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";
}
void
pariplot(GEN a, GEN b, GEN code, GEN ysmlu,GEN ybigu, long prec)
{
const char BLANK = ' ', YY = '|', XX_UPPER = '\'', XX_LOWER = '.';
long jz, j, i, sig;
pari_sp av = avma;
int jnew, jpre = 0; /* for lint */
GEN x, dx;
double diff, dyj, ysml, ybig, y[ISCR+1];
screen scr;
char buf[80], z;
sig=gcmp(b,a); if (!sig) return;
if (sig<0) { x=a; a=b; b=x; }
x = gtofp(a, prec); push_lex(x, code);
dx = divru(gtofp(gsub(b,a),prec), ISCR-1);
for (j=1; j<=JSCR; j++) scr[1][j]=scr[ISCR][j]=YY;
for (i=2; i<ISCR; i++)
{
scr[i][1] = XX_LOWER;
scr[i][JSCR]= XX_UPPER;
for (j=2; j<JSCR; j++) scr[i][j] = BLANK;
}
ysml = ybig = 0.; /* -Wall */
for (i=1; i<=ISCR; i++)
{
pari_sp av2 = avma;
y[i] = gtodouble( READ_EXPR(code,x) );
avma = av2;
if (i == 1)
ysml = ybig = y[1];
else
{
if (y[i] < ysml) ysml = y[i];
if (y[i] > ybig) ybig = y[i];
}
x = addrr(x,dx);
}
avma = av;
if (ysmlu) ysml = gtodouble(ysmlu);
if (ybigu) ybig = gtodouble(ybigu);
diff = ybig - ysml;
if (!diff) { ybig += 1; diff= 1.; }
dyj = ((JSCR-1)*3+2) / diff;
/* work around bug in gcc-4.8 (32bit): plot(x=-5,5,sin(x)))) */
jz = 3 - (long)(ysml*dyj + 0.5); /* 3 - DTOL(ysml*dyj) */
z = PICTZERO(jz); jz /= 3;
for (i=1; i<=ISCR; i++)
{
if (0<=jz && jz<=JSCR) scr[i][jz]=z;
j = 3 + DTOL((y[i]-ysml)*dyj);
jnew = j/3;
if (i > 1) fill_gap(scr, i, jnew, jpre);
if (0<=jnew && jnew<=JSCR) scr[i][jnew] = PICT(j);
jpre = jnew;
}
pari_putc('\n');
pari_printf("%s ", dsprintf9(ybig, buf));
for (i=1; i<=ISCR; i++) pari_putc(scr[i][JSCR]);
pari_putc('\n');
for (j=(JSCR-1); j>=2; j--)
{
pari_puts(" ");
for (i=1; i<=ISCR; i++) pari_putc(scr[i][j]);
pari_putc('\n');
}
pari_printf("%s ", dsprintf9(ysml, buf));
for (i=1; i<=ISCR; i++) pari_putc(scr[i][1]);
pari_putc('\n');
{
char line[10 + 32 + 32 + ISCR - 9];
sprintf(line, "%10s%-9.7g%*.7g\n"," ",todbl(a),ISCR-9,todbl(b));
pari_printf(line);
}
pop_lex(1);
}
