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arg_bfgs.hpp
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#ifndef STAN_SERVICES_ARGUMENTS_ARG_BFGS_HPP
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#define STAN_SERVICES_ARGUMENTS_ARG_BFGS_HPP
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#include <
stan/services/arguments/categorical_argument.hpp
>
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#include <
stan/services/arguments/arg_init_alpha.hpp
>
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#include <
stan/services/arguments/arg_tolerance.hpp
>
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namespace
stan
{
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namespace
services {
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class
arg_bfgs
:
public
categorical_argument
{
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public
:
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arg_bfgs
() {
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_name
=
"bfgs"
;
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_description
=
"BFGS with linesearch"
;
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_subarguments
.push_back(
new
arg_init_alpha
());
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_subarguments
.push_back(
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new
arg_tolerance
(
"tol_obj"
,
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"Convergence tolerance on absolute changes "
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"in objective function value"
,
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1e-12));
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_subarguments
.push_back(
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new
arg_tolerance
(
"tol_rel_obj"
,
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"Convergence tolerance on relative changes "
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"in objective function value"
,
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1e+4));
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_subarguments
.push_back(
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new
arg_tolerance
(
"tol_grad"
,
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"Convergence tolerance on the norm of the gradient"
,
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1e-8));
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_subarguments
.push_back(
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new
arg_tolerance
(
"tol_rel_grad"
,
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"Convergence tolerance on the relative norm "
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"of the gradient"
,
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1e+7));
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_subarguments
.push_back(
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new
arg_tolerance
(
"tol_param"
,
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"Convergence tolerance on changes "
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"in parameter value"
,
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1e-8));
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}
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};
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}
// services
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}
// stan
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#endif
stan
Probability, optimization and sampling library.
Definition:
base_interrupt.hpp:4
stan::services::arg_tolerance
Definition:
arg_tolerance.hpp:11
categorical_argument.hpp
stan::services::argument::_description
std::string _description
Definition:
argument.hpp:84
arg_init_alpha.hpp
stan::services::categorical_argument
Definition:
categorical_argument.hpp:11
stan::services::argument::_name
std::string _name
Definition:
argument.hpp:83
arg_tolerance.hpp
stan::services::arg_init_alpha
Definition:
arg_init_alpha.hpp:9
stan::services::categorical_argument::_subarguments
std::vector< argument * > _subarguments
Definition:
categorical_argument.hpp:148
stan::services::arg_bfgs
Definition:
arg_bfgs.hpp:11
stan::services::arg_bfgs::arg_bfgs
arg_bfgs()
Definition:
arg_bfgs.hpp:13
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