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Stan
2.10.0
probability, sampling & optimization
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#include <bfgs.hpp>
Public Types | |
typedef Eigen::Matrix< Scalar, DimAtCompile, 1 > | VectorT |
typedef Eigen::Matrix< Scalar, DimAtCompile, DimAtCompile > | HessianT |
Public Member Functions | |
QNUpdateType & | get_qnupdate () |
const QNUpdateType & | get_qnupdate () const |
const Scalar & | curr_f () const |
const VectorT & | curr_x () const |
const VectorT & | curr_g () const |
const VectorT & | curr_p () const |
const Scalar & | prev_f () const |
const VectorT & | prev_x () const |
const VectorT & | prev_g () const |
const VectorT & | prev_p () const |
Scalar | prev_step_size () const |
Scalar | rel_grad_norm () const |
Scalar | rel_obj_decrease () const |
const Scalar & | alpha0 () const |
const Scalar & | alpha () const |
const size_t | iter_num () const |
const std::string & | note () const |
std::string | get_code_string (int retCode) |
BFGSMinimizer (FunctorType &f) | |
void | initialize (const VectorT &x0) |
int | step () |
int | minimize (VectorT &x0) |
Public Attributes | |
LSOptions< Scalar > | _ls_opts |
ConvergenceOptions< Scalar > | _conv_opts |
Protected Attributes | |
FunctorType & | _func |
VectorT | _gk |
VectorT | _gk_1 |
VectorT | _xk_1 |
VectorT | _xk |
VectorT | _pk |
VectorT | _pk_1 |
Scalar | _fk |
Scalar | _fk_1 |
Scalar | _alphak_1 |
Scalar | _alpha |
Scalar | _alpha0 |
size_t | _itNum |
std::string | _note |
QNUpdateType | _qn |
typedef Eigen::Matrix<Scalar, DimAtCompile, DimAtCompile> stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::HessianT |
typedef Eigen::Matrix<Scalar, DimAtCompile, 1> stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::VectorT |
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ConvergenceOptions<Scalar> stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::_conv_opts |
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LSOptions<Scalar> stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::_ls_opts |
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