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authorAlberto Ruiz <aruiz@um.es>2009-04-18 18:42:14 +0000
committerAlberto Ruiz <aruiz@um.es>2009-04-18 18:42:14 +0000
commit1b5b7b8252fddcda816722b55eae1d5f1ca9a80e (patch)
tree25cf8ae1a8e8fdb1c6fc347abf999a0286e34411 /examples/minimize.hs
parent33a8f087574c89d257fccefd58643bd9b8fa9f22 (diff)
added minimizeVectorBFGS2
Diffstat (limited to 'examples/minimize.hs')
-rw-r--r--examples/minimize.hs18
1 files changed, 14 insertions, 4 deletions
diff --git a/examples/minimize.hs b/examples/minimize.hs
index 5beba3b..8962006 100644
--- a/examples/minimize.hs
+++ b/examples/minimize.hs
@@ -13,6 +13,9 @@ df [x,y] = [20*(x-1), 40*(y-2)]
13-- the conjugate gradient method 13-- the conjugate gradient method
14minimizeCG = minimizeConjugateGradient 1E-2 1E-4 1E-3 30 14minimizeCG = minimizeConjugateGradient 1E-2 1E-4 1E-3 30
15 15
16-- the BFGS2 method
17minimizeBFGS2 = minimizeVectorBFGS2 1E-2 1E-2 1E-3 30
18
16-- a minimization algorithm which does not require the gradient 19-- a minimization algorithm which does not require the gradient
17minimizeS f xi = minimizeNMSimplex f xi (replicate (length xi) 1) 1E-2 100 20minimizeS f xi = minimizeNMSimplex f xi (replicate (length xi) 1) 1E-2 100
18 21
@@ -24,20 +27,27 @@ partialDerivative n f v = fst (derivCentral 0.01 g (v!!n)) where
24 (a,_:b) = splitAt n v 27 (a,_:b) = splitAt n v
25 28
26main = do 29main = do
27 -- conjugate gradient with true gradient 30 putStrLn "BFGS2 with true gradient"
28 let (s,p) = minimizeCG f df [5,7] 31 let (s,p) = minimizeBFGS2 f df [5,7]
29 print s -- solution 32 print s -- solution
30 disp p -- evolution of the algorithm 33 disp p -- evolution of the algorithm
31 let [x,y] = drop 2 (toColumns p) 34 let [x,y] = drop 2 (toColumns p)
32 mplot [x,y] -- path from the starting point to the solution 35 mplot [x,y] -- path from the starting point to the solution
33 36
34 -- conjugate gradient with estimated gradient 37 putStrLn "conjugate gradient with true gradient"
38 let (s,p) = minimizeCG f df [5,7]
39 print s
40 disp p
41 let [x,y] = drop 2 (toColumns p)
42 mplot [x,y]
43
44 putStrLn "conjugate gradient with estimated gradient"
35 let (s,p) = minimizeCG f (gradient f) [5,7] 45 let (s,p) = minimizeCG f (gradient f) [5,7]
36 print s 46 print s
37 disp p 47 disp p
38 mplot $ drop 2 (toColumns p) 48 mplot $ drop 2 (toColumns p)
39 49
40 -- without gradient, using the NM Simplex method 50 putStrLn "without gradient, using the NM Simplex method"
41 let (s,p) = minimizeS f [5,7] 51 let (s,p) = minimizeS f [5,7]
42 print s 52 print s
43 disp p 53 disp p