RVLUmin::LBFGSDir< Scalar > Class Template Reference

This algorithm performs a quasi-newton method for minimizing a continuous function. More...

#include <lbfgsalg.hh>

Inheritance diagram for RVLUmin::LBFGSDir< Scalar >:

List of all members.

Public Member Functions
void	calcDir (Vector< Scalar > &dir, FunctionalEvaluation< Scalar > &fx)
void	updateDir (LineSearchAlg< Scalar > const &ls)
void	resetDir ()
	LBFGSDir (Space< Scalar > const &dom, Scalar InvHessianScale=1.0, int MaxUpdates=5, ostream &_str=cout)
	LBFGSDir (LBFGSDir< Scalar > const &x)
	~LBFGSDir ()
bool	query ()
ostream &	write (ostream &str) const

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Detailed Description

template<class Scalar>
class RVLUmin::LBFGSDir< Scalar >

This algorithm performs a quasi-newton method for minimizing a continuous function.

It uses a limited--memory BFGS approximation to the inverse hessian, as formed in the LBFGSOp

A parameter file may be used to select non--default settings for the many parameters. The name of this file is passed to the constructor.

Definition at line 274 of file lbfgsalg.hh.

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Constructor & Destructor Documentation

template<class Scalar>

RVLUmin::LBFGSDir< Scalar >::LBFGSDir	(	Space< Scalar > const &	dom,
		Scalar	InvHessianScale = 1.0,
		int	MaxUpdates = 5,
		ostream &	_str = cout
	)

Definition at line 316 of file lbfgsalg.hh.

template<class Scalar>

RVLUmin::LBFGSDir< Scalar >::LBFGSDir

(

LBFGSDir< Scalar > const &

x

)

Definition at line 325 of file lbfgsalg.hh.

template<class Scalar>

RVLUmin::LBFGSDir< Scalar >::~LBFGSDir

(

)

Definition at line 327 of file lbfgsalg.hh.

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Member Function Documentation

template<class Scalar>

void RVLUmin::LBFGSDir< Scalar >::calcDir	(	Vector< Scalar > &	dir,
		FunctionalEvaluation< Scalar > &	fx
	)			[virtual]

Implements RVLUmin::UMinDir< Scalar >.

Definition at line 288 of file lbfgsalg.hh.

References RVL::FunctionalEvaluation< Scalar >::getGradient(), and RVL::Vector< Scalar >::negate().

template<class Scalar>

void RVLUmin::LBFGSDir< Scalar >::updateDir

(

LineSearchAlg< Scalar > const &

ls

)

[virtual]

Implements RVLUmin::UMinDir< Scalar >.

Definition at line 301 of file lbfgsalg.hh.

References RVLUmin::LineSearchAlg< Scalar >::getBaseGradient(), RVLUmin::LineSearchAlg< Scalar >::getBasePoint(), RVLUmin::LineSearchAlg< Scalar >::getFunctionalEvaluation(), and RVLUmin::LineSearchAlg< Scalar >::getTrialPoint().

template<class Scalar>

void RVLUmin::LBFGSDir< Scalar >::resetDir

(

)

[virtual]

Implements RVLUmin::UMinDir< Scalar >.

Definition at line 314 of file lbfgsalg.hh.

template<class Scalar>

bool RVLUmin::LBFGSDir< Scalar >::query

(

)

[virtual]

Implements RVLAlg::Terminator.

Definition at line 329 of file lbfgsalg.hh.

template<class Scalar>

ostream& RVLUmin::LBFGSDir< Scalar >::write

(

ostream &

str

)

const [virtual]

Implements RVLUmin::UMinDir< Scalar >.

Definition at line 331 of file lbfgsalg.hh.

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

• lbfgsalg.hh

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