#include #include 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 100 int main(int argc, char *argv) { int i, ret = 0; lbfgsfloatval_t fx; lbfgsfloatval_t *x = lbfgs_malloc(N); if (x == NULL) { printf("ERROR: Failed to allocate a memory block for variables.\n"); return 1; } /* 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]); lbfgs_free(x); return 0; }