IGLib  1.7.2
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lbfgs Class Reference

Classes

struct  lbfgsreport
 
struct  lbfgsstate
 

Static Public Member Functions

static void minlbfgs (int n, int m, ref double[] x, double epsg, double epsf, double epsx, int maxits, int flags, ref lbfgsstate state)
 
static bool minlbfgsiteration (ref lbfgsstate state)
 
static void minlbfgsresults (ref lbfgsstate state, ref double[] x, ref lbfgsreport rep)
 

Public Attributes

const double ftol = 0.0001
 
const double xtol = 100*AP.Math.MachineEpsilon
 
const double gtol = 0.9
 
const int maxfev = 20
 
const double stpmin = 1.0E-20
 
const double stpmax = 1.0E20
 

Static Private Member Functions

static void mcsrch (int n, ref double[] x, ref double f, ref double[] g, ref double[] s, ref double stp, ref int info, ref int nfev, ref double[] wa, ref lbfgsstate state, ref int stage)
 
static void mcstep (ref double stx, ref double fx, ref double dx, ref double sty, ref double fy, ref double dy, ref double stp, double fp, double dp, ref bool brackt, double stmin, double stmax, ref int info)
 

Member Function Documentation

static void lbfgs.minlbfgs ( int  n,
int  m,
ref double[]  x,
double  epsg,
double  epsf,
double  epsx,
int  maxits,
int  flags,
ref lbfgsstate  state 
)
inlinestatic
static bool lbfgs.minlbfgsiteration ( ref lbfgsstate  state)
inlinestatic

References mcsrch().

static void lbfgs.minlbfgsresults ( ref lbfgsstate  state,
ref double[]  x,
ref lbfgsreport  rep 
)
inlinestatic
static void lbfgs.mcsrch ( int  n,
ref double[]  x,
ref double  f,
ref double[]  g,
ref double[]  s,
ref double  stp,
ref int  info,
ref int  nfev,
ref double[]  wa,
ref lbfgsstate  state,
ref int  stage 
)
inlinestaticprivate

References mcstep(), stpmax, and stpmin.

Referenced by minlbfgsiteration().

static void lbfgs.mcstep ( ref double  stx,
ref double  fx,
ref double  dx,
ref double  sty,
ref double  fy,
ref double  dy,
ref double  stp,
double  fp,
double  dp,
ref bool  brackt,
double  stmin,
double  stmax,
ref int  info 
)
inlinestaticprivate

References AP.Math.Sqr().

Referenced by mcsrch().

Member Data Documentation

const double lbfgs.ftol = 0.0001
const double lbfgs.xtol = 100*AP.Math.MachineEpsilon
const double lbfgs.gtol = 0.9
const int lbfgs.maxfev = 20
const double lbfgs.stpmin = 1.0E-20

Referenced by mcsrch().

const double lbfgs.stpmax = 1.0E20

Referenced by mcsrch().

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