argmin 0.8.0

// Copyright 2018-2022 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.

use argmin::core::observers::{ObserverMode, SlogLogger};
use argmin::core::{CostFunction, Error, Executor, Gradient};
use argmin::solver::linesearch::MoreThuenteLineSearch;
use argmin::solver::quasinewton::LBFGS;
use argmin_testfunctions::{rosenbrock_2d, rosenbrock_2d_derivative};
use nalgebra::DVector;

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

impl CostFunction for Rosenbrock {
    type Param = DVector<f64>;
    type Output = f64;

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

impl Gradient for Rosenbrock {
    type Param = DVector<f64>;
    type Gradient = DVector<f64>;

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

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

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

    // set up a line search
    let linesearch = MoreThuenteLineSearch::new().with_c(1e-4, 0.9)?;

    // Set up solver
    let solver = LBFGS::new(linesearch, 7);

    // Run solver
    let res = Executor::new(cost, solver)
        .configure(|state| state.param(init_param).max_iters(100))
        .add_observer(SlogLogger::term(), ObserverMode::Always)
        .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);
    }
}