decl/lbfgs.hpp File Reference

#include <alpaqa/util/box.hpp>
#include <alpaqa/util/vec.hpp>
#include <alpaqa/inner/directions/decl/lbfgs-fwd.hpp>
#include <alpaqa/inner/directions/decl/panoc-direction-update.hpp>

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Classes
struct	LBFGSParams
	Parameters for the LBFGS and SpecializedLBFGS classes. More...
class	LBFGS
	Limited memory Broyden–Fletcher–Goldfarb–Shanno (L-BFGS) algorithm. More...
struct	PANOCDirection< LBFGS >
struct	LBFGSParams.cbfgs

Namespaces
namespace	alpaqa

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Class Documentation

alpaqa::LBFGSParams

struct alpaqa::LBFGSParams

Collaboration diagram for LBFGSParams:

Class Members
unsigned	memory	Length of the history to keep.
struct LBFGSParams.cbfgs	cbfgs	Parameters in the cautious BFGS update condition. \[ \frac{y^\top s}{s^\top s} \ge \epsilon \| g \|^\alpha \] See also https://epubs.siam.org/doi/10.1137/S1052623499354242
bool	rescale_when_γ_changes

alpaqa::LBFGSParams.cbfgs

struct alpaqa::LBFGSParams.cbfgs

Collaboration diagram for LBFGSParams.cbfgs:

Class Members
real_t	α
real_t	ϵ