Getting Results from CG optimisation

Hen3ry · **Joined:** Sat Jan 21, 2012 7:00 pm **Posts:** 3

I am having great trouble getting results from the mincgresults() function. The code is as follows:

Code:

   alglib::real_1d_array lambdaJout;
   lambdaJout.setlength(lenJ);
   for (int i = 0; i < lenJ; i++) {
      lambdaJout[i] = 0.0;
   }
   
   alglib::mincgcreatef(lambdaJguess, diffstep, cgstate);
   alglib::mincgsetcond(cgstate, epsg, epsf, epsx, maxits);
   alglib::mincgsetscale(cgstate, lambdascale);
   alglib::mincgsetprecscale(cgstate);
   alglib:mincgoptimize(cgstate, CG_opt, NULL, ptr);
   mincgresults(cgstate, lambdaJout, cgrep);

   printf("cg rep termination = %i\n", int(cgrep.terminationtype));
   
   FILE* lambdaoptout = fopen("lambdaopt.txt", "w");
   for (int i = 0; i < lenJ; i++) {
      fprintf(lambdaoptout, "%i %e\n", i, lambdaJout[i]);
   }
   fclose(lambdaoptout);

It seems that no matter what I try to do with mincgresults, I cannot get anything but zeros in the print statement.

The code runs, and the cg rep termination result is 1, but lambdaJout never seems to change. I can post more of the code if needed, and would very much appreciate an help people can offer.

Thanks.

Sergey.Bochkanov · **Joined:** Fri May 07, 2010 7:06 am **Posts:** 930

Please, post all code which works with ALGLIB: a) initialization of lambdaJguess, diffstep and other parameters, b) CG_opt() function, c) everything else which can influence results. I will help you with this issue, but I need more info :)

Hen3ry · **Joined:** Sat Jan 21, 2012 7:00 pm **Posts:** 3

Dear Sergey,

I have found that my error comes from having very badly miscalculated the scaling. Have fixed this, and now get results.

Thank you for your response, and for creating the library.

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