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Question about the optimization package
http://forum.alglib.net/viewtopic.php?f=2&t=117		 Page 1 of 1
Author:  gusuch [ Wed Nov 10, 2010 8:25 pm ]
Post subject:  Question about the optimization package
I tried to use the lbsgs optimization function. And the parameters in function1_grad might be changed in my project.
My question is how can use the void* ptr to pass the parameters in the main function.
A simple sample would be great.
Thanks.

#include <stdafx.h>
#include <stdlib.h>
#include <stdio.h>
#include <math.h>
#include <optimization.h>

using namespace alglib;
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
// using LBFGS method.
//
real_1d_array x = "[0,0]";
double epsg = 0.0000000001;
double epsf = 0;
double epsx = 0;
ae_int_t maxits = 0;
minlbfgsstate state;
minlbfgsreport rep;

minlbfgscreate(1, x, state);
minlbfgssetcond(state, epsg, epsf, epsx, maxits);
minlbfgsoptimize(state, function1_grad);
minlbfgsresults(state, x, rep);

printf("%d\n", int(rep.terminationtype)); // EXPECTED: 4
printf("%s\n", x.tostring(2).c_str()); // EXPECTED: [-3,3]
return 0;
}
Author:  Sergey.Bochkanov [ Thu Nov 11, 2010 2:58 pm ]
Post subject:  Re: Question about the optimization package
You can either pass argv as ptr parameter of minlbfgsoptimize - function1_grad will be called with ptr equal to argv.
Alternatively, you can create proxy structure which stores both argc and argv - and pass pointer to this structure.
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