add liblbfgs, which is much less crappy than the current one

1 files changed, 32 insertions, 0 deletions

diff --git a/training/liblbfgs/ll_test.cc b/training/liblbfgs/ll_test.cc
new file mode 100644
index 00000000..058db716
--- /dev/null
+++ b/training/liblbfgs/ll_test.cc
@@ -0,0 +1,32 @@
+#include <iostream>
+#include <liblbfgs/lbfgs++.h>
+
+using namespace std;
+
+// Function must be lbfgsfloatval_t f(x.begin, x.end, g.begin)
+lbfgsfloatval_t func(const lbfgsfloatval_t* x, lbfgsfloatval_t* g) {
+    int i;
+    lbfgsfloatval_t fx = 0.0;
+    int n = 4;
+
+    for (i = 0;i < n;i += 2) {
+        lbfgsfloatval_t t1 = 1.0 - x[i];
+        lbfgsfloatval_t t2 = 10.0 * (x[i+1] - x[i] * x[i]);
+        g[i+1] = 20.0 * t2;
+        g[i] = -2.0 * (x[i] * g[i+1] + t1);
+        fx += t1 * t1 + t2 * t2;
+    }
+    return fx;
+}
+
+template<typename F>
+void Opt(F& f) {
+  LBFGS<F> lbfgs(4, f, 1.0);
+  lbfgs.Optimize();
+}
+
+int main(int argc, char** argv) {
+  Opt(func);
+  return 0;
+}
+