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#include <stdio.h>
#include <lbfgs.h>
static lbfgsfloatval_t evaluate(
void *instance,
const lbfgsfloatval_t *x,
lbfgsfloatval_t *g,
const int n,
const lbfgsfloatval_t step
)
{
int i;
lbfgsfloatval_t fx = 0.0;
for (i = 0;i < n;i += 2) {
lbfgsfloatval_t t1 = 1.0 - x[i];
lbfgsfloatval_t t2 = 10.0 * (x[i+1] - x[i] * x[i]);
g[i+1] = 20.0 * t2;
g[i] = -2.0 * (x[i] * g[i+1] + t1);
fx += t1 * t1 + t2 * t2;
}
return fx;
}
static int progress(
void *instance,
const lbfgsfloatval_t *x,
const lbfgsfloatval_t *g,
const lbfgsfloatval_t fx,
const lbfgsfloatval_t xnorm,
const lbfgsfloatval_t gnorm,
const lbfgsfloatval_t step,
int n,
int k,
int ls
)
{
printf("Iteration %d:\n", k);
printf(" fx = %f, x[0] = %f, x[1] = %f\n", fx, x[0], x[1]);
printf(" xnorm = %f, gnorm = %f, step = %f\n", xnorm, gnorm, step);
printf("\n");
return 0;
}
#define N 100
int main(int argc, char *argv[])
{
int i, ret = 0;
lbfgsfloatval_t fx;
lbfgsfloatval_t *x = lbfgs_malloc(N);
lbfgs_parameter_t param;
if (x == NULL) {
printf("ERROR: Failed to allocate a memory block for variables.\n");
return 1;
}
/* Initialize the variables. */
for (i = 0;i < N;i += 2) {
x[i] = -1.2;
x[i+1] = 1.0;
}
/* Initialize the parameters for the L-BFGS optimization. */
lbfgs_parameter_init(¶m);
/*param.linesearch = LBFGS_LINESEARCH_BACKTRACKING;*/
/*
Start the L-BFGS optimization; this will invoke the callback functions
evaluate() and progress() when necessary.
*/
ret = lbfgs(N, x, &fx, evaluate, progress, NULL, ¶m);
/* Report the result. */
printf("L-BFGS optimization terminated with status code = %d\n", ret);
printf(" fx = %f, x[0] = %f, x[1] = %f\n", fx, x[0], x[1]);
lbfgs_free(x);
return 0;
}
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