My guess would be to write funcgrad like this
1 2 3
let funcgrad (x : float[]) (f : Ref<float>) (g : Ref<float[]>)= f := f' (x.[0], x.[1]) g := [| g1 (x.[0], x.[1]); g2 (x.[0], x.[1]) |]
Then you should be able to pass funcgrad as the delegate parameter to the C# function. But I haven't tried this so maybe not. I don't know why it would demand an "explicit lambda", but doing what Robert says would presumably satisfy that. Post the call site you are using for lbfgsminimize if you still have problems.
Thanks for quick replies. Both gave me some valuable lessons even though I've not come up with a solution yet. So I'll try to give you some more information from where you might help me to locate the problem.
In C# I have a class lbfgs, among other things it include this delegate
1
public delegate void func (double[] x, ref double f, ref double[] g);
The delegate is then used like this in lbfgsminimize
1 2 3 4 5 6 7 8 9 10 11 12 13
public static void lbfgsminimize(int n, int m, ref double[] x, double epsg, double epsf, double epsx, int maxits, ref int info, func funcgrad) { ... funcgrad(x, ref f, ref g) //thus calculating f and g which gneverov gave me the basics for ... }
So I figured I define funcgrad as gneverov proposed, which work just fine
1 2 3
let funcgrad (x : float[]) (f : Ref<float>) (g : Ref<float[]>)= f := f' (x.[0], x.[1]) g := [| g1 (x.[0], x.[1]); g2 (x.[0], x.[1]) |
</code> and the minimizition as I think Rob proposed <code lang=fsharp> let x = ref [||] let info = ref 0 let eps = 0.000000001 lbfgsminimize(2,2,x,eps,eps,eps,100,info,(fun (x : float[]) (f : Ref<float>) (g : Ref<float[]>) -> (f := f' (x.[0], x.[1]) g := [| g1 (x.[0], x.[1]); g2 (x.[0], x.[1]) |))) </code> but also <code lang=fsharp> lbfgsminimize(2,2,x,eps,eps,eps,0,info,optimization.lbfgs.func(funcgrad)) </code> and lbfgsminimize(2,2,x,eps,eps,eps,0,info,funcgrad) but every one of these gives the same error message. error FS0191: This function value is being used to construct a delegate type whose signature includes a byref argument. You must use an explicit lambda expresion taking 3 arguments. Hopefully I'm making some simple mistake. But otherwise if someone has the time and interest in trying to help me out further I'll gladly supply more information, even the complete code if necessary. Fredrik
This was compiling for me agaist a C# stub:
1 2 3 4 5 6 7
let x = ref [||] let info = ref 0 do Testlbfgsminimize.Class1.lbfgsminimize(10, 10, x, 0.01, 0.01, 0.01, 100, info, (fun x f g -> f <- 1.0; g <- [| 1.0; 1.0|]))
It apears the values the delegate receives are mutable rather than reference cells, so you need to set them using <- rather than :=. Don't know why this is, it feels a little incosistent with the function parameters as these are converted into ref values. You can see the delegates parameters are mutable using the tooltips that appear in visual studio.
Cheers,
Rob
Thank you Rob,
that did the trick!
and also thank you "gneverov" for supplying the structure for writing the gradient function which I hadn't figured out by my self!
This is truly a fine day!
Best regards
Fredrik
Hmm, this is probably because the delegate your using has a slightly bizar design, it's quite unsual for them to contain reference parameters. I think the error message is trying to tell you need to use a lambda funtion rather than explicitly trying to create an instance of the delegate.
It's difficult to say with out access to library your using or a copy of the F# code your using, but I'd try something like:
1 2 3
let x = ref [||] let info = ref 0 do lbfgsminimize(10, 10, x, 0.01, 0.01, 0.01, 100, info, (fun x f g -> ()))
Cheers,
Rob
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Hi,
I recently discovered F# which to my delight included much of the functionality I for many years have looked for in different languages. I'm now experimenting with it, and have stumbled into a difficulty I do not manage to find a solution for either on the web or by trial and error. The problem is this
I have a delegate written in a C# library with reads
and is used in calling the following function
I have no difficulties in referencing the library but no matter what I seem to do I get the following error message
error FS0191: This function value is being used to construct a delegate type whose signature includes a byref argument. You must use an explicit lambda expresion taking 3 arguments.
Could anyone please direct me to the proper way of implementing this lambda expression. The problem I'm working on (trying to implement and solve the Rosenbrock function) requires me to calculate the function value f and and g[0] and g[1] for the gradients. In those calculations x[0] and x[1] are included.
(In C# I guess I (in pseudo code) would have written something like
Best regards
Fredrik