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 <span id="projectnumber">1.1.0</span>
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<li class="navelem"><a class="el" href="dir_f128aa1447a98eefc0df3f91bf5f583f.html">OpenANN</a></li><li class="navelem"><a class="el" href="dir_d62514238803779bce99e31baa287c0d.html">optimization</a></li> </ul>
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<div class="title">LBFGS.h</div> </div>
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<a href="LBFGS_8h.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> <span class="preprocessor">#ifndef OPENANN_OPTIMIZATION_LBFGS_H_</span></div>
<div class="line"><a name="l00002"></a><span class="lineno"> 2</span> <span class="preprocessor"></span><span class="preprocessor">#define OPENANN_OPTIMIZATION_LBFGS_H_</span></div>
<div class="line"><a name="l00003"></a><span class="lineno"> 3</span> <span class="preprocessor"></span></div>
<div class="line"><a name="l00004"></a><span class="lineno"> 4</span> <span class="preprocessor">#include <<a class="code" href="Optimizer_8h.html">OpenANN/optimization/Optimizer.h</a>></span></div>
<div class="line"><a name="l00005"></a><span class="lineno"> 5</span> <span class="preprocessor">#include <<a class="code" href="StoppingCriteria_8h.html">OpenANN/optimization/StoppingCriteria.h</a>></span></div>
<div class="line"><a name="l00006"></a><span class="lineno"> 6</span> <span class="preprocessor">#include <Eigen/Core></span></div>
<div class="line"><a name="l00007"></a><span class="lineno"> 7</span> <span class="preprocessor">#include <optimization.h></span></div>
<div class="line"><a name="l00008"></a><span class="lineno"> 8</span> </div>
<div class="line"><a name="l00009"></a><span class="lineno"> 9</span> <span class="keyword">namespace </span>OpenANN</div>
<div class="line"><a name="l00010"></a><span class="lineno"> 10</span> {</div>
<div class="line"><a name="l00011"></a><span class="lineno"> 11</span> </div>
<div class="line"><a name="l00020"></a><span class="lineno"><a class="code" href="classOpenANN_1_1LBFGS.html"> 20</a></span> <span class="keyword">class </span><a class="code" href="classOpenANN_1_1LBFGS.html" title="Limited storage Broyden-Fletcher-Goldfarb-Shanno. ">LBFGS</a> : <span class="keyword">public</span> <a class="code" href="classOpenANN_1_1Optimizer.html" title="The common interface of all optimization algorithms. ">Optimizer</a></div>
<div class="line"><a name="l00021"></a><span class="lineno"> 21</span> {</div>
<div class="line"><a name="l00022"></a><span class="lineno"> 22</span>  <a class="code" href="classOpenANN_1_1StoppingCriteria.html" title="Stopping criteria for optimization algorithms. ">StoppingCriteria</a> stop;</div>
<div class="line"><a name="l00023"></a><span class="lineno"> 23</span>  <a class="code" href="classOpenANN_1_1Optimizable.html" title="Represents an optimizable object. ">Optimizable</a>* opt; <span class="comment">// do not delete</span></div>
<div class="line"><a name="l00024"></a><span class="lineno"> 24</span>  Eigen::VectorXd optimum;</div>
<div class="line"><a name="l00025"></a><span class="lineno"> 25</span>  <span class="keywordtype">int</span> iteration, n, m;</div>
<div class="line"><a name="l00026"></a><span class="lineno"> 26</span>  Eigen::VectorXd parameters, gradient;</div>
<div class="line"><a name="l00027"></a><span class="lineno"> 27</span>  <span class="keywordtype">double</span> error;</div>
<div class="line"><a name="l00028"></a><span class="lineno"> 28</span>  alglib_impl::ae_state envState;</div>
<div class="line"><a name="l00029"></a><span class="lineno"> 29</span>  alglib::minlbfgsstate state;</div>
