ex_1qn3.c

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

#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include "math_util.h"
int n_fun;

main()
{
    long double tol, *x;
    int n;
    long double ex1_fun( long double * );
    void ex1_dfun( long double *, long double * );
    void ex1_hess( long double **, 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] = -2.9;
	x[1] = 2.0;
	tol = 1.0e-4;
	
    q_newton_3( ex1_fun, x, n, tol );
    
    printf("\nSolution x: ");print_vec_dbl( x, n );
    printf("\n # of function evaluations: %d\n",n_fun);
}
/*
	Rosenbrock's function
*/
long double ex1_fun( x )
long double *x;
{
   long double f;
   
   n_fun++;
   f = 100*(x[1]-x[0]*x[0])*(x[1]-x[0]*x[0]) + (1.0-x[0])*(1.0-x[0]);
   
   return( f );
}
/*
***  Norm( h ) <= eps

Solution x:  9.999977e-01  9.999953e-01

 # of function evaluations: 1956
 Solution time: 3.283333e+00
*/