#include #include class objective_function { protected: lbfgsfloatval_t *m_x; public: objective_function() : m_x(NULL) { } virtual ~objective_function() { if (m_x != NULL) { lbfgs_free(m_x); m_x = NULL; } } int run(int N) { lbfgsfloatval_t fx; lbfgsfloatval_t *m_x = lbfgs_malloc(N); if (m_x == NULL) { printf("ERROR: Failed to allocate a memory block for variables.\n"); return 1; } /* Initialize the variables. */ for (int i = 0;i < N;i += 2) { m_x[i] = -1.2; m_x[i+1] = 1.0; } /* Start the L-BFGS optimization; this will invoke the callback functions evaluate() and progress() when necessary. */ int ret = lbfgs(N, m_x, &fx, _evaluate, _progress, this, NULL); /* 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, m_x[0], m_x[1]); return ret; } protected: static lbfgsfloatval_t _evaluate( void *instance, const lbfgsfloatval_t *x, lbfgsfloatval_t *g, const int n, const lbfgsfloatval_t step ) { return reinterpret_cast(instance)->evaluate(x, g, n, step); } lbfgsfloatval_t evaluate( const lbfgsfloatval_t *x, lbfgsfloatval_t *g, const int n, const lbfgsfloatval_t step ) { lbfgsfloatval_t fx = 0.0; for (int 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 ) { return reinterpret_cast(instance)->progress(x, g, fx, xnorm, gnorm, step, n, k, ls); } int progress( 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) { objective_function obj; return obj.run(N); }