ex_2qn3.c

an quasi-newton method used in non-linear programming and especially in optimization

#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include <time.h>
#include "math_util.h"
int n_fun;
main()
{
    clock_t time_0, time_1;
    long double dtime;
    long double tol, *x;
    int n;
    long double ex2_fun( long double * );
    void q_newton_3( long double(*)(),
                 long double *, int, long double );
    
	n_fun = 0;
	n = 2;
	x = a1d_allo_dbl( n );
	x[0] = 0.5;
	x[1] = 0.5;
	tol = 1.0e-4;
	
    time_0 = clock();
    q_newton_3( ex2_fun, x, n, tol );
    time_1 = clock();
    dtime = (long double)(time_1-time_0)/((long double)CLOCKS_PER_SEC);
    
    printf("Solution x: ");print_vec_dbl( x, n );
    printf("\n # of function evaluations: %d\n",n_fun);
    printf(" Solution time: %Le",dtime);
}
/*
	Easson function
*/
long double ex2_fun( x )
long double *x;
{
   long double f, t1, t2, t8, t11, x1, x2;
   
   n_fun++;
   
   x1 = x[0];
   x2 = x[1];
   t1 = x1*x1;
   t2 = x2*x2;
   t8 = t1*t1;
   t11 = t2*t2;
   f = 6.0/5.0+t1/10+(1.0+t2)/t1/10+(t1*t2+100.0)/t8/t11/10;
     
   return( f );
}
/*
***  Norm( h ) <= eps
Solution x:  1.743439e+00  2.029691e+00

 # of function evaluations: 112
 Solution time: 1.133333e+00
*/