85c2de4384
git-svn-id: file:///home/svnrepos/software/liblbfgs/trunk@2 ecf4c44f-38d1-4fa4-9757-a0b4dd0349fc
70 lines
1.6 KiB
C
70 lines
1.6 KiB
C
#include <stdio.h>
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#include <lbfgs.h>
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static lbfgsfloatval_t evaluate(
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void *instance,
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const lbfgsfloatval_t *x,
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lbfgsfloatval_t *g,
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const int n,
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const lbfgsfloatval_t step
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)
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{
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int i;
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lbfgsfloatval_t fx = 0.0;
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for (i = 0;i < n;i += 2) {
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lbfgsfloatval_t t1 = 1.0 - x[i];
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lbfgsfloatval_t t2 = 10.0 * (x[i+1] - x[i] * x[i]);
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g[i+1] = 20.0 * t2;
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g[i] = -2.0 * (x[i] * g[i+1] + t1);
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fx += t1 * t1 + t2 * t2;
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}
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return fx;
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}
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static int progress(
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void *instance,
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const lbfgsfloatval_t *x,
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const lbfgsfloatval_t *g,
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const lbfgsfloatval_t fx,
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const lbfgsfloatval_t xnorm,
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const lbfgsfloatval_t gnorm,
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const lbfgsfloatval_t step,
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int n,
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int k,
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int ls
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)
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{
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printf("Iteration %d:\n", k);
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printf(" fx = %f, x[0] = %f, x[1] = %f\n", fx, x[0], x[1]);
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printf(" xnorm = %f, gnorm = %f, step = %f\n", xnorm, gnorm, step);
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printf("\n");
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return 0;
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}
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#define N 8
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int main(int argc, char *argv)
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{
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int i, ret = 0;
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lbfgsfloatval_t x[N], fx;
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/* Initialize the variables. */
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for (i = 0;i < N;i += 2) {
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x[i] = -1.2;
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x[i+1] = 1.0;
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}
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/*
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Start the L-BFGS optimization; this will invoke the callback functions
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evaluate() and progress() when necessary.
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*/
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ret = lbfgs(N, x, &fx, evaluate, progress, NULL, NULL);
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/* Report the result. */
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printf("L-BFGS optimization terminated with status code = %d\n", ret);
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printf(" fx = %f, x[0] = %f, x[1] = %f\n", fx, x[0], x[1]);
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return 0;
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}
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