/usr/share/octave/packages/optim-1.4.0/bfgsmin_example.m is in octave-optim 1.4.0-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 | ## Copyright (C) 2004,2005,2006 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 3 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, see <http://www.gnu.org/licenses/>.
# usage: bfgsmin_example (to run) or edit bfgsmin_example (to examine)
##
# Shows how to call bfgsmin. There are two objective functions, the first
# supplies the analytic gradient, and the second does not. The true minimizer
# is at "location", a 50x1 vector (0.00, 0.02, 0.04 ..., 1.00).
# Note that limited memory bfgs is faster when the dimension is high.
# Also note that supplying analytic derivatives gives a speedup.
##
# Six examples are given:
# Example 1: regular bfgs, analytic gradient
# Example 2: same as Example 1, but verbose
# Example 3: limited memory bfgs, analytic gradient
# Example 4: regular bfgs, numeric gradient
# Example 5: limited memory bfgs, numeric gradient
# Example 6: regular bfgs, analytic gradient, minimize wrt second argument
1;
# example obj. fn.: supplies analytic gradient
function [obj_value, gradient] = objective(theta, location)
x = theta - location + ones(rows(theta),1); # move minimizer to "location"
[obj_value, gradient] = rosenbrock(x);
endfunction
# example obj. fn.: no gradient
function obj_value = objective2(theta, location)
x = theta - location + ones(rows(theta),1); # move minimizer to "location"
obj_value = rosenbrock(x);
endfunction
# initial values
dim = 20; # dimension of Rosenbrock function
theta0 = zeros(dim+1,1); # starting values
location = (0:dim)/dim; # true values
location = location';
printf("EXAMPLE 1: Ordinary BFGS, using analytic gradient\n");
t=cputime();
control = {Inf,1}; # maxiters, verbosity
[theta, obj_value, convergence] = bfgsmin("objective", {theta0, location}, control);
fflush(1);
t1 = cputime() - t;
conv = norm(theta-location, 'inf');
test1 = conv < 1e-5;
printf("EXAMPLE 2: Same as Example 1, but verbose\n");
t=cputime();
control = {-1;3}; # maxiters, verbosity
[theta, obj_value, convergence] = bfgsmin("objective", {theta0, location}, control);
fflush(1);
t2 = cputime() - t;
conv = norm(theta-location, 'inf');
test2 = conv < 1e-5;
printf("EXAMPLE 3: Limited memory BFGS, using analytic gradient\n");
t=cputime();
control = {-1;1;1;1;3}; # maxiters, verbosity, conv. requirement., arg_to_min, lbfgs memory
[theta, obj_value, convergence] = bfgsmin("objective", {theta0, location}, control);
fflush(1);
t3 = cputime() - t;
conv = norm(theta-location, 'inf');
test3 = conv < 1e-5;
printf("EXAMPLE 4: Ordinary BFGS, using numeric gradient\n");
t=cputime();
control = {-1;1}; # maxiters, verbosity
[theta, obj_value, convergence] = bfgsmin("objective2", {theta0, location}, control);
fflush(1);
t4 = cputime() - t;
conv = norm(theta-location, 'inf');
test4 = conv < 1e-5;
printf("EXAMPLE 5: Limited memory BFGS, using numeric gradient\n");
t=cputime();
control = {-1;1;1;1;3}; # maxiters, verbosity, conv. reg., arg_to_min, lbfgs memory
[theta, obj_value, convergence] = bfgsmin("objective2", {theta0, location}, control);
fflush(1);
t5 = cputime() - t;
conv = norm(theta-location, 'inf');
test5 = conv < 1e-5;
printf("EXAMPLE 6: Funny case: minimize w.r.t. second argument, Ordinary BFGS, using numeric gradient\n");
t=cputime();
control = {-1;1;1;2}; # maxiters, verbosity, conv. reg., arg_to_min
[theta, obj_value, convergence] = bfgsmin("objective2", {location, theta0}, control);
fflush(1);
t6 = cputime() - t;
conv = norm(theta-location, 'inf');
test6 = conv < 1e-5;
printf("EXAMPLE 7: Ordinary BFGS, using numeric gradient, using non-default tolerances\n");
t=cputime();
control = {-1;1;1;1;0;1e-6;1e-2;1e-2}; # maxiters, verbosity, conv. reg., arg_to_min, lbfgs memory, fun. tol., param. tol., gradient tol.
[theta, obj_value, convergence] = bfgsmin("objective2", {theta0, location}, control);
fflush(1);
t7 = cputime() - t;
conv = norm(theta-location, 'inf');
test7 = conv < 1e-2;
printf("EXAMPLE 1: Ordinary BFGS, using analytic gradient\n");
if test1
printf("Success!! :-)\n");
else
printf("Failure?! :-(\n");
endif
printf("Elapsed time = %f\n\n\n\n",t1);
printf("EXAMPLE 2: Same as Example 1, but verbose\n");
if test2
printf("Success!! :-)\n");
else
printf("Failure?! :-(\n");
endif
printf("Elapsed time = %f\n\n\n\n",t2);
printf("EXAMPLE 3: Limited memory BFGS, using analytic gradient\n");
if test3
printf("Success!! :-)\n");
else
printf("Failure?! :-(\n");
endif
printf("Elapsed time = %f\n\n\n\n",t3);
printf("EXAMPLE 4: Ordinary BFGS, using numeric gradient\n");
if test4
printf("Success!! :-)\n");
else
printf("Failure?! :-(\n");
endif
printf("Elapsed time = %f\n\n\n\n",t4);
printf("EXAMPLE 5: Limited memory BFGS, using numeric gradient\n");
if test5
printf("Success!! :-)\n");
else
printf("Failure?! :-(\n");
endif
printf("Elapsed time = %f\n\n\n\n",t5);
printf("EXAMPLE 6: Funny case: minimize w.r.t. second argument, Ordinary BFGS, using numeric gradient\n");
if test6
printf("Success!! :-)\n");
else
printf("Failure?! :-(\n");
endif
printf("Elapsed time = %f\n\n\n\n",t6);
printf("EXAMPLE 7: Ordinary BFGS, using numeric gradient, using non-default tolerances\n");
if test7
printf("Success!! :-)\n");
else
printf("Failure?! :-(\n");
endif
printf("Elapsed time = %f\n\n\n\n",t7);
|