int main(int argc, char **argv)
{
const double alpha = (argc == 2) ? atof(argv[1]) : 0.01;
int i;
const int dim = f_dimension();
double *x = malloc(dim * sizeof(double));
for (i = 0; i < dim; i++) {
x[i] = 0;
}
const int iter = optimize(alpha, f_dimension(), x, f_gradient, f_value);
printf("number of iterations = %d\n", iter);
return 0;
}
/**
* BFGS公式により擬似ヘッシアンを作る
* H[k+1] = A H[k] A + B
* ただし，A = (I - y[(s)^T] / [(y)^T]s), B = y[(y)^T] / [(y)^T]s
*/
void f_quasi_hessian(const double y[], const double s[], double hes[])
{
int dim = f_dimension(); // 次元
double *mat[3];
const int mat_num = 3;
double *tmp = (double *)malloc(dim * dim * sizeof(double)); // 次のヘッシアン
double c = 0.0;
int i, j;
for (i = 0; i < mat_num; i++)
mat[i] = (double *)malloc(dim * dim * sizeof(double));
// 定数c = [(y)^T]s
for (i = 0; i < dim; i++)
c += y[i] * s[i];
// mat[0] = I
// mat[1] = y[(s)^T] / [(y)^T]s
// mat[2] = y[(y)^T] / [(y)^T]s
for (i = 0; i < dim; i++)
{
for (j = 0; j < dim; j++)
{
// -- 単位行列を作る --
if (i == j)
mat[0][i * dim + j] = 1.0;
else
mat[0][i * dim + j] = 0.0;
// ------------------
// 計算用の行列
mat[1][i * dim + j] = y[i] * s[j] / c;
mat[2][i * dim + j] = y[i] * y[j] / c;
}
}
// mat[0] = mat[0] - mat[1] = I - y[(s)^T] / [(y)^T]s
for (i = 0; i < dim; i++)
{
for (j = 0; j < dim; j++)
mat[0][i * dim + j] -= mat[1][i * dim + j];
}
// tmp = mat[0] * hes
mal_matrix(dim, mat[0], hes, tmp);
// hes = tmp * mat[0]
mal_matrix(dim, tmp, mat[0], hes);
// hes = hes + mat[2]
for (i = 0; i < dim * dim; i++)
hes[i] += mat[2][i];
free(tmp);
for (i = 0; i < mat_num; i++)
free(mat[i]);
}
int main(int argc, char **argv)
{
const double alpha = (argc == 2) ? atof(argv[1]) : 0.01;
int i;
const int dim = f_dimension(); // return 2
double *x = malloc(dim * sizeof(double));
for (i = 0; i < dim; i++) {
x[i] = 0; // initializing an array w 2 elems
}
const int iter = optimize(alpha, f_dimension(), x, f_gradient);
printf("number of iterations = %d\n", iter);
free(x);
return 0;
}
