Stan  2.10.0
probability, sampling & optimization
arg_bfgs.hpp
Go to the documentation of this file.
1 #ifndef STAN_SERVICES_ARGUMENTS_ARG_BFGS_HPP
2 #define STAN_SERVICES_ARGUMENTS_ARG_BFGS_HPP
3 
7 
8 namespace stan {
9  namespace services {
10 
12  public:
14  _name = "bfgs";
15  _description = "BFGS with linesearch";
16 
17  _subarguments.push_back(new arg_init_alpha());
18  _subarguments.push_back(
19  new arg_tolerance("tol_obj",
20  "Convergence tolerance on absolute changes "
21  "in objective function value",
22  1e-12));
23  _subarguments.push_back(
24  new arg_tolerance("tol_rel_obj",
25  "Convergence tolerance on relative changes "
26  "in objective function value",
27  1e+4));
28  _subarguments.push_back(
29  new arg_tolerance("tol_grad",
30  "Convergence tolerance on the norm of the gradient",
31  1e-8));
32  _subarguments.push_back(
33  new arg_tolerance("tol_rel_grad",
34  "Convergence tolerance on the relative norm "
35  "of the gradient",
36  1e+7));
37  _subarguments.push_back(
38  new arg_tolerance("tol_param",
39  "Convergence tolerance on changes "
40  "in parameter value",
41  1e-8));
42  }
43  };
44 
45  } // services
46 } // stan
47 
48 #endif
Probability, optimization and sampling library.
std::string _description
Definition: argument.hpp:84

     [ Stan Home Page ] © 2011–2016, Stan Development Team.