lbfgsb 0.1.0 → 0.2.0

checksums.yaml

@@ -1,7 +1,7 @@
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data/CHANGELOG.md

@@ -0,0 +1,6 @@
+## 0.2.0
+- Add an option to minimize method for calculating both function value and gradient vector using fnc.
+If true is given to jcb, fnc is assumed to return the function value and gardient vector as [f, g] array.
+
+## 0.1.0
+- First release.

data/README.md

@@ -3,6 +3,7 @@
 [![Build Status](https://github.com/yoshoku/lbfgsb.rb/workflows/build/badge.svg)](https://github.com/yoshoku/lbfgsb.rb/actions?query=workflow%3Abuild)
 [![Gem Version](https://badge.fury.io/rb/lbfgsb.svg)](https://badge.fury.io/rb/lbfgsb)
 [![BSD 3-Clause License](https://img.shields.io/badge/License-BSD%203--Clause-orange.svg)](https://github.com/yoshoku/suika/blob/master/LICENSE.txt)
+[![Documentation](http://img.shields.io/badge/api-reference-blue.svg)](https://yoshoku.github.io/lbfgsb.rb/doc/)
 
 Lbfgsb.rb is a Ruby binding for [L-BFGS-B](http://users.iems.northwestern.edu/~nocedal/lbfgsb.html)
 that is a limited-memory algorithm for solving large nonlinear optimization problems

data/ext/lbfgsb/lbfgsbext.c

@@ -37,6 +37,7 @@ VALUE lbfgsb_min_l_bfgs_b(VALUE self,
   double dsave[29];
   double* g_ptr;
   VALUE g_val;
+  VALUE fg_arr;
   VALUE ret;
 
   GetNArray(x_val, x_nary);
@@ -120,8 +121,14 @@ VALUE lbfgsb_min_l_bfgs_b(VALUE self,
       task, &iprint, csave, lsave, isave, dsave
     );
     if (strncmp(task, "FG", 2) == 0) {
-      f = NUM2DBL(rb_funcall(self, rb_intern("fnc"), 3, fnc, x_val, args));
-      g_val = rb_funcall(self, rb_intern("jcb"), 3, jcb, x_val, args);
+      if (RB_TYPE_P(jcb, T_TRUE)) {
+        fg_arr = rb_funcall(self, rb_intern("fnc"), 3, fnc, x_val, args);
+        f = NUM2DBL(rb_ary_entry(fg_arr, 0));
+        g_val = rb_ary_entry(fg_arr, 1);
+      } else {
+        f = NUM2DBL(rb_funcall(self, rb_intern("fnc"), 3, fnc, x_val, args));
+        g_val = rb_funcall(self, rb_intern("jcb"), 3, jcb, x_val, args);
+      }
       n_fev += 1;
       n_jev += 1;
       if (CLASS_OF(g_val) != numo_cDFloat) g_val = rb_funcall(numo_cDFloat, rb_intern("cast"), 1, g_val);

data/lbfgsb.gemspec

@@ -13,7 +13,8 @@ Gem::Specification.new do |spec|
 
   spec.metadata['homepage_uri'] = spec.homepage
   spec.metadata['source_code_uri'] = 'https://github.com/yoshoku/lbfgsb.rb'
-  spec.metadata['changelog_uri'] = 'https://github.com/yoshoku/lbfgsb.rb/CHANGELOG.md'
+  spec.metadata['changelog_uri'] = 'https://github.com/yoshoku/lbfgsb.rb/blob/main/CHANGELOG.md'
+  spec.metadata['documentation_uri'] = 'https://yoshoku.github.io/lbfgsb.rb/doc/'
 
   # Specify which files should be added to the gem when it is released.
   # The `git ls-files -z` loads the files in the RubyGem that have been added into git.

