使用Gnu科学图书馆进行多维最小化

gsl_multimin_fdfminimizer_vector_bfgs2

 const gsl_multimin_fdfminimizer_type *T;
 gsl_multimin_fdfminimizer *s;

 gsl_multimin_function_fdf lindsey_func;
 const gsl_vector * p[] = {x, y};

 lindsey_func.n = J;
 lindsey_func.f = lindsey_loglik;
 lindsey_func.df = lindsey_gradient;
 lindsey_func.fdf = lindsey_gf;
 lindsey_func.params = p;

 T = gsl_multimin_fdfminimizer_vector_bfgs2;
 s = gsl_multimin_fdfminimizer_alloc(T, J);     

 gsl_multimin_fdfminimizer_set(s, &lindsey_func, beta0, .001, 1e-4);

 do
 {
  iter++;
  status = gsl_multimin_fdfminimizer_iterate(s);
  printf(\"%d\\n\", status);
  if (status)
       break;

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

  if (status == GSL_SUCCESS)
  {
     printf(\"Minimum found at: \");
     printf(\"[\");
     for (j = 0; j < J; j++)
     {
      printf(\"%.5f, \", gsl_vector_get(s->x, j));
     }
     printf(\"]\\n\");
  }
 } while (status == GSL_CONTINUE && iter < iter_max);

gsl_multimin_fdfminimizer_set (gsl_multimin_fdfminimizer * s, gsl_multimin_function_fdf * fdf, const gsl_vector * x, double step_size, double tol)