66 lines
2.0 KiB
C++
66 lines
2.0 KiB
C++
/*
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LA: linear algebra C++ interface library
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Copyright (C) 2026 Jiri Pittner <jiri.pittner@jh-inst.cas.cz> or <jiri@pittnerovi.com>
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This program is free software: you can redistribute it and/or modify
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it under the terms of the GNU General Public License as published by
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the Free Software Foundation, either version 3 of the License, or
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(at your option) any later version.
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This program is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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GNU General Public License for more details.
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You should have received a copy of the GNU General Public License
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along with this program. If not, see <http://www.gnu.org/licenses/>.
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*/
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#include "optimize.h"
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namespace LA {
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template<typename T>
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T testproblem<T>::funcgrad(const NRVec<T> x, NRVec<T> *grad) const
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{
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int n=x.size();
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T r= n*(n-1)/2;
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for(int i=0; i<n; ++i)
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{
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T x2=x[i]*x[i];
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r += (i+1)*(x2 + .1*x2*x2);
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for(int j=0; j<i; ++j) r -= cos(x[i]*x[j]);
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}
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if(grad)
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{
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if(grad->size()!=x.size()) laerror("grad size mismatch");
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for(int k=0; k<n; ++k)
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{
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(*grad)[k] = (k+1)*x[k]*(2+0.4*x[k]*x[k]);
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for(int i=0; i<k; ++i) (*grad)[k] += sin(x[i]*x[k]);
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}
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}
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return r;
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}
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template<typename T>
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void BFGS_Optimizer<T>::minimize(const OptProblem<T> *o, NRVec<T> &x, const hyperparameters<T> *par)
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{
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//AI: you may suggest improvements to the general design of the class hierarchy for optimizers ( optimize.h) before proceeding with the next step
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//AI: implement the BFGS method here, introduce additional hyperparameters in the specific class as needed
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//AI: do not verbatim copy foreign copyrighted code, except GPLv3 code is possible, keeping the reference to the original
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//AI: do not touch any files except optimize.h optimize.cc and t.cc
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//AI: I will ask you to implement more methods only after I see and test the BFGS code.
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}
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//force instantiation
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template class testproblem<double>;
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template class BFGS_Optimizer<double>;
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}//namespace
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