Sdrive.java

/*
 * Apache License
 * Version 2.0, January 2004
 * http://www.apache.org/licenses/
 *
 *    Copyright 2013 Aurelian Tutuianu
 *    Copyright 2014 Aurelian Tutuianu
 *    Copyright 2015 Aurelian Tutuianu
 *    Copyright 2016 Aurelian Tutuianu
 *
 *    Licensed under the Apache License, Version 2.0 (the "License");
 *    you may not use this file except in compliance with the License.
 *    You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 *    Unless required by applicable law or agreed to in writing, software
 *    distributed under the License is distributed on an "AS IS" BASIS,
 *    WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 *    See the License for the specific language governing permissions and
 *    limitations under the License.
 *
 */

package rapaio.experiment.math.optimization.lbfgs;

/**
 * Created by <a href="mailto:padreati@yahoo.com">Aurelian Tutuianu</a> on 11/24/15.
 */
public class Sdrive {

    static int ndim = 2000, msave = 7;
    static int nwork = ndim * (2 * msave + 1) + 2 * msave;

    public static void main(String args[]) {
        double x[], g[], diag[], w[];
        x = new double[ndim];
        g = new double[ndim];
        diag = new double[ndim];
        w = new double[nwork];

        double f, eps, xtol, gtol, t1, t2, stpmin, stpmax;
        int iprint[], iflag[] = new int[1], icall, n, m, mp, lp, j;
        iprint = new int[2];
        boolean diagco;

        n = 100;
        m = 5;
        iprint[1 - 1] = 1;
        iprint[2 - 1] = 0;
        diagco = false;
        eps = 1.0e-5;
        xtol = 1.0e-16;
        icall = 0;
        iflag[0] = 0;

        for (j = 1; j <= n; j += 2) {
            x[j - 1] = -1.2e0;
            x[j + 1 - 1] = 1.e0;
        }

        do {
            f = 0;
            for (j = 1; j <= n; j += 2) {
                t1 = 1.e0 - x[j - 1];
                t2 = 1.e1 * (x[j + 1 - 1] - x[j - 1] * x[j - 1]);
                g[j + 1 - 1] = 2.e1 * t2;
                g[j - 1] = -2.e0 * (x[j - 1] * g[j + 1 - 1] + t1);
                f = f + t1 * t1 + t2 * t2;
            }

            try {
                LBFGS.lbfgs(n, m, x, f, g, diagco, diag, iprint, eps, xtol, iflag);
            } catch (LBFGS.ExceptionWithIflag e) {
                System.err.println("Sdrive: lbfgs_cimpl failed.\n" + e);
                return;
            }

            icall += 1;
        }
        while (iflag[0] != 0 && icall <= 200);
    }
}