int test_fdf(const char * desc, gsl_multimin_function_fdf *f, initpt_function initpt, const gsl_multimin_fdfminimizer_type *T) { int status; size_t iter = 0; double step_size; gsl_vector *x = gsl_vector_alloc (f->n); gsl_multimin_fdfminimizer *s; fcount = 0; gcount = 0; (*initpt) (x); step_size = 0.1 * gsl_blas_dnrm2 (x); s = gsl_multimin_fdfminimizer_alloc(T, f->n); gsl_multimin_fdfminimizer_set (s, f, x, step_size, 0.1); #ifdef DEBUG printf("x "); gsl_vector_fprintf (stdout, s->x, "%g"); printf("g "); gsl_vector_fprintf (stdout, s->gradient, "%g"); #endif do { iter++; status = gsl_multimin_fdfminimizer_iterate(s); #ifdef DEBUG printf("%i: \n",iter); printf("x "); gsl_vector_fprintf (stdout, s->x, "%g"); printf("g "); gsl_vector_fprintf (stdout, s->gradient, "%g"); printf("f(x) %g\n",s->f); printf("dx %g\n",gsl_blas_dnrm2(s->dx)); printf("\n"); #endif status = gsl_multimin_test_gradient(s->gradient,1e-3); } while (iter < 5000 && status == GSL_CONTINUE); status |= (fabs(s->f) > 1e-5); gsl_test(status, "%s, on %s: %i iters (fn+g=%d+%d), f(x)=%g", gsl_multimin_fdfminimizer_name(s),desc, iter, fcount, gcount, s->f); gsl_multimin_fdfminimizer_free(s); gsl_vector_free(x); return status; }
static VALUE rb_gsl_fdfminimizer_name(VALUE obj) { gsl_multimin_fdfminimizer *gmf = NULL; Data_Get_Struct(obj, gsl_multimin_fdfminimizer, gmf); return rb_str_new2(gsl_multimin_fdfminimizer_name(gmf)); }
int lua_multimin_minimize(lua_State * L) { bool ssdel=false; double eps=0.00001; double tol=0.0001; double step_size=0.01; int maxiter=1000; bool print=false; array<double> * x=0; array<double> * ss=0; const gsl_multimin_fminimizer_type *Tf = 0; const gsl_multimin_fdfminimizer_type *Tdf = 0; multi_param mp; mp.L=L; mp.fdf_index=-1; lua_pushstring(L,"f"); lua_gettable(L,-2); if(lua_isfunction(L,-1)) { mp.f_index=luaL_ref(L, LUA_REGISTRYINDEX); } else { luaL_error(L,"%s\n","missing function"); } lua_pushstring(L,"df"); lua_gettable(L,-2); if(lua_isfunction(L,-1)) { mp.df_index=luaL_ref(L, LUA_REGISTRYINDEX); Tdf= gsl_multimin_fdfminimizer_conjugate_fr; } else { lua_pop(L,1); Tf= gsl_multimin_fminimizer_nmsimplex2; } lua_pushstring(L,"fdf"); lua_gettable(L,-2); if(lua_isfunction(L,-1)) { mp.fdf_index=luaL_ref(L, LUA_REGISTRYINDEX); } else { lua_pop(L,1); mp.fdf_index=-1; } lua_pushstring(L,"algorithm"); lua_gettable(L,-2); if(lua_isstring(L,-1)) { if(Tf!=0) { if(!strcmp(lua_tostring(L,-1),"nmsimplex")) { Tf = gsl_multimin_fminimizer_nmsimplex; } else if(!strcmp(lua_tostring(L,-1),"nmsimplex2rand")) { Tf = gsl_multimin_fminimizer_nmsimplex2rand; } else if(!strcmp(lua_tostring(L,-1),"nmsimplex2")) { Tf = gsl_multimin_fminimizer_nmsimplex2; } else { luaL_error(L,"%s\n","invalid algorithm"); } } else { if(!strcmp(lua_tostring(L,-1),"conjugate_pr")) { Tdf = gsl_multimin_fdfminimizer_conjugate_pr; } else if(!strcmp(lua_tostring(L,-1),"steepest_descent")) { Tdf = gsl_multimin_fdfminimizer_steepest_descent; } else if(!strcmp(lua_tostring(L,-1),"vector_bfgs")) { Tdf = gsl_multimin_fdfminimizer_vector_bfgs; } else if(!strcmp(lua_tostring(L,-1),"vector_bfgs2")) { Tdf = gsl_multimin_fdfminimizer_vector_bfgs2; } else if(!strcmp(lua_tostring(L,-1),"conjugate_fr")) { Tdf = gsl_multimin_fdfminimizer_conjugate_fr; } else { luaL_error(L,"%s\n","invalid