All debugged L-BFGS implementation.

Also solidified APIs across different optimization packages.

3 files changed, 40 insertions, 1 deletions

diff --git a/test/test_cg.lua b/test/test_cg.lua
index 7d883e9..706d21e 100644
--- a/test/test_cg.lua
+++ b/test/test_cg.lua
@@ -6,7 +6,7 @@ dofile('l2.lua')
 
 
 x = torch.Tensor(2):fill(0)
-x,fx,i=optim.cg(rosenbrock,x,{length=500})
+x,fx,i=optim.cg(rosenbrock,x,{maxIter=50})
 
 print()
 print('Rosenbrock test: compare with http://www.gatsby.ucl.ac.uk/~edward/code/minimize/example.html')
diff --git a/test/test_lbfgs.lua b/test/test_lbfgs.lua
new file mode 100644
index 0000000..5e3a55b
--- /dev/null
+++ b/test/test_lbfgs.lua
@@ -0,0 +1,16 @@
+require 'lab'
+require 'optim'
+require 'plot'
+dofile 'rosenbrock.lua'
+dofile 'l2.lua'
+
+x = torch.Tensor(2):fill(0)
+x,fx,i=optim.lbfgs(rosenbrock,x,{maxIter=100, verbose=true, learningRate=1e-1})
+
+print()
+print('Rosenbrock test')
+print()
+print('Number of function evals = ',i)
+print('x=');print(x)
+print('fx=')
+for i=1,#fx do print(i,fx[i]); end
diff --git a/test/test_sgd.lua b/test/test_sgd.lua
new file mode 100644
index 0000000..cd0f830
--- /dev/null
+++ b/test/test_sgd.lua
@@ -0,0 +1,23 @@
+require 'lab'
+require 'optim'
+require 'plot'
+dofile 'rosenbrock.lua'
+dofile 'l2.lua'
+
+x = torch.Tensor(2):fill(0)
+fx = {}
+
+config = {eta0=1e-3, t0=1000}
+for i = 1,10001 do
+	x,f=optim.sgd(rosenbrock,x,config)
+	if (i-1)%1000 == 0 then
+		table.insert(fx,f[1])
+	end
+end
+
+print()
+print('Rosenbrock test')
+print()
+print('x=');print(x)
+print('fx=')
+for i=1,#fx do print((i-1)*1000+1,fx[i]); end