argmin 0.3.1

// Copyright 2018-2020 argmin developers
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// http://apache.org/licenses/LICENSE-2.0> or the MIT license <LICENSE-MIT or
// http://opensource.org/licenses/MIT>, at your option. This file may not be
// copied, modified, or distributed except according to those terms.

extern crate argmin;
extern crate argmin_testfunctions;
extern crate ndarray;
use argmin::prelude::*;
use argmin::solver::newton::Newton;
use argmin_testfunctions::{rosenbrock_2d, rosenbrock_2d_derivative, rosenbrock_2d_hessian};
use ndarray::{Array, Array1, Array2};

struct Rosenbrock {
    a: f64,
    b: f64,
}

impl ArgminOp for Rosenbrock {
    type Param = Array1<f64>;
    type Output = f64;
    type Hessian = Array2<f64>;
    type Jacobian = ();
    type Float = f64;

    fn apply(&self, p: &Self::Param) -> Result<Self::Output, Error> {
        Ok(rosenbrock_2d(&p.to_vec(), self.a, self.b))
    }

    fn gradient(&self, p: &Self::Param) -> Result<Self::Param, Error> {
        Ok(Array1::from(rosenbrock_2d_derivative(
            &p.to_vec(),
            self.a,
            self.b,
        )))
    }

    fn hessian(&self, p: &Self::Param) -> Result<Self::Hessian, Error> {
        let h = rosenbrock_2d_hessian(&p.to_vec(), self.a, self.b);
        Ok(Array::from_shape_vec((2, 2), h)?)
    }
}

fn run() -> Result<(), Error> {
    // Define cost function
    let cost = Rosenbrock { a: 1.0, b: 100.0 };

    // Define initial parameter vector
    // let init_param: Array1<f64> = Array1::from(vec![1.2, 1.2]);
    let init_param: Array1<f64> = Array1::from(vec![-1.2, 1.0]);

    // Set up solver
    let solver: Newton<f64> = Newton::new();

    // Run solver
    let res = Executor::new(cost, solver, init_param)
        .add_observer(ArgminSlogLogger::term(), ObserverMode::Always)
        .max_iters(8)
        .run()?;

    // Wait a second (lets the logger flush everything before printing again)
    std::thread::sleep(std::time::Duration::from_secs(1));

    // Print result
    println!("{}", res);
    Ok(())
}

fn main() {
    if let Err(ref e) = run() {
        println!("{}", e);
        std::process::exit(1);
    }
}