#include <bfgs.h>
Inherits npl::Optimizer.
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double | opt_ls_s |
| Maximum step during line search. More...
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double | opt_ls_beta |
| How quickly to reduce linesearch distance. Power function base, values closer to 0 will decrease step size faster than ones close to 1. More...
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double | opt_ls_sigma |
| Theshold for stopping linesearch. More...
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VectorXd | state_x |
| State variable, set to initialize. More...
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double | stop_G |
| Stop when graient magnitde falls below this value. More...
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double | stop_X |
| Stop when step size drops below this value. More...
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double | stop_F |
| Stop when change in function value drops below this value. More...
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double | stop_F_over |
| Stop immediately when value goes above this. More...
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double | stop_F_under |
| Stop immediately when value goes below this. More...
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int | stop_Its |
| Stop after this many iterations (does not include linesearch) More...
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Definition at line 37 of file bfgs.h.
static std::string npl::Optimizer::explainStop |
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StopReason |
r | ) |
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staticinherited |
Provides a string that describes the stop reason.
- Parameters
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Perform optimization.
- Returns
- StopReason
Reimplemented from npl::Optimizer.
double npl::BFGSOpt::opt_ls_beta |
How quickly to reduce linesearch distance. Power function base, values closer to 0 will decrease step size faster than ones close to 1.
Definition at line 71 of file bfgs.h.
double npl::BFGSOpt::opt_ls_s |
Maximum step during line search.
Definition at line 65 of file bfgs.h.
double npl::BFGSOpt::opt_ls_sigma |
Theshold for stopping linesearch.
Definition at line 76 of file bfgs.h.
VectorXd npl::Optimizer::state_x |
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inherited |
State variable, set to initialize.
Definition at line 162 of file opt.h.
double npl::Optimizer::stop_F |
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inherited |
Stop when change in function value drops below this value.
Definition at line 177 of file opt.h.
double npl::Optimizer::stop_F_over |
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inherited |
Stop immediately when value goes above this.
Definition at line 182 of file opt.h.
double npl::Optimizer::stop_F_under |
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inherited |
Stop immediately when value goes below this.
Definition at line 187 of file opt.h.
double npl::Optimizer::stop_G |
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inherited |
Stop when graient magnitde falls below this value.
Definition at line 167 of file opt.h.
int npl::Optimizer::stop_Its |
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inherited |
Stop after this many iterations (does not include linesearch)
Definition at line 192 of file opt.h.
double npl::Optimizer::stop_X |
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inherited |
Stop when step size drops below this value.
Definition at line 172 of file opt.h.
The documentation for this class was generated from the following file:
- /home/micahc/coding/npl/deps/optimizers/lib/bfgs.h