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lbfgs.h File Reference

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Classes

struct  lbfgs_parameter_t

Typedefs

typedef float64_t(* lbfgs_evaluate_t )(void *instance, const float64_t *x, float64_t *g, const int n, const float64_t step)
typedef int(* lbfgs_progress_t )(void *instance, const float64_t *x, const float64_t *g, const float64_t fx, const float64_t xnorm, const float64_t gnorm, const float64_t step, int n, int k, int ls)
typedef float64_t(* lbfgs_adjust_step_t )(void *instance, const float64_t *x, const float64_t *d, const int n, const float64_t step)

Enumerations

enum  {
  LBFGS_SUCCESS = 0, LBFGS_CONVERGENCE = 0, LBFGS_STOP, LBFGS_ALREADY_MINIMIZED,
  LBFGSERR_UNKNOWNERROR = -1024, LBFGSERR_LOGICERROR, LBFGSERR_OUTOFMEMORY, LBFGSERR_CANCELED,
  LBFGSERR_INVALID_N, LBFGSERR_INVALID_N_SSE, LBFGSERR_INVALID_X_SSE, LBFGSERR_INVALID_EPSILON,
  LBFGSERR_INVALID_TESTPERIOD, LBFGSERR_INVALID_DELTA, LBFGSERR_INVALID_LINESEARCH, LBFGSERR_INVALID_MINSTEP,
  LBFGSERR_INVALID_MAXSTEP, LBFGSERR_INVALID_FTOL, LBFGSERR_INVALID_WOLFE, LBFGSERR_INVALID_GTOL,
  LBFGSERR_INVALID_XTOL, LBFGSERR_INVALID_MAXLINESEARCH, LBFGSERR_INVALID_ORTHANTWISE, LBFGSERR_INVALID_ORTHANTWISE_START,
  LBFGSERR_INVALID_ORTHANTWISE_END, LBFGSERR_OUTOFINTERVAL, LBFGSERR_INCORRECT_TMINMAX, LBFGSERR_ROUNDING_ERROR,
  LBFGSERR_MINIMUMSTEP, LBFGSERR_MAXIMUMSTEP, LBFGSERR_MAXIMUMLINESEARCH, LBFGSERR_MAXIMUMITERATION,
  LBFGSERR_WIDTHTOOSMALL, LBFGSERR_INVALIDPARAMETERS, LBFGSERR_INCREASEGRADIENT, LBFGSERR_INVALID_VALUE
}
enum  {
  LBFGS_LINESEARCH_DEFAULT = 0, LBFGS_LINESEARCH_MORETHUENTE = 0, LBFGS_LINESEARCH_BACKTRACKING_ARMIJO = 1, LBFGS_LINESEARCH_BACKTRACKING = 2,
  LBFGS_LINESEARCH_BACKTRACKING_WOLFE = 2, LBFGS_LINESEARCH_BACKTRACKING_STRONG_WOLFE = 3
}

Functions

int lbfgs (int n, float64_t *x, float64_t *ptr_fx, lbfgs_evaluate_t proc_evaluate, lbfgs_progress_t proc_progress, void *instance, lbfgs_parameter_t *param, lbfgs_adjust_step_t proc_adjust_step=NULL)
void lbfgs_parameter_init (lbfgs_parameter_t *param)

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