1 //
2 // qnsearch_example.c
3 //
4
5 #include <stdio.h>
6 #include <stdlib.h>
7 #include <math.h>
8
9 #include "liquid.h"
10
11 #define OUTPUT_FILENAME "qnsearch_example.m"
12
main()13 int main() {
14 unsigned int num_parameters = 8; // dimensionality of search (minimum 2)
15 unsigned int num_iterations = 4000; // number of iterations to run
16
17 float optimum_vect[num_parameters];
18 unsigned int i;
19 for (i=0; i<num_parameters; i++)
20 optimum_vect[i] = 0.0f;
21
22 float optimum_utility;
23
24 // open output file
25 FILE*fid = fopen(OUTPUT_FILENAME,"w");
26 fprintf(fid,"%% %s : auto-generated file\n", OUTPUT_FILENAME);
27 fprintf(fid,"clear all;\n");
28 fprintf(fid,"close all;\n");
29
30 // create qnsearch object
31 qnsearch gs = qnsearch_create(
32 NULL, optimum_vect, num_parameters, &liquid_rosenbrock, LIQUID_OPTIM_MINIMIZE);
33
34 // execute search
35 //optimum_utility = qnsearch_run(gs, num_iterations, -1e-6f);
36
37 // execute search one iteration at a time
38 fprintf(fid,"u = zeros(1,%u);\n", num_iterations);
39 for (i=0; i<num_iterations; i++) {
40 optimum_utility = liquid_rosenbrock(NULL,optimum_vect,num_parameters);
41 fprintf(fid,"u(%3u) = %12.4e;\n", i+1, optimum_utility);
42
43 qnsearch_step(gs);
44
45 if (((i+1)%100)==0)
46 qnsearch_print(gs);
47 }
48
49 // print results
50 printf("\n");
51 qnsearch_print(gs);
52
53 fprintf(fid,"figure;\n");
54 fprintf(fid,"semilogy(u);\n");
55 fprintf(fid,"xlabel('iteration');\n");
56 fprintf(fid,"ylabel('utility');\n");
57 fprintf(fid,"title('quasinewton search results');\n");
58 fprintf(fid,"grid on;\n");
59 fclose(fid);
60 printf("results written to %s.\n", OUTPUT_FILENAME);
61
62 // test results, optimum at [1, 1, 1, ... 1];
63
64 qnsearch_destroy(gs);
65
66 return 0;
67 }
68