algorithm"); } } } lua_pop(L,1); lua_pushstring(L,"show_iterations"); lua_gettable(L,-2); if(lua_isboolean(L,-1)) { print=(lua_toboolean(L,-1)==1); } lua_pop(L,1); lua_pushstring(L,"eps"); lua_gettable(L,-2); if(lua_isnumber(L,-1)) { eps=lua_tonumber(L,-1); } lua_pop(L,1); lua_pushstring(L,"step_size"); lua_gettable(L,-2); if(lua_isnumber(L,-1)) { step_size=lua_tonumber(L,-1); } lua_pop(L,1); lua_pushstring(L,"tol"); lua_gettable(L,-2); if(lua_isnumber(L,-1)) { tol=lua_tonumber(L,-1); } lua_pop(L,1); lua_pushstring(L,"maxiter"); lua_gettable(L,-2); if(lua_isnumber(L,-1)) { maxiter=(int)lua_tonumber(L,-1); } lua_pop(L,1); lua_pushstring(L,"starting_point"); lua_gettable(L,-2); if(!lua_isuserdata(L,-1)) lua_error(L); if (!SWIG_IsOK(SWIG_ConvertPtr(L,-1,(void**)&x,SWIGTYPE_p_arrayT_double_t,0))){ luaL_error(L,"%s\n","missing starting point"); } lua_pop(L,1); if(Tf) { lua_pushstring(L,"step_sizes"); lua_gettable(L,-2); if(lua_isuserdata(L,-1)) { if (!SWIG_IsOK(SWIG_ConvertPtr(L,-1,(void**)&ss,SWIGTYPE_p_arrayT_double_t,0))){ lua_error(L); } } else { ssdel=true; ss=new array<double>(x->size()); ss->set_all(1.0); if(lua_isnumber(L,-1)) { double v=lua_tonumber(L,-1); ss->set_all(v); } } lua_pop(L,1); } lua_pop(L,1); if(Tf) { gsl_multimin_fminimizer *s = NULL; gsl_vector SS, X; gsl_multimin_function minex_func; int iter = 0; int status; double size; int N=x->size(); /* Starting point */ X.size=x->size(); X.stride=1; X.data=x->data(); X.owner=0; /* Set initial step sizes */ SS.size=ss->size(); SS.stride=1; SS.data=ss->data(); SS.owner=0; /* Initialize method and iterate */ minex_func.n = N; minex_func.f = multimin_f_cb; minex_func.params = ∓ s = gsl_multimin_fminimizer_alloc (Tf, N); gsl_multimin_fminimizer_set (s, &minex_func, &X, &SS); if(print) printf ("running algorithm '%s'\n", gsl_multimin_fminimizer_name (s)); do { iter++; status = gsl_multimin_fminimizer_iterate(s); if (status) break; size = gsl_multimin_fminimizer_size (s); status = gsl_multimin_test_size (size, eps); if (status == GSL_SUCCESS) { if(print) printf ("converged to minimum at\n"); } if(print) printf ("%5d f() = %12.3f size = %.9f\n", iter, s->fval, size); } while (status == GSL_CONTINUE && iter < maxiter); for(int i=0;i<N;++i) x->set(i,gsl_vector_get(s->x,i)); luaL_unref(L, LUA_REGISTRYINDEX, mp.f_index); gsl_multimin_fminimizer_free (s); } else { gsl_multimin_fdfminimizer *s = NULL; gsl_vector X; gsl_multimin_function_fdf minex_func; int iter = 0; int status; double size; int N=x->size(); /* Starting point */ X.size=x->size(); X.stride=1; X.data=x->data(); X.owner=0; /* Initialize method and iterate */ minex_func.n = N; minex_func.f = multimin_f_cb; minex_func.df = multimin_df_cb; minex_func.fdf = multimin_fdf_cb; minex_func.params = ∓ s = gsl_multimin_fdfminimizer_alloc (Tdf, N); gsl_multimin_fdfminimizer_set (s, &minex_func, &X, step_size, tol); if(print) printf ("running algorithm '%s'\n", gsl_multimin_fdfminimizer_name (s)); do { iter++; status = gsl_multimin_fdfminimizer_iterate(s); if (status) break; status = gsl_multimin_test_gradient (s->gradient, eps); if (status == GSL_SUCCESS) { if(print) printf ("converged to minimum at\n"); } if(print) printf ("%5d f() = %12.3f\n", iter, s->f); } while (status == GSL_CONTINUE && iter < maxiter); for(int i=0;i<N;++i) x->set(i,gsl_vector_get(s->x,i)); luaL_unref(L, LUA_REGISTRYINDEX, mp.f_index); luaL_unref(L, LUA_REGISTRYINDEX, mp.df_index); gsl_multimin_fdfminimizer_free (s); } if(mp.fdf_index>=0) { luaL_unref(L, LUA_REGISTRYINDEX, mp.fdf_index); } if(ssdel) { delete ss; } return 0; }