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antoine-levitt/test.jl

Created April 7, 2018 13:17
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test.jl
n = 100
A = randn(n,n)
A = A'A + I
b = randn(n)
f(x) = vecdot(x,A*x)/2 - vecdot(b,x)
g(x) = A*x-b
g!(stor,x) = copy!(stor,g(x))
x0 = randn(n)
solver = Optim.LBFGS()
res = Optim.optimize(f, g!, x0, solver,Optim.Options(iterations=1000))
display(res)
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