Stan  2.10.0
probability, sampling & optimization
Public Types | Public Member Functions | List of all members
stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile > Class Template Reference

#include <bfgs.hpp>

Inheritance diagram for stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >:
stan::optimization::BFGSMinimizer< ModelAdaptor< M >, QNUpdateType, Scalar, DimAtCompile >

Public Types

typedef BFGSMinimizer< ModelAdaptor< M >, QNUpdateType, Scalar, DimAtCompile > BFGSBase
 
typedef BFGSBase::VectorT vector_t
 
typedef stan::math::index_type< vector_t >::type idx_t
 
- Public Types inherited from stan::optimization::BFGSMinimizer< ModelAdaptor< M >, QNUpdateType, Scalar, DimAtCompile >
typedef Eigen::Matrix< Scalar, DimAtCompile, 1 > VectorT
 
typedef Eigen::Matrix< Scalar, DimAtCompile, DimAtCompile > HessianT
 

Public Member Functions

 BFGSLineSearch (M &model, const std::vector< double > &params_r, const std::vector< int > &params_i, std::ostream *msgs=0)
 
void initialize (const std::vector< double > &params_r)
 
size_t grad_evals ()
 
double logp ()
 
double grad_norm ()
 
void grad (std::vector< double > &g)
 
void params_r (std::vector< double > &x)
 
- Public Member Functions inherited from stan::optimization::BFGSMinimizer< ModelAdaptor< M >, QNUpdateType, Scalar, DimAtCompile >
QNUpdateType & get_qnupdate ()
 
const QNUpdateType & get_qnupdate () const
 
const Scalar & curr_f () const
 
const VectorTcurr_x () const
 
const VectorTcurr_g () const
 
const VectorTcurr_p () const
 
const Scalar & prev_f () const
 
const VectorTprev_x () const
 
const VectorTprev_g () const
 
const VectorTprev_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 (ModelAdaptor< M > &f)
 
void initialize (const VectorT &x0)
 
int step ()
 
int minimize (VectorT &x0)
 

Additional Inherited Members

- Public Attributes inherited from stan::optimization::BFGSMinimizer< ModelAdaptor< M >, QNUpdateType, Scalar, DimAtCompile >
LSOptions< Scalar > _ls_opts
 
ConvergenceOptions< Scalar > _conv_opts
 
- Protected Attributes inherited from stan::optimization::BFGSMinimizer< ModelAdaptor< M >, QNUpdateType, Scalar, DimAtCompile >
ModelAdaptor< M > & _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
 

Detailed Description

template<typename M, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
class stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >

Definition at line 385 of file bfgs.hpp.

Member Typedef Documentation

template<typename M , typename QNUpdateType , typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
typedef BFGSMinimizer<ModelAdaptor<M>, QNUpdateType, Scalar, DimAtCompile> stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >::BFGSBase

Definition at line 393 of file bfgs.hpp.

template<typename M , typename QNUpdateType , typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
typedef stan::math::index_type<vector_t>::type stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >::idx_t

Definition at line 395 of file bfgs.hpp.

template<typename M , typename QNUpdateType , typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
typedef BFGSBase::VectorT stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >::vector_t

Definition at line 394 of file bfgs.hpp.

Constructor & Destructor Documentation

template<typename M , typename QNUpdateType , typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >::BFGSLineSearch ( M &  model,
const std::vector< double > &  params_r,
const std::vector< int > &  params_i,
std::ostream *  msgs = 0 
)
inline

Definition at line 397 of file bfgs.hpp.

Member Function Documentation

template<typename M , typename QNUpdateType , typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
void stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >::grad ( std::vector< double > &  g)
inline

Definition at line 417 of file bfgs.hpp.

template<typename M , typename QNUpdateType , typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
size_t stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >::grad_evals ( )
inline

Definition at line 414 of file bfgs.hpp.

template<typename M , typename QNUpdateType , typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
double stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >::grad_norm ( )
inline

Definition at line 416 of file bfgs.hpp.

template<typename M , typename QNUpdateType , typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
void stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >::initialize ( const std::vector< double > &  params_r)
inline

Definition at line 406 of file bfgs.hpp.

template<typename M , typename QNUpdateType , typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
double stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >::logp ( )
inline

Definition at line 415 of file bfgs.hpp.

template<typename M , typename QNUpdateType , typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
void stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >::params_r ( std::vector< double > &  x)
inline

Definition at line 423 of file bfgs.hpp.


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

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