<div class="line"><a name="l00030"></a><span class="lineno"> 30</span>  alglib::real_1d_array xIn;</div>
<div class="line"><a name="l00031"></a><span class="lineno"> 31</span> <span class="keyword">public</span>:</div>
<div class="line"><a name="l00039"></a><span class="lineno"> 39</span>  <a class="code" href="classOpenANN_1_1LBFGS.html#ab98c5aa1513736f86e87956b1dd722c9" title="Create L-BFGS optimizer. ">LBFGS</a>(<span class="keywordtype">int</span> m = 10);</div>
<div class="line"><a name="l00040"></a><span class="lineno"><a class="code" href="classOpenANN_1_1LBFGS.html#a13562bd60c0084752c23d295d6327d69"> 40</a></span>  <span class="keyword">virtual</span> <a class="code" href="classOpenANN_1_1LBFGS.html#a13562bd60c0084752c23d295d6327d69">~LBFGS</a>() {}</div>
<div class="line"><a name="l00041"></a><span class="lineno"> 41</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classOpenANN_1_1LBFGS.html#a992d1e85ba8747066d27720f51e4d5ef" title="Pass the stop criteria. ">setStopCriteria</a>(<span class="keyword">const</span> <a class="code" href="classOpenANN_1_1StoppingCriteria.html" title="Stopping criteria for optimization algorithms. ">StoppingCriteria</a>& stop);</div>
<div class="line"><a name="l00042"></a><span class="lineno"> 42</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classOpenANN_1_1LBFGS.html#afbebfad91415290c0089ec96e3127797" title="Pass the objective function. ">setOptimizable</a>(<a class="code" href="classOpenANN_1_1Optimizable.html" title="Represents an optimizable object. ">Optimizable</a>& optimizable);</div>
<div class="line"><a name="l00043"></a><span class="lineno"> 43</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classOpenANN_1_1LBFGS.html#ad8faaac57c35843ae8fd757b19b5916a" title="Optimize until the optimization meets the stop criteria. ">optimize</a>();</div>
<div class="line"><a name="l00044"></a><span class="lineno"> 44</span>  <span class="keyword">virtual</span> <span class="keywordtype">bool</span> <a class="code" href="classOpenANN_1_1LBFGS.html#a03bef383ed72af3b1cd31ff858b85715" title="Execute one optimization step. ">step</a>();</div>
<div class="line"><a name="l00045"></a><span class="lineno"> 45</span>  <span class="keywordtype">void</span> <a class="code" href="classOpenANN_1_1LBFGS.html#acfee876958f35f8f14caa9c37f6f9715">initialize</a>();</div>
<div class="line"><a name="l00046"></a><span class="lineno"> 46</span>  <span class="keywordtype">void</span> <a class="code" href="classOpenANN_1_1LBFGS.html#a15e610064b097b9b5295aab4e09c7434">reset</a>();</div>
<div class="line"><a name="l00047"></a><span class="lineno"> 47</span>  <span class="keyword">virtual</span> Eigen::VectorXd <a class="code" href="classOpenANN_1_1LBFGS.html#a89c7eed2b3954e2272f0976af03b9ecb" title="Determine the best result. ">result</a>();</div>
<div class="line"><a name="l00048"></a><span class="lineno"> 48</span>  <span class="keyword">virtual</span> std::string <a class="code" href="classOpenANN_1_1LBFGS.html#acbc8c5ff6db6c97ba71e3fb1d993f9d0" title="Get the name of the optimization algorithm. ">name</a>();</div>
<div class="line"><a name="l00049"></a><span class="lineno"> 49</span> };</div>
<div class="line"><a name="l00050"></a><span class="lineno"> 50</span> </div>
<div class="line"><a name="l00051"></a><span class="lineno"> 51</span> } <span class="comment">// namespace OpenANN</span></div>
<div class="line"><a name="l00052"></a><span class="lineno"> 52</span> </div>
<div class="line"><a name="l00053"></a><span class="lineno"> 53</span> <span class="preprocessor">#endif // OPENANN_OPTIMIZATION_LBFGS_H_</span></div>
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