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Stan
2.10.0
probability, sampling & optimization
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#include <bfgs.hpp>
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 |
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typedef Eigen::Matrix< Scalar, DimAtCompile, 1 > | VectorT |
typedef Eigen::Matrix< Scalar, DimAtCompile, DimAtCompile > | HessianT |
Public Member Functions | |
BFGSLineSearch (M &model, const std::vector< double > ¶ms_r, const std::vector< int > ¶ms_i, std::ostream *msgs=0) | |
void | initialize (const std::vector< double > ¶ms_r) |
size_t | grad_evals () |
double | logp () |
double | grad_norm () |
void | grad (std::vector< double > &g) |
void | params_r (std::vector< double > &x) |
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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 (ModelAdaptor< M > &f) | |
void | initialize (const VectorT &x0) |
int | step () |
int | minimize (VectorT &x0) |
Additional Inherited Members | |
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LSOptions< Scalar > | _ls_opts |
ConvergenceOptions< Scalar > | _conv_opts |
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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 |
typedef BFGSMinimizer<ModelAdaptor<M>, QNUpdateType, Scalar, DimAtCompile> stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >::BFGSBase |
typedef stan::math::index_type<vector_t>::type stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >::idx_t |
typedef BFGSBase::VectorT stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >::vector_t |
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