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Stan
2.10.0
probability, sampling & optimization
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#include <boost/math/special_functions/fpclassify.hpp>
#include <algorithm>
#include <cmath>
#include <cstdlib>
#include <string>
#include <limits>
Go to the source code of this file.
Namespaces | |
stan | |
Probability, optimization and sampling library. | |
stan::optimization | |
Functions | |
template<typename Scalar > | |
Scalar | stan::optimization::CubicInterp (const Scalar &df0, const Scalar &x1, const Scalar &f1, const Scalar &df1, const Scalar &loX, const Scalar &hiX) |
Find the minima in an interval [loX, hiX] of a cubic function which interpolates the points, function values and gradients provided. More... | |
template<typename Scalar > | |
Scalar | stan::optimization::CubicInterp (const Scalar &x0, const Scalar &f0, const Scalar &df0, const Scalar &x1, const Scalar &f1, const Scalar &df1, const Scalar &loX, const Scalar &hiX) |
Find the minima in an interval [loX, hiX] of a cubic function which interpolates the points, function values and gradients provided. More... | |
template<typename FunctorType , typename Scalar , typename XType > | |
int | stan::optimization::WolfeLineSearch (FunctorType &func, Scalar &alpha, XType &x1, Scalar &f1, XType &gradx1, const XType &p, const XType &x0, const Scalar &f0, const XType &gradx0, const Scalar &c1, const Scalar &c2, const Scalar &minAlpha) |
Perform a line search which finds an approximate solution to:
satisfying the strong Wolfe conditions: 1) | |