def compare(solver, test_f, test_grad_f, test_hessian_f, gamma):
solver_gd = gradient_descent_solver.GradDescSolver(solver.x0,
solver.maxIts,
solver.tol)
solver_gd.solve(test_f, test_grad_f, Time=False)
print(solver_gd)
solver_nm = newton_solver.NewtonSolver(solver.x0, solver.maxIts,
solver.tol)
solver_nm.solve(test_grad_f, test_hessian_f, Time=False)
print(solver_nm)
solver_bfgs = bfgs_solver.BFGSSolver(solver.x0, solver.maxIts, solver.tol)
solver_bfgs.solve(test_f, test_grad_f, Time=False)
print(solver_bfgs)
ns = []
times = []
n = 5
while (n <= 505):
x0 = np.repeat(1.5, n)
tol = 1e-4
max_its = 10000
start = time.time()
solver_bfgs = bfgs_solver.BFGSSolver(x0, max_its, tol)
solver_bfgs.solve(rosenbrock_f, rosenbrock_grad_f, Time=False)
time_taken = time.time() - start
if (n - 5) % 20 == 0:
output = "Finished n = {}\n".format(n)
print(output)
ns.append(n)
times.append(time_taken)
n += 10
f = plt.figure(1)
plt.rc('text', usetex=True)
plt.rc('font', family='serif')
plt.xlabel(r'Dimension $n$', fontsize=16)
plt.ylabel(r'Runtime ($s$)', fontsize=16)
tol = 1e-6
max_its = 100000
solver = solver.Solver(x0, max_its, tol)
solver_gd = gradient_descent_solver.GradDescSolver(solver.x0, solver.maxIts,
solver.tol)
solver_gd.solve(rosenbrock_f, rosenbrock_grad_f, Time=False)
print(solver_gd)
solver_nm = newton_solver.NewtonSolver(solver.x0, solver.maxIts, solver.tol)
solver_nm.solve(rosenbrock_grad_f, rosenbrock_hess_f, Time=False)
print(solver_nm)
solver_bfgs = bfgs_solver.BFGSSolver(solver.x0, solver.maxIts, solver.tol)
solver_bfgs.solve(rosenbrock_f, rosenbrock_grad_f, Time=False)
print(solver_bfgs)
root = np.repeat(1.0, n)
plot_region = [0, 3, 0, 3]
x = np.linspace(-5, 5, 500)
y = np.linspace(-5, 9.6, 500)
x, y = np.meshgrid(x, y)
z = rosen(np.array([x, y]))
grad_pts = solver_gd.trace
newt_pts = solver_nm.trace