LBFGSpp::LBFGSSolver< Scalar > 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)

Private Types
typedef Eigen::Map< Vector >	MapVec
typedef Eigen::Matrix< Scalar, Eigen::Dynamic, Eigen::Dynamic >	Matrix
typedef Eigen::Matrix< Scalar, Eigen::Dynamic, 1 >	Vector

Private Member Functions
void	reset (int n)

Private Attributes
Vector	m_alpha
Vector	m_drt
Vector	m_fx
Vector	m_grad
Vector	m_gradp
const LBFGSParam< Scalar > &	m_param
Matrix	m_s
Vector	m_xp
Matrix	m_y
Vector	m_ys

Detailed Description

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

LBFGS solver for unconstrained numerical optimization

Definition at line 17 of file LBFGS.h.

Member Typedef Documentation

MapVec

template<typename Scalar>

typedef Eigen::Map<Vector> LBFGSpp::LBFGSSolver< Scalar >::MapVec

private

Definition at line 22 of file LBFGS.h.

Matrix

template<typename Scalar>

typedef Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic> LBFGSpp::LBFGSSolver< Scalar >::Matrix

private

Definition at line 21 of file LBFGS.h.

Vector

template<typename Scalar>

typedef Eigen::Matrix<Scalar, Eigen::Dynamic, 1> LBFGSpp::LBFGSSolver< Scalar >::Vector

private

Definition at line 20 of file LBFGS.h.

Constructor & Destructor Documentation

LBFGSSolver()

template<typename Scalar>

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

inline

Constructor for LBFGS solver.

Parameters

param

An object of LBFGSParam to store parameters for the algorithm

Definition at line 57 of file LBFGS.h.

Member Function Documentation

minimize()

template<typename Scalar>

template<typename Foo >

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

inline

Minimizing a multivariate function using LBFGS 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 77 of file LBFGS.h.

reset()

template<typename Scalar>

void LBFGSpp::LBFGSSolver< Scalar >::reset ( int  n )

inlineprivate

Definition at line 35 of file LBFGS.h.

Member Data Documentation

m_alpha

template<typename Scalar>

Vector LBFGSpp::LBFGSSolver< Scalar >::m_alpha

private

Definition at line 28 of file LBFGS.h.

m_drt

template<typename Scalar>

Vector LBFGSpp::LBFGSSolver< Scalar >::m_drt

private

Definition at line 33 of file LBFGS.h.

m_fx

template<typename Scalar>

Vector LBFGSpp::LBFGSSolver< Scalar >::m_fx

private

Definition at line 29 of file LBFGS.h.

m_grad

template<typename Scalar>

Vector LBFGSpp::LBFGSSolver< Scalar >::m_grad

private

Definition at line 31 of file LBFGS.h.

m_gradp

template<typename Scalar>

Vector LBFGSpp::LBFGSSolver< Scalar >::m_gradp

private

Definition at line 32 of file LBFGS.h.

m_param

template<typename Scalar>

const LBFGSParam<Scalar>& LBFGSpp::LBFGSSolver< Scalar >::m_param

private

Definition at line 24 of file LBFGS.h.

m_s

template<typename Scalar>

Matrix LBFGSpp::LBFGSSolver< Scalar >::m_s

private

Definition at line 25 of file LBFGS.h.

m_xp

template<typename Scalar>

Vector LBFGSpp::LBFGSSolver< Scalar >::m_xp

private

Definition at line 30 of file LBFGS.h.

m_y

template<typename Scalar>

Matrix LBFGSpp::LBFGSSolver< Scalar >::m_y

private

Definition at line 26 of file LBFGS.h.

m_ys

template<typename Scalar>

Vector LBFGSpp::LBFGSSolver< Scalar >::m_ys

private

Definition at line 27 of file LBFGS.h.

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

• LBFGS.h