data/lib/lbfgsb.rb

@@ -12,23 +12,33 @@ module Lbfgsb
   #
   # @param fnc [Method/Proc] Method for calculating the function to be minimized.
   # @param x_init [Numo::DFloat] (shape: [n_elements]) Initial point.
-  # @param jcb [Method/Proc] Method for calculating the gradient vector.
+  # @param jcb [Method/Proc/Boolean] Method for calculating the gradient vector.
+  #   If true is given, fnc is assumed to return the function value and gardient vector as [f, g] array.
   # @param args [Object] Arguments pass to the 'fnc' and 'jcb'.
   # @param bounds [Numo::DFloat/Nil] (shape: [n_elements, 2])
   #   \[lower, upper\] bounds for each element x. If nil is given, x is unbounded.
   # @param factr [Float] The iteration will be stop when
   #
-  #   `(f^k - f^\{k+1\})/max{|f^k|,|f^\{k+1\}|,1} <= factr * Lbfgsb::DBL_EPSILON`
+  #   (f^k - f^\{k+1\})/max{|f^k|,|f^\{k+1\}|,1} <= factr * Lbfgsb::DBL_EPSILON
   #
   #   Typical values for factr: 1e12 for low accuracy; 1e7 for moderate accuracy; 1e1 for extremely high accuracy.
   # @param pgtol [Float] The iteration will be stop when
   #
-  #   `max{|pg_i| i = 1, ..., n} <= pgtol`
+  #   max{|pg_i| i = 1, ..., n} <= pgtol
   #
   #   where pg_i is the ith component of the projected gradient.
   # @param maxcor [Integer] The maximum number of variable metric corrections used to define the limited memory matrix.
   # @param maxiter [Integer] The maximum number of iterations.
   # @param verbose [Integer/Nil] If negative value or nil is given, no display output is generated.
+  # @return [Hash] Optimization results; { x:, n_fev:, n_jev:, n_iter:, fnc:, jcb:, task:, success: }
+  #   - x [Numo::DFloat] Updated vector by optimization.
+  #   - n_fev [Interger] Number of calls of the objective function.
+  #   - n_jev [Integer] Number of calls of the jacobian.
+  #   - n_iter [Integer] Number of iterations.
+  #   - fnc [Float] Value of the objective function.
+  #   - jcb [Numo::Narray] Values of the jacobian
+  #   - task [String] Description of the cause of the termination.
+  #   - success [Boolean] Whether or not the optimization exited successfully.
   def minimize(fnc:, x_init:, jcb:, args: nil, bounds: nil, factr: 1e7, pgtol: 1e-5, maxcor: 10, maxiter: 15_000, verbose: nil)
     n_elements = x_init.size
     l = Numo::DFloat.zeros(n_elements)

data/lib/lbfgsb/version.rb

@@ -3,5 +3,5 @@
 # Lbfgsb.rb is a Ruby binding for L-BFGS-B with Numo::NArray.
 module Lbfgsb
   # The version of Lbfgsb.rb you are using.
-  VERSION = '0.1.0'
+  VERSION = '0.2.0'
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: lbfgsb
 version: !ruby/object:Gem::Version
-  version: 0.1.0
+  version: 0.2.0
 platform: ruby
 authors:
 - yoshoku
-autorequire: 
+autorequire:
 bindir: exe
 cert_chain: []
-date: 2020-11-07 00:00:00.000000000 Z
+date: 2020-11-14 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: numo-narray
@@ -36,6 +36,7 @@ files:
 - ".gitignore"
 - ".rspec"
 - ".yardopts"
+- CHANGELOG.md
 - Gemfile
 - LICENSE.txt
 - README.md
@@ -59,8 +60,9 @@ licenses:
 metadata:
   homepage_uri: https://github.com/yoshoku/lbfgsb.rb
   source_code_uri: https://github.com/yoshoku/lbfgsb.rb
-  changelog_uri: https://github.com/yoshoku/lbfgsb.rb/CHANGELOG.md
-post_install_message: 
+  changelog_uri: https://github.com/yoshoku/lbfgsb.rb/blob/main/CHANGELOG.md
+  documentation_uri: https://yoshoku.github.io/lbfgsb.rb/doc/
+post_install_message:
 rdoc_options: []
 require_paths:
 - lib
@@ -75,8 +77,8 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.1.4
-signing_key: 
+rubygems_version: 3.1.2
+signing_key:
 specification_version: 4
 summary: Lbfgsb.rb is a Ruby binding for L-BFGS-B
 test_files: []