#include <iostream>
#include "lbfgsb.h"

// RosenBrock Function
// http://mathworld.wolfram.com/RosenbrockFunction.html
double f (double *x)
{
   return 100 * (x[1] - x[0] * x[0]) * (x[1] - x[0] * x[0])  + (1 - x[0]) *  (1 - x[0]);
}
  
void grad_f (double *x, double *g)
{
   g[0] = -400 *  x[0] * (x[1] - x[0] * x[0]) - 2 * (1 - x[0]);
   g[1] = 200  * (x[1] - x[0] * x[0]);
}

int main ()
{
   double g[2];
   double x[2];
   double obj;
   
   LBFGS lbfgs;

   lbfgs.init (2, 5); // # parameters, # LBFGS cache (useally 5 ~ 7)
   
   // init
   x[0] = 5;
   x[1] = 5;
   
   double old_obj = 1000;
   while (true) {
      obj = f (x);   // obj eval.
      grad_f (x, g); // calc. gradient
      lbfgs.optimize (x, &obj, g); // call LBFGS
      std::cout << "obj=" << obj << " x[0]=" << x[0] << " x[1]=" << x[1] << std::endl;
      if (std::abs (old_obj - obj) < 0.0000001) break;
      old_obj = obj;
   }
   
   return 0;
}