ERKALE
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LBFGS Class Reference

Public Member Functions

 LBFGS (size_t nmax=10)
 Constructor.
 
virtual ~LBFGS ()
 Destructor.
 
void update (const arma::vec &x, const arma::vec &g)
 Update.
 
arma::vec solve () const
 Solve for new search direction.
 
void clear ()
 Clear stack.
 

Protected Member Functions

virtual arma::vec diagonal_hessian (const arma::vec &q) const
 Apply diagonal Hessian: r = H_0 q.
 

Protected Attributes

size_t nmax
 Maximum number of matrices.
 
std::vector< arma::vec > xk
 Coordinates x_k.
 
std::vector< arma::vec > gk
 Gradients g_k.
 

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