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optimize: more gradient-based methods vibe-coded

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jiri committed 2026-10-26 12:39:09 +01:00
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commit 3b7be8bc43
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t.cc
+10 -3
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@@ -4843,14 +4843,21 @@ cin >>n;
NRVec<double> x(n);
x.randomize(1.);
testproblem<double> problem;
BFGS_hyperparameters<double> param;
//BFGS_hyperparameters<double> param; //tested
//LBFGS_hyperparameters<double> param; //tested
CG_hyperparameters<double> param;
param.my_maxstep=100;
param.my_f_thr=1e-6;
param.my_x_thr=1e-3;
param.my_g_thr=1e-3;
//param.my_update=QN_BFGS; //tested
//param.my_update=QN_DFP; //tested
//param.my_update=QN_SR1; //tested
cout << "initial " <<x<<endl;
BFGS_Optimizer<double> o;
BFGS_hyperparameters<double> achieved;
//BFGS_Optimizer<double> o; //tested
//LBFGS_Optimizer<double> o; //tested
CG_Optimizer<double> o;
gradient_hyperparameters<double> achieved;
optresult<double> res=o.minimize(&problem,x,&param,&achieved);
cout << "optimized " <<x<<endl;
cout << "converged "<<res.converged<<" f= "<<res.f<<" iterations "<<achieved.my_maxstep<<" function evaluations "<<achieved.my_maxfunc<<" last df "<<achieved.my_f_thr<<" last dx "<<achieved.my_x_thr<<" |g| "<<achieved.my_g_thr<<endl;