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//
// gradsearch_example.c
//
#include <stdio.h>
#include <stdlib.h>
#include <string.h>
#include <math.h>
#include <getopt.h>
#include "liquid.h"
#define OUTPUT_FILENAME "gradsearch_example.m"
// print usage/help message
void usage()
{
printf("%s [options]\n", __FILE__);
printf(" h : print help\n");
printf(" n : number of parameters, default: 6\n");
printf(" t : number of iterations, default: 2000\n");
printf(" u : utility function: {rosenbrock, invgauss, multimodal, spiral}\n");
}
int main(int argc, char*argv[])
{
unsigned int num_parameters = 6; // dimensionality of search (minimum 2)
unsigned int num_iterations = 2000; // number of iterations to run
utility_function func = liquid_rosenbrock;
int dopt;
while ((dopt = getopt(argc,argv,"hn:t:u:")) != EOF) {
switch (dopt) {
case 'h': usage(); return 0;
case 'n': num_parameters = atoi(optarg); break;
case 't': num_iterations = atoi(optarg); break;
case 'u':
if (strcmp(optarg,"rosenbrock")==0) func = liquid_rosenbrock;
else if (strcmp(optarg,"invgauss")==0) func = liquid_invgauss;
else if (strcmp(optarg,"multimodal")==0) func = liquid_multimodal;
else if (strcmp(optarg,"spiral")==0) func = liquid_spiral;
else {
fprintf(stderr,"error: %s, unknown/unsupported utility '%s'\n", argv[0], optarg);
exit(1);
}
break;
default:
exit(1);
}
}
float optimum_vect[num_parameters];
unsigned int i;
for (i=0; i<num_parameters; i++)
optimum_vect[i] = 0.1f*(float)i;
float optimum_utility;
// open output file
FILE*fid = fopen(OUTPUT_FILENAME,"w");
fprintf(fid,"%% %s : auto-generated file\n", OUTPUT_FILENAME);
fprintf(fid,"clear all;\n");
fprintf(fid,"close all;\n");
// create gradsearch object
gradsearch gs = gradsearch_create(NULL,
optimum_vect,
num_parameters,
func,
LIQUID_OPTIM_MINIMIZE);
// execute search
//optimum_utility = gradsearch_run(gs, num_iterations, -1e-6f);
// execute search one iteration at a time
fprintf(fid,"u = zeros(1,%u);\n", num_iterations);
unsigned int d=1;
for (i=0; i<num_iterations; i++) {
optimum_utility = func(NULL,optimum_vect,num_parameters);
fprintf(fid,"u(%3u) = %12.4e;\n", i+1, optimum_utility);
gradsearch_step(gs);
if (((i+1)%d)==0 || i==0) {
printf("%5u: ", i+1);
gradsearch_print(gs);
if ((i+1)==10*d) d*=10;
}
}
// print results
printf("\n");
printf("%5u: ", num_iterations);
gradsearch_print(gs);
fprintf(fid,"figure;\n");
fprintf(fid,"semilogy(u);\n");
fprintf(fid,"xlabel('iteration');\n");
fprintf(fid,"ylabel('utility');\n");
fprintf(fid,"title('gradient search results');\n");
fprintf(fid,"grid on;\n");
fclose(fid);
printf("results written to %s.\n", OUTPUT_FILENAME);
// test results, optimum at [1, 1, 1, ... 1];
gradsearch_destroy(gs);
return 0;
}
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