arg_bfgs.hpp

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#ifndef STAN__GM__ARGUMENTS__BFGS__HPP
#define STAN__GM__ARGUMENTS__BFGS__HPP

#include <stan/gm/arguments/categorical_argument.hpp>

#include <stan/gm/arguments/arg_init_alpha.hpp>
#include <stan/gm/arguments/arg_tolerance.hpp>

namespace stan {
  
  namespace gm {
    
    class arg_bfgs: public categorical_argument {
      
    public:
      
      arg_bfgs() {
        
        _name = "bfgs";
        _description = "BFGS with linesearch";
        
        _subarguments.push_back(new arg_init_alpha());
        _subarguments.push_back(new arg_tolerance("tol_obj","Convergence tolerance on absolute changes in objective function value",1e-12));
        _subarguments.push_back(new arg_tolerance("tol_rel_obj","Convergence tolerance on relative changes in objective function value",1e+4));
        _subarguments.push_back(new arg_tolerance("tol_grad","Convergence tolerance on the norm of the gradient",1e-8));
        _subarguments.push_back(new arg_tolerance("tol_rel_grad","Convergence tolerance on the relative norm of the gradient",1e+7));
        _subarguments.push_back(new arg_tolerance("tol_param","Convergence tolerance on changes in parameter value",1e-8));

      }
      
    };
    
  } // gm
  
} // stan

#endif