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; }