LBFGS++
LBFGSpp::LBFGSBSolver< Scalar, LineSearch > Class Template Reference

#include <LBFGSB.h>

Public Member Functions

 LBFGSBSolver (const LBFGSBParam< Scalar > &param)
 
template<typename Foo >
int minimize (Foo &f, Vector &x, Scalar &fx, const Vector &lb, const Vector &ub)
 

Detailed Description

template<typename Scalar, template< class > class LineSearch = LineSearchMoreThuente>
class LBFGSpp::LBFGSBSolver< Scalar, LineSearch >

L-BFGS-B solver for box-constrained numerical optimization

Definition at line 25 of file LBFGSB.h.

Constructor & Destructor Documentation

◆ LBFGSBSolver()

template<typename Scalar , template< class > class LineSearch = LineSearchMoreThuente>
LBFGSpp::LBFGSBSolver< Scalar, LineSearch >::LBFGSBSolver ( const LBFGSBParam< Scalar > &  param)
inline

Constructor for the L-BFGS-B solver.

Parameters
paramAn object of LBFGSParam to store parameters for the algorithm

Definition at line 114 of file LBFGSB.h.

Member Function Documentation

◆ minimize()

template<typename Scalar , template< class > class LineSearch = LineSearchMoreThuente>
template<typename Foo >
int LBFGSpp::LBFGSBSolver< Scalar, LineSearch >::minimize ( Foo &  f,
Vector &  x,
Scalar &  fx,
const Vector &  lb,
const Vector &  ub 
)
inline

Minimizing a multivariate function subject to box constraints, using the L-BFGS-B algorithm. Exceptions will be thrown if error occurs.

Parameters
fA function object such that f(x, grad) returns the objective function value at x, and overwrites grad with the gradient.
xIn: An initial guess of the optimal point. Out: The best point found.
fxOut: The objective function value at x.
lbLower bounds for x.
ubUpper bounds for x.
Returns
Number of iterations used.

Definition at line 136 of file LBFGSB.h.


The documentation for this class was generated from the following file: