#include <bfgs.h>
BFGS stands for Broyden–Fletcher–Goldfarb–Shanno (BFGS) method for solving unconstrained nonlinear optimization problems. For further details please visit: http://en.wikipedia.org/wiki/BFGS_method The method provided here is almost similar to the one provided by GSL. It reproduces Fletcher's original algorithm in Practical Methods of Optimization algorithms : 2.6.2 and 2.6.4 and uses the same politics in GSL with cubic interpolation whenever it is possible else falls to quadratic interpolation for alpha parameter.
typedef FunctorType::VectorType BFGS< FunctorType >::FVectorType |
typedef FunctorType::Scalar BFGS< FunctorType >::Scalar |
void BFGS< FunctorType >::changeDirection | ( | ) | [private] |
BFGSSpace::Status BFGS< FunctorType >::lineSearch | ( | Scalar | rho, |
Scalar | sigma, | ||
Scalar | tau1, | ||
Scalar | tau2, | ||
Scalar | tau3, | ||
int | order, | ||
Scalar | alpha1, | ||
Scalar & | alpha_new | ||
) | [private] |
BFGSSpace::Status BFGS< FunctorType >::minimize | ( | FVectorType & | x | ) |
BFGSSpace::Status BFGS< FunctorType >::minimizeInit | ( | FVectorType & | x | ) |
BFGSSpace::Status BFGS< FunctorType >::minimizeOneStep | ( | FVectorType & | x | ) |
BFGS& BFGS< FunctorType >::operator= | ( | const BFGS< FunctorType > & | ) | [private] |
void BFGS< FunctorType >::resetParameters | ( | void | ) | [inline] |
BFGSSpace::Status BFGS< FunctorType >::testGradient | ( | Scalar | epsilon | ) |
void BFGS< FunctorType >::updatePosition | ( | Scalar | alpha, |
FVectorType & | x, | ||
Scalar & | f, | ||
FVectorType & | g | ||
) | [private] |
Scalar BFGS< FunctorType >::df_cache_key [private] |
FVectorType BFGS< FunctorType >::dg0 [private] |
FVectorType BFGS< FunctorType >::dx [private] |
FVectorType BFGS< FunctorType >::dx0 [private] |
Scalar BFGS< FunctorType >::f_cache_key [private] |
FVectorType BFGS< FunctorType >::g0 [private] |
FVectorType BFGS< FunctorType >::g_alpha [private] |
Scalar BFGS< FunctorType >::g_cache_key [private] |
FVectorType BFGS< FunctorType >::gradient |
FVectorType BFGS< FunctorType >::p [private] |
Parameters BFGS< FunctorType >::parameters |
FVectorType BFGS< FunctorType >::x0 [private] |
FVectorType BFGS< FunctorType >::x_alpha [private] |
Scalar BFGS< FunctorType >::x_cache_key [private] |