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multimin.c

int
main (void)
{
  size_t iter = 0;
  int status;

  const gsl_multimin_fdfminimizer_type *T;
  gsl_multimin_fdfminimizer *s;

  /* Position of the minimum (1,2), scale factors 
     10,20, height 30. */
  double par[5] = { 1.0, 2.0, 10.0, 20.0, 30.0 };

  gsl_vector *x;
  gsl_multimin_function_fdf my_func;

  my_func.n = 2;
  my_func.f = &my_f;
  my_func.df = &my_df;
  my_func.fdf = &my_fdf;
  my_func.params = ∥

  /* Starting point, x = (5,7) */
  x = gsl_vector_alloc (2);
  gsl_vector_set (x, 0, 5.0);
  gsl_vector_set (x, 1, 7.0);

  T = gsl_multimin_fdfminimizer_conjugate_fr;
  s = gsl_multimin_fdfminimizer_alloc (T, 2);

  gsl_multimin_fdfminimizer_set (s, &my_func, x, 0.01, 1e-4);

  do
    {
      iter++;
      status = gsl_multimin_fdfminimizer_iterate (s);

      if (status)
        break;

      status = gsl_multimin_test_gradient (s->gradient, 1e-3);

      if (status == GSL_SUCCESS)
        printf ("Minimum found at:\n");

      printf ("%5d %.5f %.5f %10.5f\n", iter,
              gsl_vector_get (s->x, 0), 
              gsl_vector_get (s->x, 1), 
              s->f);

    }
  while (status == GSL_CONTINUE && iter < 100);

  gsl_multimin_fdfminimizer_free (s);
  gsl_vector_free (x);

  return 0;
}

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