/usr/share/doc/ruby-gsl/examples/multimin/fdfminimizer.rb is in ruby-gsl 2.1.0.3+dfsg1-1build1.
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 | #!/usr/bin/env ruby
require("gsl")
include GSL::MultiMin
my_f = Proc.new { |v, params|
x = v[0]; y = v[1]
p0 = params[0]; p1 = params[1]
10.0*(x - p0)*(x - p0) + 20.0*(y - p1)*(y - p1) + 30.0
}
my_df = Proc.new { |v, params, df|
x = v[0]; y = v[1]
p0 = params[0]; p1 = params[1]
df[0] = 20.0*(x-p0)
df[1] = 40.0*(y-p1)
}
my_func = GSL::MultiMin::Function_fdf.alloc(my_f, my_df, 2)
my_func.set_params([1.0, 2.0]) # parameters
x = GSL::Vector.alloc([5.0, 7.0]) # starting point
#minimizer = GSL::MultiMin::FdfMinimizer.alloc("conjugate_fr", 2)
minimizer = GSL::MultiMin::FdfMinimizer.alloc(GSL::MultiMin::FdfMinimizer::VECTOR_BFGS, 2)
#minimizer = GSL::MultiMin::FdfMinimizer.alloc(GSL::MultiMin::FdfMinimizer::VECTOR_BFGS2, 2)
minimizer.set(my_func, x, 0.01, 1e-4)
iter = 0
begin
iter += 1
status = minimizer.iterate()
status = minimizer.test_gradient(1e-3)
if status == GSL::SUCCESS
puts("Minimum found at")
end
x = minimizer.x
f = minimizer.f
printf("%5d %.5f %.5f %10.5f\n", iter, x[0], x[1], f)
end while status == GSL::CONTINUE and iter < 100
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