forum.alglib.net

'Routines
Public Sub DemoRoutine()
    Dim State As MinLMState
    Dim Rep As MinLMReport
    Dim S() As Double
    Dim X As Double
    Dim Y As Double

   
    '
    ' Example of solving simple task using FJ scheme.
    '
    ' Function minimized:
    '     F = (x-2*y)^2 + (x-2)^2 + (y-1)^2
    ' exact solution is (2,1).
    '
    ReDim S(0 To 2#-1)
    S(0#) = Rnd()-0.5
    S(1#) = Rnd()-0.5
    Call MinLMCreateFJ(2#, 3#, S, State)
    Call MinLMSetCond(State, 0.0, 0.0, 0.001, 0#)
    Do While MinLMIteration(State)
        X = State.X(0#)
        Y = State.X(1#)
        If State.NeedF then
            State.F = Square(X-2#*Y)+Square(X-2#)+Square(Y-1#)
        End If
        If State.NeedFiJ then
            State.Fi(0#) = X-2#*Y
            State.Fi(1#) = X-2#
            State.Fi(2#) = Y-1#
            State.J(0#,0#) = 1#
            State.J(0#,1#) = -2#
            State.J(1#,0#) = 1#
            State.J(1#,1#) = 0#
            State.J(2#,0#) = 0#
            State.J(2#,1#) = 1#
        End If
    Loop
    Call MinLMResults(State, S, Rep)
   
    '
    ' output results
    '
    ConsoleOutputString  "X = " &  FormatFReal(S(0#), 4, 2) _
         &  " (correct value - 2.00)" &  vbNewLine
    ConsoleOutputString  "Y = " &  FormatFReal(S(1#), 4, 2) _
         &  " (correct value - 1.00)" &  vbNewLine
    ConsoleOutputString  "TerminationType = " &  FormatInteger(Rep.TerminationType, 0) _
         &  " (should be 2 - stopping when step is small enough)" _
         &  vbNewLine
    ConsoleOutputString  "NFunc = " &  FormatInteger(Rep.NFunc, 0) _
         &  vbNewLine
    ConsoleOutputString  "NJac  = " &  FormatInteger(Rep.NJac, 0) _
         &  vbNewLine
    ConsoleOutputString  "NGrad = " &  FormatInteger(Rep.NGrad, 0) _
         &  vbNewLine
    ConsoleOutputString  "NHess = " &  FormatInteger(Rep.NHess, 0) _
         &  vbNewLine
End Sub