int main() {
unsigned int num_parameters = 8; // dimensionality of search (minimum 2)
unsigned int num_iterations = 4000; // number of iterations to run
float optimum_vect[num_parameters];
unsigned int i;
for (i=0; i<num_parameters; i++)
optimum_vect[i] = 0.0f;
float optimum_utility;
// open output file
FILE*fid = fopen(OUTPUT_FILENAME,"w");
fprintf(fid,"%% %s : auto-generated file\n", OUTPUT_FILENAME);
fprintf(fid,"clear all;\n");
fprintf(fid,"close all;\n");
// create qnsearch object
qnsearch gs = qnsearch_create(
NULL, optimum_vect, num_parameters, &liquid_rosenbrock, LIQUID_OPTIM_MINIMIZE);
// execute search
//optimum_utility = qnsearch_run(gs, num_iterations, -1e-6f);
// execute search one iteration at a time
fprintf(fid,"u = zeros(1,%u);\n", num_iterations);
for (i=0; i<num_iterations; i++) {
optimum_utility = liquid_rosenbrock(NULL,optimum_vect,num_parameters);
fprintf(fid,"u(%3u) = %12.4e;\n", i+1, optimum_utility);
qnsearch_step(gs);
if (((i+1)%100)==0)
qnsearch_print(gs);
}
// print results
printf("\n");
qnsearch_print(gs);
fprintf(fid,"figure;\n");
fprintf(fid,"semilogy(u);\n");
fprintf(fid,"xlabel('iteration');\n");
fprintf(fid,"ylabel('utility');\n");
fprintf(fid,"title('quasinewton search results');\n");
fprintf(fid,"grid on;\n");
fclose(fid);
printf("results written to %s.\n", OUTPUT_FILENAME);
// test results, optimum at [1, 1, 1, ... 1];
qnsearch_destroy(gs);
return 0;
}
float qnsearch_run(qnsearch _q,
unsigned int _max_iterations,
float _target_utility)
{
unsigned int i=0;
do {
i++;
qnsearch_step(_q);
_q->utility = _q->get_utility(_q->userdata, _q->v, _q->num_parameters);
} while (
optim_threshold_switch(_q->utility, _target_utility, _q->minimize) &&
i < _max_iterations);
return _q->utility;
}
