#include "MtxExpr.hpp"
#include "Math387.hpp"
#include "Optimization.hpp"
#include "MtxIntDiff.hpp"
// Objective function
double __fastcall Banana(
TVec*
const Parameters,
TVec*
const Constants, System::TObject*
const * ObjConst,
const int ObjConst_Size)
{
double* Pars = Parameters->PValues1D(0);
return 100.0*
IntPower(Pars[1]-
IntPower(Pars[0],2),2)+
IntPower(1.0-Pars[0],2);
}
// Analytical gradient of the objective function
void __fastcall GradBanana(
TRealFunction Fun,
TVec*
const Parameters,
TVec*
const Consts, System::TObject*
const * ObjConst,
const int PConsts_Size, Mtxvec::
TVec*
const Grad)
{
double* Pars = Parameters->PValues1D(0);
Grad->Values[0] = -400*(Pars[1]-
IntPower(Pars[0],2))*Pars[0] - 2*(1-Pars[0]);
Grad->Values[1] = 200*(Pars[1]-
IntPower(Pars[0],2));
}
void __fastcall Example();
{
double Pars[2];
double fmin;
TOptStopReason StopReason;
// initial estimates for x1 and x2
Pars[0] = 0;
Pars[1] = 0;
int iters = BFGS(Banana,GradBanana,Pars,1,NULL,-1,NULL,-1,fmin,iHess,
StopReason,mvDouble,
false,
true,1000,1.0e-8,1.0e-8,NULL);
// stop if Iters >1000 or Tolerance < 1e-8
}
