forum.alglib.net

minbleic
In the previous version , I can get the objective function value and others.
But in 3.8.0,I Don't know how to get the objective function value with minbleic ?





void function1_grad(const real_1d_array &x, double &func, real_1d_array &grad, void *ptr)
{
//
// this callback calculates f(x0,x1) = 100*(x0+3)^4 + (x1-3)^4
// and its derivatives df/d0 and df/dx1
//
func = 100*pow(x[0]+3,4) + pow(x[1]-3,4);
grad[0] = 400*pow(x[0]+3,3);
grad[1] = 4*pow(x[1]-3,3);
}

int main(int argc, char **argv)
{
//
// This example demonstrates minimization of f(x,y) = 100*(x+3)^4+(y-3)^4
// subject to bound constraints -1<=x<=+1, -1<=y<=+1, using BLEIC optimizer.
//
real_1d_array x = "[0,0]";
real_1d_array bndl = "[-1,-1]";
real_1d_array bndu = "[+1,+1]";
minbleicstate state;
minbleicreport rep;

//
// These variables define stopping conditions for the optimizer.
//
// We use very simple condition - |g|<=epsg
//
double epsg = 0.000001;
double epsf = 0;
double epsx = 0;
ae_int_t maxits = 0;

//
// Now we are ready to actually optimize something:
// * first we create optimizer
// * we add boundary constraints
// * we tune stopping conditions
// * and, finally, optimize and obtain results...
//
minbleiccreate(x, state);
minbleicsetbc(state, bndl, bndu);
minbleicsetcond(state, epsg, epsf, epsx, maxits);
alglib::minbleicoptimize(state, function1_grad);
minbleicresults(state, x, rep);

//
// ...and evaluate these results
//
printf("%d\n", int(rep.terminationtype)); // EXPECTED: 4
printf("%s\n", x.tostring(2).c_str()); // EXPECTED: [-1,1]

cout<<"rep.iterationscount= "<<rep.iterationscount<<endl;
cout<<"rep.nfev= "<<rep.nfev<<endl;
cout<<"rep.debugdx= "<<rep.debugdx<<endl;
cout<<"rep.debugff= "<<rep.debugff<<endl;
cout<<"rep.debugfs= "<<rep.debugfs<<endl;

// rep.iterationscount= 3
// rep.nfev= 5
// rep.debugdx= nan
// rep.debugff= nan
// rep.debugfs= nan
return 0;
}