Initial commit.

git-svn-id: file:///home/svnrepos/software/liblbfgs/trunk@2 ecf4c44f-38d1-4fa4-9757-a0b4dd0349fc

sample/main.c

@@ -0,0 +1,69 @@
+#include <stdio.h>
+#include <lbfgs.h>
+
+static lbfgsfloatval_t evaluate(
+    void *instance,
+    const lbfgsfloatval_t *x,
+    lbfgsfloatval_t *g,
+    const int n,
+    const lbfgsfloatval_t step
+    )
+{
+    int i;
+    lbfgsfloatval_t fx = 0.0;
+
+    for (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
+    )
+{
+    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   8
+
+int main(int argc, char *argv)
+{
+    int i, ret = 0;
+    lbfgsfloatval_t x[N], fx;
+
+    /* Initialize the variables. */
+    for (i = 0;i < N;i += 2) {
+        x[i] = -1.2;
+        x[i+1] = 1.0;
+    }
+
+    /*
+        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);
+
+    /* 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, x[0], x[1]);
+
+    return 0;
+}