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| LBFGS (size_t nmax=10) |
| Constructor.
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virtual | ~LBFGS () |
| Destructor.
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void | update (const arma::vec &x, const arma::vec &g) |
| Update.
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arma::vec | solve () const |
| Solve for new search direction.
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void | clear () |
| Clear stack.
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virtual arma::vec | diagonal_hessian (const arma::vec &q) const |
| Apply diagonal Hessian: r = H_0 q.
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size_t | nmax |
| Maximum number of matrices.
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std::vector< arma::vec > | xk |
| Coordinates x_k.
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std::vector< arma::vec > | gk |
| Gradients g_k.
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The documentation for this class was generated from the following files: