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#include <Eigen/Core>
#include <iostream>
#include <LBFGS.h>
using Eigen::VectorXd;
using Eigen::MatrixXd;
using namespace LBFGSpp;
double foo(const VectorXd& x, VectorXd& grad)
{
const int n = x.size();
VectorXd d(n);
for(int i = 0; i < n; i++)
d[i] = i;
double f = (x - d).squaredNorm();
grad.noalias() = 2.0 * (x - d);
return f;
}
int main()
{
const int n = 10;
LBFGSParam<double> param;
LBFGSSolver<double> solver(param);
VectorXd x = VectorXd::Zero(n);
double fx;
int niter = solver.minimize(foo, x, fx);
std::cout << niter << " iterations" << std::endl;
std::cout << "x = \n" << x.transpose() << std::endl;
std::cout << "f(x) = " << fx << std::endl;
return 0;
}
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