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Versions: 22
Compression:
Stored size: 1.93 KB
Contents
#!/usr/bin/env ruby
require("gsl")
require("ool/conmin.rb")
def iteration_echo(m)
f = m.f
x = m.x
printf( "f( " );
for i in 0...3 do
printf( "%+6.3e, ", x[i])
end
printf( "... ) = %+6.3e\n", f )
end
NN = 100
fun = Proc.new { |x, params|
n = x.size
f = 0
for i in 0...n do
xi = x[i] - i.to_f/10.0
f += (i + 1.0)*xi*xi
end
f
}
fun_df = Proc.new { |x, params, g|
n = x.size
for i in 0...n do
xi = x[i] - i.to_f/10.0
g[i] = 2.0*(i+1.0)*xi
end
}
fun_Hv = Proc.new { |x, params, v, hv|
n = x.size
for i in 0...n do
hv[i] = 2.0*(i+1.0)*v[i]
end
}
a = GSL::Vector.alloc(NN)
for i in 0...NN do
a[i] = (i.to_f + 1.0)/10.0
end
f = OOL::Conmin::Function.alloc()
f.set(NN, fun, fun_df, nil, fun_Hv, a)
L = GSL::Vector.alloc(NN)
U = GSL::Vector.alloc(NN)
L.set_all(-3.0)
U.set_all(3.0)
c = OOL::Conmin::Constraint.alloc()
c.set(NN, L, U)
m = OOL::Conmin::Minimizer.alloc(OOL::Conmin::Minimizer::Spg, NN)
#m = OOL::Conmin::Minimizer.alloc(OOL::Conmin::Minimizer::Pgrad, NN)
#m = OOL::Conmin::Minimizer.alloc("pgrad", NN)
#m = OOL::Conmin::Minimizer.alloc("spg", NN)
#params = OOL::Conmin::Minimizer::Spg.parameters_default
params = m.parameters_default
p params.class
p params
x = GSL::Vector.alloc(NN)
for i in 0...NN do
x[i] = 1.0 + i
end
m.set(f, c, x, params)
ii = 0
NMAX = 1000
status = OOL::CONTINUE;
printf( "%4d : ", ii )
iteration_echo ( m )
while ii < NMAX && status == OOL::CONTINUE
ii+=1
m.iterate
status = m.is_optimal
printf( "%4d : ", ii )
iteration_echo( m )
end
printf("%s method\n", m.name)
if status == OOL::SUCCESS
printf("\nConvergence in %i iterations\n\n", ii);
else
printf("Stopped with %i iterations\n", ii);
end
printf("variables................: %6d\n", NN)
printf("function evaluations.....: %6d\n", m.fcount)
printf("gradient evaluations.....: %6d\n", m.gcount)
printf("function value...........: %.6e\n", m.minimum)
printf("projected gradient norm..: %.6e\n", m.size)
Version data entries
22 entries across 22 versions & 4 rubygems