int main(int argc, char *argv[])
{
struct lbfgsb* data = lbfgsb_create(1, 5);
data->iprint = 1;
data->x[0] = 40;
data->l[0] = -100;
data->u[0] = 100;
data->nbd[0] = 2;
// printf("float size=%u\n", sizeof(float));
// printf("double size= %u\n", sizeof(double));
// printf("int size= %u\n", sizeof(int));
// printf("char size= %u\n", sizeof(char));
lbfgsb_set_task(data, LBFGSB_START);
int i = 0;
int i_max = 100;
while(1)
{
if(i==i_max)
{
lbfgsb_set_task(data, LBFGSB_STOP);
lbfgsb_step(data);
break;
}
lbfgsb_step(data);
printf("---->%d x: %lf\n", i, data->x[0]);
enum lbfgsb_task_type type = lbfgsb_get_task(data);
if(type==LBFGSB_FG)
{
printf("FG!\n");
data->f = fun(data->x[0]);
data->g[0] = df(data->x[0]);
}
else if(type==LBFGSB_NEW_X)
{
printf("NEW_X! - new iteration\n");
}
else if(type==LBFGSB_CONV)
{
printf("Convergence!\n");
break;
}
else if(type==LBFGSB_ABNO)
{
printf("Abnormal exit!!\n");
break;
}
else if(type==LBFGSB_ERROR)
{
printf("Error!!!\n");
break;
}
i++;
}
printf("The end my friend\n");
lbfgsb_delete(data);
return 0;
}
void Lbfgs::minimize(int maxiter)
{
int n = objToMinimize.ProblemSize();
std::cout << "number of free variables for the minimizer: " << n << std::endl;
std::vector<double> l(n);
std::vector<double> u(n);
Vint nbd(n);
x.resize(n);
g.resize(n);
for (int i=0;i<n; i++)
{
l[i]=0;
u[i]=0;
nbd[i]=0;
x[i] = 0.0;
g[i] = 0.0;
} //unconstrained problem
int rc;
int m = 5;
m_opt = lbfgsb_create(n, m, &l[0], &u[0], &nbd[0]);
assert(m_opt);
m_opt->iprint=-1;
double f = DBL_MAX;
m_opt->max_iter = maxiter;
int last_iter = 0;
/* opt->iprint = 0;*/
while (1) {
rc = lbfgsb_run(m_opt, &x[0], &f, &g[0]);
if (rc == 0) {
break;
} else if (rc < 0) {
printf("lbfgsb stop with an error");
break;
} else if (rc == 1) {
/*
//check analytical derivatives with surreal:
{
std::vector<dbl> vdblx;
tocplx(x,vdblx);
std::vector<dbl> vdblg;
tocplx(g,vdblg);
f = objToMinimize.Function(vdblx);
objToMinimize.Derivatives(vdblx,vdblg);
g=todbl(vdblg);
for (uint i=0; i<x.size(); i++)
{
std::vector<surreal> svdblx = vdblx ;
svdblx[i]+=surreal(0,1);
std::cout <<"check: " << svdblx[i] << std::endl;
std::cout << g[i] << "==" << imag(objToMinimize.Function(svdblx)) << " " ;
}
std::cout << std::endl;
}
//end check derivatives
*/
if (last_iter < m_opt->niter)
{
//this is a new iteration
last_iter = m_opt->niter;
//saves the minimizer variables for each iteration (can be useful for generating animations)
m_vars_over_time.push_back(x);
}
std::vector<dbl> vdblx;
tocplx(x,vdblx);
std::vector<dbl> vdblg;
tocplx(g,vdblg);
f = objToMinimize.Function(vdblx);
objToMinimize.Derivatives(vdblx,vdblg);
g=todbl(vdblg);
// std::cout << "analytical derivatives: \n";
// for(uint i=0; i<g.size(); i++)
// {
// std::cout << "deriv[" << i << "]: " << g[i] << std::endl;
// }
// objToMinimize.NumDerivatives(x,g,true);
} else {
assert(!"can not reach here");
}
}
m_opt->task[59]='\0'; //add a null terminating character to task[]
std::cout << m_opt->task << " | " << m_opt->niter << " iterations\n";
}
