Static Public Member Functions
template<typename Foo >
static void	LineSearch (Foo &f, const LBFGSParam< Scalar > &param, const Vector &xp, const Vector &drt, const Scalar &step_max, Scalar &step, Scalar &fx, Vector &grad, Scalar &dg, Vector &x)

Detailed Description

template<typename Scalar>
class LBFGSpp::LineSearchNocedalWright< Scalar >

A line search algorithm for the strong Wolfe condition. Implementation based on:

"Numerical Optimization" 2nd Edition, Jorge Nocedal and Stephen J. Wright, Chapter 3. Line Search Methods, page 60.

Definition at line 21 of file LineSearchNocedalWright.h.

Member Function Documentation

template<typename Scalar >

template<typename Foo >

static void LBFGSpp::LineSearchNocedalWright< Scalar >::LineSearch	(	Foo &	f,
		const LBFGSParam< Scalar > &	param,
		const Vector &	xp,
		const Vector &	drt,
		const Scalar &	step_max,
		Scalar &	step,
		Scalar &	fx,
		Vector &	grad,
		Scalar &	dg,
		Vector &	x
	)

inlinestatic

Line search by Nocedal and Wright (2006).

Parameters

f	A function object such that `f(x, grad)` returns the objective function value at `x`, and overwrites `grad` with the gradient.
param	Parameters for the L-BFGS algorithm.
xp	The current point.
drt	The current moving direction.
step_max	The upper bound for the step size that makes x feasible. Can be ignored for the L-BFGS solver.
step	In: The initial step length. Out: The calculated step length.
fx	In: The objective function value at the current point. Out: The function value at the new point.
grad	In: The current gradient vector. Out: The gradient at the new point.
dg	In: The inner product between drt and grad. Out: The inner product between drt and the new gradient.
x	Out: The new point moved to.

Definition at line 84 of file LineSearchNocedalWright.h.

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