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About the Optimization: How to optimize the N dimention pro
http://forum.alglib.net/viewtopic.php?f=2&t=310		 Page 1 of 1
Author:  frainbbs [ Mon Feb 28, 2011 7:33 am ]
Post subject:  About the Optimization: How to optimize the N dimention pro
About the Optimization: How to optimize the functon with N dimention?
example:
minlm Improved Levenberg-Marquardt optimizer
int main(int argc, char **argv)
{
//
// This example demonstrates minimization of F(x0,x1) = f0^2+f1^2, where
//
// f0(x0,x1) = 10*(x0+3)^2
// f1(x0,x1) = (x1-3)^2
//
// using "V" mode of the Levenberg-Marquardt optimizer.
//
// Optimization algorithm uses:
// * function vector f[] = {f1,f2}
//
// No other information (Jacobian, gradient, etc.) is needed.
//
real_1d_array x = "[0,0]";
double epsg = 0.0000000001;
double epsf = 0;
double epsx = 0;
ae_int_t maxits = 0;
minlmstate state;
minlmreport rep;

minlmcreatev(2, x, 0.0001, state);
minlmsetcond(state, epsg, epsf, epsx, maxits);
minlmoptimize(state, function1_fvec);
minlmresults(state, x, rep);

printf("%d\n", int(rep.terminationtype)); // EXPECTED: 4
printf("%s\n", x.tostring(2).c_str()); // EXPECTED: [-3,+3]
return 0;
}

///********************************************/////////////
real_1d_array x = "[0,0]";
I have a function to optimize, sunch as f(x1,x2,x3,x4,,,,,,,x500)
in C++,it can be do like this :
float x[500];
or.
float *x = new float[500];

But in alglib, How to declaration the array x with N(N is big,such as N>100)?????

Like this:?????
real_1d_array x = "[0,0,0,0,0,0,0,0,0,0,0,0,00,0,0,0,0,0,0,0,0,0,0,0,0,0,0,00,0,0,0,0,0,.......]";
Author:  frainbbs [ Mon Feb 28, 2011 7:55 am ]
Post subject:  Re: About the Optimization: How to optimize the N dimention
I know
real_1d_array x ;
double epsg = 0.0000000001;
double epsf = 0;
double epsx = 0;
ae_int_t maxits = 0;
minlmstate state;
minlmreport rep;
int N=100;
double *y = new double[N];



for(int i=0; i< N ;i++)
y[i]=2*i;
x.setcontent(N,y);
for(int i=0;i<N;i++)
cout<<i<<" "<<x[i]<<endl;
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