use nalgebra::DVector;
use optimization_solvers::{
BackTracking, FuncEvalMultivariate, LineSearchSolver, SpectralProjectedGradient, Tracer,
};
fn main() {
std::env::set_var("RUST_LOG", "info");
let _ = Tracer::default().with_normal_stdout_layer().build();
let f_and_g = |x: &DVector<f64>| -> FuncEvalMultivariate {
let x1 = x[0];
let x2 = x[1];
let f = x1.powi(2) + x2.powi(2) + (x1.powi(2) + x2.powi(2)).exp();
let exp_term = (x1.powi(2) + x2.powi(2)).exp();
let g1 = 2.0 * x1 * (1.0 + exp_term);
let g2 = 2.0 * x2 * (1.0 + exp_term);
let g = DVector::from_vec(vec![g1, g2]);
FuncEvalMultivariate::new(f, g)
};
let armijo_factor = 1e-4;
let beta = 0.5;
let mut ls = BackTracking::new(armijo_factor, beta);
let tol = 1e-6;
let x0 = DVector::from_vec(vec![0.5, 0.5]); let lower_bound = DVector::from_vec(vec![-1.0, -1.0]); let upper_bound = DVector::from_vec(vec![1.0, 1.0]);
let mut oracle_for_init = f_and_g;
let mut solver = SpectralProjectedGradient::new(
tol,
x0.clone(),
&mut oracle_for_init,
lower_bound.clone(),
upper_bound.clone(),
);
let max_iter_solver = 100;
let max_iter_line_search = 20;
println!("=== Spectral Projected Gradient (SPG) Example ===");
println!("Objective: f(x,y) = x^2 + y^2 + exp(x^2 + y^2) (convex)");
println!("Global minimum: (0, 0) with f(0,0) = 1");
println!("Constraints: -1 <= x <= 1, -1 <= y <= 1");
println!("Starting point: {:?}", x0);
println!("Lower bounds: {:?}", lower_bound);
println!("Upper bounds: {:?}", upper_bound);
println!("Tolerance: {}", tol);
println!();
match solver.minimize(
&mut ls,
f_and_g,
max_iter_solver,
max_iter_line_search,
None,
) {
Ok(()) => {
let x = solver.x();
let eval = f_and_g(x);
println!("✅ Optimization completed successfully!");
println!("Final iterate: {:?}", x);
println!("Function value: {:.6}", eval.f());
println!("Gradient norm: {:.6}", eval.g().norm());
println!("Iterations: {}", solver.k());
println!("Constraint satisfaction:");
for i in 0..x.len() {
println!(
" x[{}] = {:.6} (bounds: [{:.1}, {:.1}])",
i, x[i], lower_bound[i], upper_bound[i]
);
}
let true_min = DVector::from_vec(vec![0.0, 0.0]);
let distance_to_min = (x - true_min).norm();
println!("Distance to true minimum: {:.6}", distance_to_min);
println!("Expected function value: 1.0");
println!("SPG properties:");
println!(" - Uses spectral step length estimation");
println!(" - Handles box constraints efficiently");
println!(" - Often faster than standard projected gradient");
}
Err(e) => {
println!("❌ Optimization failed: {:?}", e);
}
}
}