/* Driver program to test above function */
int main()
{
int arr[] = {80, 2, 6, 3, 100};
int size = sizeof(arr)/sizeof(arr[0]);
printf("Maximum difference is %d", maxDiff(arr, size));
getch(); return 0;
}
int main()
{
int arr[] = {34,8,10,3,2,80,30,33,1};
printf("max diff: %d\n",maxDiff(arr,sizeof(arr)/sizeof(arr[0])));
return 0;
}
//----- the rprop wrapped with stopping criteria
uint Rprop::loop(arr& _x,
ScalarFunction& f,
double *fmin_return,
double stoppingTolerance,
double initialStepSize,
uint maxEvals,
uint verbose) {
if(!s->stepSize.N) init(initialStepSize);
arr x, J(_x.N), x_min, J_min;
double fx, fx_min=0;
uint rejects=0, small_steps=0;
x=_x;
if(verbose>1) cout <<"*** optRprop: starting point x=" <<x <<endl;
ofstream fil;
if(verbose>0) fil.open("z.opt");
uint evals=0;
double diff=0.;
for(;;) {
//checkGradient(p, x, stoppingTolerance);
//compute value and gradient at x
fx = f.fs(J, NoArr, x);
evals++;
if(verbose>0) fil <<evals <<' ' <<eval_cost <<' ' << fx <<' ' <<diff <<' ' <<x <<endl;
if(verbose>1) cout <<"optRprop " <<evals <<' ' <<eval_cost <<" \tf(x)=" <<fx <<" \tdiff=" <<diff <<" \tx=" <<x <<endl;
//infeasible point! undo the previous step
if(fx!=fx) { //is NAN
if(!evals) HALT("can't start Rprop with unfeasible point");
s->stepSize*=(double).1;
s->lastGrad=(double)0.;
x=x_min;
fx=fx_min;
J=J_min;
rejects=0;
}
//update best-so-far
if(evals<=1) {
fx_min= fx;
x_min=x;
}
if(fx<=fx_min) {
x_min=x;
fx_min=fx;
J_min=J;
rejects=0;
} else {
rejects++;
if(rejects>10) {
s->stepSize*=(double).1;
s->lastGrad=(double)0.;
x=x_min;
fx=fx_min;
J=J_min;
rejects=0;
}
}
//update x
s->step(x, J, NULL);
//check stopping criterion based on step-length in x
diff=maxDiff(x, x_min);
if(diff<stoppingTolerance) {
small_steps++;
}
else {
small_steps=0;
}
if(small_steps>3) break;
if(evals>maxEvals) break;
}
if(verbose>0) fil.close();
if(verbose>1) gnuplot("plot 'z.opt' us 1:3 w l", NULL, true);
if(fmin_return) *fmin_return= fx_min;
_x=x_min;
return evals;
}
