bfgs.hpp File Reference

#include <cmath>
#include <cstdlib>
#include <string>
#include <limits>
#include <boost/math/special_functions/fpclassify.hpp>
#include <stan/math/matrix/Eigen.hpp>
#include <stan/math/matrix/meta/index_type.hpp>
#include <stan/model/util.hpp>
#include <stan/optimization/bfgs_linesearch.hpp>
#include <stan/optimization/bfgs_update.hpp>
#include <stan/optimization/lbfgs_update.hpp>

Go to the source code of this file.

Classes
class	stan::optimization::ConvergenceOptions< Scalar >
class	stan::optimization::LSOptions< Scalar >
class	stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >
class	stan::optimization::ModelAdaptor< M >
class	stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >

Namespaces
	stan
	Probability, optimization and sampling library.
	stan::optimization

Enumerations
enum	stan::optimization::TerminationCondition {   stan::optimization::TERM_SUCCESS = 0, stan::optimization::TERM_ABSX = 10, stan::optimization::TERM_ABSF = 20, stan::optimization::TERM_RELF = 21,   stan::optimization::TERM_ABSGRAD = 30, stan::optimization::TERM_RELGRAD = 31, stan::optimization::TERM_MAXIT = 40, stan::optimization::TERM_LSFAIL = -1 }

Functions
template<typename M >
double	stan::optimization::lp_no_jacobian (const M &model, std::vector< double > &params_r, std::vector< int > &params_i, std::ostream *o=0)