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/* tests/lbfgs-example.f -- translated by f2c (version 20050501).
You must link the resulting object file with libf2c:
on Microsoft Windows system, link with libf2c.lib;
on Linux or Unix systems, link with .../path/to/libf2c.a -lm
or, if you install libf2c.a in a standard place, with -lf2c -lm
-- in that order, at the end of the command line, as in
cc *.o -lf2c -lm
Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
http://www.netlib.org/f2c/libf2c.zip
*/
#include "v3p_netlib.h"
/* *********************** */
/* SIMPLE DRIVER FOR LBFGS */
/* *********************** */
/* Example of driver for LBFGS routine, using a */
/* simple test problem. The solution point is at */
/* X=(1,...,1) and the optimal function value of 0. */
/* JORGE NOCEDAL */
/* *** July 1990 *** */
/*< PROGRAM SDRIVE >*/
/* Main program */ int main()
{
/* System generated locals */
integer i__1;
doublereal d__1, d__2;
/* Local variables */
doublereal f, g[2000];
integer j, m, n;
doublereal w[30014], x[2000], t1, t2, eps, diag[2000], xtol;
integer iflag, icall;
logical diagco;
integer iprint[2];
v3p_netlib_lbfgs_global_t lbfgs_global;
v3p_netlib_lbfgs_init(&lbfgs_global);
/*< PARAMETER(NDIM=2000,MSAVE=7,NWORK=NDIM*(2*MSAVE +1)+2*MSAVE) >*/
/*< DOUBLE PRECISION X(NDIM),G(NDIM),DIAG(NDIM),W(NWORK) >*/
/*< DOUBLE PRECISION F,EPS,XTOL,GTOL,T1,T2,STPMIN,STPMAX >*/
/*< INTEGER IPRINT(2),IFLAG,ICALL,N,M,MP,LP,J >*/
/*< LOGICAL DIAGCO >*/
/* The driver for LBFGS must always declare LB2 as EXTERNAL */
/*< EXTERNAL LB2 >*/
/*< COMMON /LB3/MP,LP,GTOL,STPMIN,STPMAX >*/
/*< N=100 >*/
n = 100;
/*< M=5 >*/
m = 5;
/*< IPRINT(1)= 1 >*/
iprint[0] = 1;
/*< IPRINT(2)= 0 >*/
iprint[1] = 0;
/* We do not wish to provide the diagonal matrices Hk0, and */
/* therefore set DIAGCO to FALSE. */
/*< DIAGCO= .FALSE. >*/
diagco = FALSE_;
/*< EPS= 1.0D-5 >*/
eps = 1e-5;
/*< XTOL= 1.0D-16 >*/
xtol = 1e-16;
/*< ICALL=0 >*/
icall = 0;
/*< IFLAG=0 >*/
iflag = 0;
/*< DO 10 J=1,N,2 >*/
i__1 = n;
for (j = 1; j <= i__1; j += 2) {
/*< X(J)=-1.2D0 >*/
x[j - 1] = -1.2;
/*< X(J+1)=1.D0 >*/
x[j] = 1.;
/*< 10 CONTINUE >*/
/* L10: */
}
/*< 20 CONTINUE >*/
L20:
/*< F= 0.D0 >*/
f = 0.;
/*< DO 30 J=1,N,2 >*/
i__1 = n;
for (j = 1; j <= i__1; j += 2) {
/*< T1= 1.D0-X(J) >*/
t1 = 1. - x[j - 1];
/*< T2= 1.D1*(X(J+1)-X(J)**2) >*/
/* Computing 2nd power */
d__1 = x[j - 1];
t2 = (x[j] - d__1 * d__1) * 10.;
/*< G(J+1)= 2.D1*T2 >*/
g[j] = t2 * 20.;
/*< G(J)= -2.D0*(X(J)*G(J+1)+T1) >*/
g[j - 1] = (x[j - 1] * g[j] + t1) * -2.;
/*< F= F+T1**2+T2**2 >*/
/* Computing 2nd power */
d__1 = t1;
/* Computing 2nd power */
d__2 = t2;
f = f + d__1 * d__1 + d__2 * d__2;
/*< 30 CONTINUE >*/
/* L30: */
}
/*< CALL LBFGS(N,M,X,F,G,DIAGCO,DIAG,IPRINT,EPS,XTOL,W,IFLAG) >*/
v3p_netlib_lbfgs_(
&n, &m, x, &f, g, &diagco, diag, iprint, &eps, &xtol, w, &iflag,
&lbfgs_global);
/*< IF(IFLAG.LE.0) GO TO 50 >*/
if (iflag <= 0) {
goto L50;
}
/*< ICALL=ICALL + 1 >*/
++icall;
/* We allow at most 2000 evaluations of F and G */
/*< IF(ICALL.GT.2000) GO TO 50 >*/
if (icall > 2000) {
goto L50;
}
/*< GO TO 20 >*/
goto L20;
/*< 50 CONTINUE >*/
L50:
/*< END >*/
return 0;
} /* MAIN__ */
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