbfgs(N, m_x, &fx, _evaluate, _progress, this, NULL);
+
+ /* Report the result. */
+ printf("L-BFGS optimization terminated with status code = %d\n", ret);
+ printf(" fx = %f, x[0] = %f, x[1] = %f\n", fx, m_x[0], m_x[1]);
+
+ return ret;
+ }
+
+protected:
+ static lbfgsfloatval_t _evaluate(
+ void *instance,
+ const lbfgsfloatval_t *x,
+ lbfgsfloatval_t *g,
+ const int n,
+ const lbfgsfloatval_t step
+ )
+ {
+ return reinterpret_cast(instance)->evaluate(x, g, n, step);
+ }
+
+ lbfgsfloatval_t evaluate(
+ const lbfgsfloatval_t *x,
+ lbfgsfloatval_t *g,
+ const int n,
+ const lbfgsfloatval_t step
+ )
+ {
+ lbfgsfloatval_t fx = 0.0;
+
+ for (int i = 0;i < n;i += 2) {
+ lbfgsfloatval_t t1 = 1.0 - x[i];
+ lbfgsfloatval_t t2 = 10.0 * (x[i+1] - x[i] * x[i]);
+ g[i+1] = 20.0 * t2;
+ g[i] = -2.0 * (x[i] * g[i+1] + t1);
+ fx += t1 * t1 + t2 * t2;
+ }
+ return fx;
+ }
+
+ static int _progress(
+ void *instance,
+ const lbfgsfloatval_t *x,
+ const lbfgsfloatval_t *g,
+ const lbfgsfloatval_t fx,
+ const lbfgsfloatval_t xnorm,
+ const lbfgsfloatval_t gnorm,
+ const lbfgsfloatval_t step,
+ int n,
+ int k,
+ int ls
+ )
+ {
+ return reinterpret_cast(instance)->progress(x, g, fx, xnorm, gnorm, step, n, k, ls);
+ }
+
+ int progress(
+ const lbfgsfloatval_t *x,
+ const lbfgsfloatval_t *g,
+ const lbfgsfloatval_t fx,
+ const lbfgsfloatval_t xnorm,
+ const lbfgsfloatval_t gnorm,
+ const lbfgsfloatval_t step,
+ int n,
+ int k,
+ int ls
+ )
+ {
+ printf("Iteration %d:\n", k);
+ printf(" fx = %f, x[0] = %f, x[1] = %f\n", fx, x[0], x[1]);
+ printf(" xnorm = %f, gnorm = %f, step = %f\n", xnorm, gnorm, step);
+ printf("\n");
+ return 0;
+ }
+};
+
+
+
+#define N 100
+
+int main(int argc, char *argv)
+{
+ objective_function obj;
+ return obj.run(N);
+}