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yap-6.3/packages/yap-lbfgs/ex1.pl

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%%% -*- Mode: Prolog; -*-
% This file is part of YAP-LBFGS.
% Copyright (C) 2009 Bernd Gutmann
%
% YAP-LBFGS is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% YAP-LBFGS is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with YAP-LBFGS. If not, see <http://www.gnu.org/licenses/>.
:- use_module(library(lbfgs)).
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:- use_module(library(matrix)).
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% This is the call back function which evaluates F and the gradient of F
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evaluate(FX,X,G,_N,_Step,_User) :-
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X0 <== X[0],
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FX is sin(X0),
G0 is cos(X0),
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G[0] <== G0.
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% This is the call back function which is invoked to report the progress
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% if the last argument is set to anything else than 0, the lbfgs will
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% stop right now
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progress(FX,X,G,X_Norm,G_Norm,Step,_N,Iteration,Ls,0) :-
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X0 <== X[0],
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format('~d. Iteration : x0=~4f f(X)=~4f |X|=~4f
|X\'|=~4f Step=~4f Ls=~4f~n',
[Iteration,X0,FX,X_Norm,G_Norm,Step,Ls]).
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demo :-
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format('Optimizing the function f(x0) = sin(x0)~n',[]),
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lbfgs_initialize(1,X,FX,Solver),
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StartX is random*10,
format('We start the search at the random position x0=~5f~2n',[StartX]),
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X[0] <== StartX,
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lbfgs_run(Solver,BestF),
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BestX0 <== X[0],
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lbfgs_finalize(Solver),
format('~2nOptimization done~nWe found a minimum at
f(~f)=~f~2nLBFGS Status=~w~n',[BestX0,BestF,Status]).