driver.bak

数学计算程序

/* We illustrate the operation of the code using the problem

        min \sum_{i=1}^n  exp (x [i]) - sqrt (i)*x [i] ;
        subject to 0 <= x <= 1

   We solve the problem 3 times using different parameter setting.
   On a linux workstation, the final statistics generated by driver1
   were as follows:

Final convergence status = 0
Convergence tolerance for gradient satisfied
absolute largest component of projected gradient: 5.642870e-09
function value:               -4.0110349e+02

Total cg  iterations:                    8
Total cg  function evaluations:         13
Total cg  gradient evaluations:         13
Total cbb iterations:                    5
Total cbb function evaluations:          6
Total cbb gradient evaluations:          6
------------------------------------------
Total function evaluations:             19
Total gradient evaluations:             19
==========================================

See the drivers in the distribution of cg_descent Version 3.0
for more examples */

#include <math.h> 
#include "asa_user.h" /* needed by the program which calls asa_cg */

/* prototypes for the function and gradient evaluation routines */
double myvalue(double *x, INT n) ;

void mygrad(double  *g, double  *x, INT n) ;

double myvalgrad(double  *g, double  *x, INT n) ;

int main (void)
{
    double *x, *lo, *hi ;
	double grad_tol;
    INT i, n ;

    /* if you want to change parameter value, you need the following: */
    asacg_parm cgParm ;
    asa_parm asaParm ;

	/* tolerance */
	grad_tol = 1.e-8;
    /* allocate arrays for problem solution and bounds */
    n = 100 ; /* problem dimension */
    x  = (double *) malloc (n*sizeof (double)) ;
    lo = (double *) malloc (n*sizeof (double)) ;
    hi = (double *) malloc (n*sizeof (double)) ;
    for (i = 0; i < n; i++) lo [i] = (double) 0 ;
    for (i = 0; i < n; i++) hi [i] = (double) 1 ;

    /* if you want to change parameter value, initialize strucs with default */
    asa_cg_default (&cgParm) ;
    asa_default (&asaParm) ;

    /* if you want to change parameters, change them here: */
    cgParm.PrintParms = TRUE ;
    cgParm.PrintLevel = 1 ;
    asaParm.PrintParms = TRUE ;
    asaParm.PrintLevel = 1 ;

    ///* starting guess */
    //for (i = 0; i < n; i++) x[i] = 1 ;
    ///* run the code */
    //asa_cg (x, lo, hi, n, NULL, &cgParm, &asaParm, grad_tol, myvalue, mygrad, myvalgrad, NULL) ;

    /* if no change in parameters, you could replace Parm arguments by NULL*/
	/* starting guess */
    //for (i = 0; i < n; i++) x [i] = 1 ;
    //asa_cg (x, lo, hi, n, NULL, NULL, NULL, grad_tol, myvalue, mygrad, myvalgrad, NULL) ;

 //   /* with some loss of efficiency, you could omit the valgrad routine */
	/* starting guess */
	for (i = 0; i < n; i++) x [i] = 1 ;  
    asa_cg (x, lo, hi, n, NULL, NULL, NULL, grad_tol, myvalue, mygrad, NULL, NULL);

    free (x) ;
    free (lo) ;
    free (hi) ;
}

/* evaluate the objective function */
double myvalue(double *x, INT n)
{
    double f, t ;
    INT i ;
    f = 0. ;
    for (i = 0; i < n; i++)
    {
        t = i + 1 ;
        t = sqrt (t) ;
        f += exp (x [i]) - t*x [i] ;
    }
    return (f) ;
}

/* evaluate the gradient of the objective function */
void mygrad(double  *g, double  *x, INT n)
{
    double t ;
    INT i ;
    for (i = 0; i < n; i++)
    {
        t = i + 1 ;
        t = sqrt (t) ;
        g [i] = exp (x [i]) -  t ;
    }
    return ;
}

/* value and gradient of the objective function */
double myvalgrad (double  *g, double  *x, INT n)
{
    double f, xi, t ;
    INT i ;
    f = 0 ;
    for (i = 0; i < n; i++)
    {
        t = i + 1 ;
        t = sqrt (t) ;
        xi = x [i] ;
        f += exp (xi) - t*xi ;
        g [i] = exp (xi) -  t ;
    }
    return (f) ;
}