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Stored size: 1.43 KB
Contents
#!/usr/bin/env ruby
require("gsl")
demyanov_f = Proc.new { |x, params|
GSL::MAX_DBL(5.0*x[0]+x[1], GSL::MAX_DBL(x[0]*x[0]+x[1]*x[1]+4.0*x[1], -5.0*x[0] + x[1]))
}
demyanov_sdf = Proc.new { |x, sdf|
f = 5.0*x[0] + x[1]
ff = x[0]*x[0] + x[1]*x[1] + 4.0*x[1]
i_max = 1
if f < ff
f = ff
i_max = 2
end
if f < -5.0*x[0] + x[1]
i_max = 3
end
case i_max
when 1
sdf[0] = 5.0
sdf[1] = 1.0
when 2
sdf[0] = 2.0*x[0]
sdf[1] = 2.0*x[1] + 4.0
when 3
sdf[0] = -5.0
sdf[1] = 1.0
end
}
max_iter = 1000
n = 2
function = GSL::MultiMin::Function_fsdf.alloc(demyanov_f, demyanov_sdf, n)
start_point = GSL::Vector.alloc(n)
start_point.set_all(1.0)
bundle_size_max = n + 3
s = GSL::MultiMin::FsdfMinimizer.alloc("bundle_method", n)
s.set(function, start_point, bundle_size_max)
printf("******************** %s ********************\n\n","Demyanov function")
printf("== k ===== f(x) ===== ||sgr_f(x)|| ======= eps ====== \n");
subgradient = s.subgradient
iter = 0;
printf("%4d %14.7f %13.8e %13.8e\n", iter, s.f, subgradient.dnrm2, s.eps)
begin
iter += 1
status = s.iterate
status = s.test_convergence(1e-5)
printf("%4d %14.7f %13.8e %13.8e\n", iter, s.f, subgradient.dnrm2, s.eps)
if status == GSL::SUCCESS
printf("\nMinimum is found at\n")
x = s.x
for j in 0...x.size do
printf("%9.6f ", x[j])
end
printf("\n\n")
end
end while status == GSL::CONTINUE and iter <= max_iter
Version data entries
6 entries across 6 versions & 2 rubygems