31 std::vector<arma::vec>
xk;
33 std::vector<arma::vec>
gk;
45 void update(
const arma::vec & x,
const arma::vec & g);
47 arma::vec
solve()
const;
std::vector< arma::vec > gk
Gradients g_k.
Definition: lbfgs.h:33
virtual ~LBFGS()
Destructor.
Definition: lbfgs.cpp:24
void update(const arma::vec &x, const arma::vec &g)
Update.
Definition: lbfgs.cpp:27
std::vector< arma::vec > xk
Coordinates x_k.
Definition: lbfgs.h:31
virtual arma::vec diagonal_hessian(const arma::vec &q) const
Apply diagonal Hessian: r = H_0 q.
Definition: lbfgs.cpp:37
arma::vec solve() const
Solve for new search direction.
Definition: lbfgs.cpp:49
size_t nmax
Maximum number of matrices.
Definition: lbfgs.h:28
void clear()
Clear stack.
Definition: lbfgs.cpp:86
LBFGS(size_t nmax=10)
Constructor.
Definition: lbfgs.cpp:21