changeset 1706:20639f09e78e octave-forge

*** empty log message ***
author mcreel
date Wed, 08 Sep 2004 14:12:08 +0000
parents 2ffc6e4e8102
children a739e3d746dd
files main/optim/bfgsmin-example.m main/optim/lbfgsmin_example.m
diffstat 2 files changed, 0 insertions(+), 115 deletions(-) [+]
line wrap: on
line diff
--- a/main/optim/bfgsmin-example.m	Wed Sep 08 14:10:43 2004 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,58 +0,0 @@
-# Copyright (C) 2004   Michael Creel   <michael.creel@uab.es>
-# 
-# This program is free software; you can redistribute it and/or modify
-# it under the terms of the GNU General Public License as published by
-# the Free Software Foundation; either version 2 of the License, or
-# (at your option) any later version.
-# 
-# This program is distributed in the hope that it will be useful,
-# but WITHOUT ANY WARRANTY; without even the implied warranty of
-# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
-# GNU General Public License for more details.
-# 
-# You should have received a copy of the GNU General Public License
-# along with this program; if not, write to the Free Software
-# Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA 
-
-1;
-# This shows how to call bfgsmin.m
-
-# example obj. fn
-function obj_value = objective1(x, y)
-	obj_value = log(1 + x'*x) + log(1 + y'*y);
-endfunction 
-
-# example obj. fn.: with gradient
-function [obj_value, gradient] = objective2(x, y)
-	obj_value = log(1 + x'*x) + log(1 + y'*y);
-	gradient = (1/(1 + x'*x))*2*x;
-endfunction 
-
-# Check bfgsmin, illustrating variations
-
-printf("EXAMPLE 1: Numeric gradient");
-x0 = ones(2,1);
-y0 = 2*ones(2,1);
-control = {-1,2,1,1};  # maxiters, verbosity, conv. reg., arg_to_min
-[theta, obj_value, convergence] = bfgsmin("objective1", {x0, y0}, control);
-printf("\n");
-
-printf("EXAMPLE 2: Analytic gradient");
-control = {50,2,1,1};  # maxiters, verbosity, conv. reg., arg_to_min
-[theta, obj_value, convergence] = bfgsmin("objective2", {x0, y0}, control);
-printf("\n");
-
-
-printf("EXAMPLE 3: Numeric gradient, non-default tolerances\n");
-printf("Note how the gradient tolerance can't be achieved with\n");
-printf("numeric differentiation\n");
-control = {100,2,1,1};  # maxiters, verbosity, conv. reg., arg_to_min
-tols = {1e-12, 1e-8, 1e-8};
-[theta, obj_value, convergence] = bfgsmin("objective1", {x0, y0}, control, tols);
-printf("\n");
-
-printf("EXAMPLE 4: Funny case - min wrt 2nd arg.");
-control = {50,2,1,2};  # maxiters, verbosity, conv. reg., arg_to_min
-[theta, obj_value, convergence] = bfgsmin("objective1", {x0, y0}, control);
-
-
--- a/main/optim/lbfgsmin_example.m	Wed Sep 08 14:10:43 2004 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,57 +0,0 @@
-# Copyright (C) 2004   Michael Creel   <michael.creel@uab.es>
-# 
-# This program is free software; you can redistribute it and/or modify
-# it under the terms of the GNU General Public License as published by
-# the Free Software Foundation; either version 2 of the License, or
-# (at your option) any later version.
-# 
-# This program is distributed in the hope that it will be useful,
-# but WITHOUT ANY WARRANTY; without even the implied warranty of
-# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
-# GNU General Public License for more details.
-# 
-# You should have received a copy of the GNU General Public License
-# along with this program; if not, write to the Free Software
-# Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA 
-
-1;
-# This shows how to call lbfgsmin.m
-page_screen_output = 0;
-
-# example obj. fn
-function obj_value = objective1(x, y)
-	obj_value = log(1 + x'*x) + log(1 + y'*y);
-endfunction 
-
-# example obj. fn.: with gradient
-function [obj_value, gradient] = objective2(x, y)
-	obj_value = log(1 + x'*x) + log(1 + y'*y);
-	gradient = (1/(1 + x'*x))*2*x;
-endfunction 
-
-# Check lbfgsmin, illustrating variations
-
-printf("EXAMPLE 1: Numeric gradient");
-x0 = ones(2,1);
-y0 = 2*ones(2,1);
-control = {50,2,1,1,5};  # maxiters, verbosity, conv. reg., arg_to_min
-[theta, obj_value, convergence] = lbfgsmin("objective1", {x0, y0}, control);
-printf("\n");
-
-printf("EXAMPLE 2: Analytic gradient");
-control = {50,2,1,1,5};  # maxiters, verbosity, conv. reg., arg_to_min
-[theta, obj_value, convergence] = lbfgsmin("objective2", {x0, y0}, control);
-printf("\n");
-
-
-printf("EXAMPLE 3: Numeric gradient, non-default tolerances\n");
-control = {10,2,1,1,5};  # maxiters, verbosity, conv. reg., arg_to_min
-tols = {1e-12, 1e-8, 1e-8};
-[theta, obj_value, convergence] = lbfgsmin("objective1", {x0, y0}, control, tols);
-printf("\n");
-
-printf("EXAMPLE 4: Funny case - min wrt 2nd arg.");
-control = {50,2,1,2,5};  # maxiters, verbosity, conv. reg., arg_to_min
-[theta, obj_value, convergence] = lbfgsmin("objective1", {x0, y0}, control);
-
-