LBFGSpp::LBFGSSolver< Scalar, LineSearch > Class Template Reference

#include <LBFGS.h>

Public Member Functions
	LBFGSSolver (const LBFGSParam< Scalar > &param)
template<typename Foo >
int	minimize (Foo &f, Vector &x, Scalar &fx)
const Vector &	final_grad () const
Scalar	final_grad_norm () const

Detailed Description

template<typename Scalar, template< class > class LineSearch = LineSearchNocedalWright>
class LBFGSpp::LBFGSSolver< Scalar, LineSearch >

L-BFGS solver for unconstrained numerical optimization

Definition at line 22 of file LBFGS.h.

Constructor & Destructor Documentation

LBFGSSolver()

template<typename Scalar , template< class > class LineSearch = LineSearchNocedalWright>

LBFGSpp::LBFGSSolver< Scalar, LineSearch >::LBFGSSolver ( const LBFGSParam< Scalar > &  param )

inline

Constructor for the L-BFGS solver.

Parameters

param

An object of LBFGSParam to store parameters for the algorithm

Definition at line 59 of file LBFGS.h.

Member Function Documentation

minimize()

template<typename Scalar , template< class > class LineSearch = LineSearchNocedalWright>

template<typename Foo >

int LBFGSpp::LBFGSSolver< Scalar, LineSearch >::minimize ( Foo &  f, Vector &  x, Scalar &  fx  )

inline

Minimizing a multivariate function using the L-BFGS algorithm. Exceptions will be thrown if error occurs.

Parameters

f	A function object such that f(x, grad) returns the objective function value at x, and overwrites grad with the gradient.
x	In: An initial guess of the optimal point. Out: The best point found.
fx	Out: The objective function value at x.

Returns

Number of iterations used.

Definition at line 79 of file LBFGS.h.

final_grad()

template<typename Scalar , template< class > class LineSearch = LineSearchNocedalWright>

const Vector & LBFGSpp::LBFGSSolver< Scalar, LineSearch >::final_grad ( ) const

inline

Returning the gradient vector on the last iterate. Typically used to debug and test convergence. Should only be called after the minimize() function.

Returns

A const reference to the gradient vector.

Definition at line 182 of file LBFGS.h.

final_grad_norm()

template<typename Scalar , template< class > class LineSearch = LineSearchNocedalWright>

Scalar LBFGSpp::LBFGSSolver< Scalar, LineSearch >::final_grad_norm ( ) const

inline

Returning the Euclidean norm of the final gradient.

Definition at line 187 of file LBFGS.h.

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

• LBFGS.h