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stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile > Class Template Reference

#include <bfgs.hpp>

Public Types

typedef Eigen::Matrix< Scalar,
DimAtCompile, 1 > 		VectorT
 
typedef Eigen::Matrix< Scalar,
DimAtCompile, DimAtCompile > 		HessianT
 

Public Member Functions

QNUpdateType & get_qnupdate ()
 
const QNUpdateType & get_qnupdate () const
 
const Scalar & curr_f () const
 
const VectorT & curr_x () const
 
const VectorT & curr_g () const
 
const VectorT & curr_p () const
 
const Scalar & prev_f () const
 
const VectorT & prev_x () const
 
const VectorT & prev_g () const
 
const VectorT & prev_p () const
 
Scalar prev_step_size () const
 
Scalar rel_grad_norm () const
 
Scalar rel_obj_decrease () const
 
const Scalar & alpha0 () const
 
const Scalar & alpha () const
 
const size_t iter_num () const
 
const std::string & note () const
 
std::string get_code_string (int retCode)
 
 BFGSMinimizer (FunctorType &f)
 
void initialize (const VectorT &x0)
 
int step ()
 
int minimize (VectorT &x0)
 

Public Attributes

LSOptions< Scalar > _ls_opts
 
ConvergenceOptions< Scalar > _conv_opts
 

Protected Attributes

FunctorType & _func
 
VectorT _gk
 
VectorT _gk_1
 
VectorT _xk_1
 
VectorT _xk
 
VectorT _pk
 
VectorT _pk_1
 
Scalar _fk
 
Scalar _fk_1
 
Scalar _alphak_1
 
Scalar _alpha
 
Scalar _alpha0
 
size_t _itNum
 
std::string _note
 
QNUpdateType _qn
 

Detailed Description

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
class stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >

Definition at line 73 of file bfgs.hpp.

Member Typedef Documentation

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
typedef Eigen::Matrix<Scalar,DimAtCompile,DimAtCompile> stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::HessianT

Definition at line 76 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
typedef Eigen::Matrix<Scalar,DimAtCompile,1> stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::VectorT

Definition at line 75 of file bfgs.hpp.

Constructor & Destructor Documentation

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::BFGSMinimizer ( FunctorType &  f)
inline

Definition at line 143 of file bfgs.hpp.

Member Function Documentation

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
const Scalar& stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::alpha ( ) const
inline

Definition at line 115 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
const Scalar& stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::alpha0 ( ) const
inline

Definition at line 114 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
const Scalar& stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::curr_f ( ) const
inline

Definition at line 94 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
const VectorT& stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::curr_g ( ) const
inline

Definition at line 96 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
const VectorT& stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::curr_p ( ) const
inline

Definition at line 97 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
const VectorT& stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::curr_x ( ) const
inline

Definition at line 95 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
std::string stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::get_code_string ( int  retCode)
inline

Definition at line 120 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
QNUpdateType& stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::get_qnupdate ( )
inline

Definition at line 91 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
const QNUpdateType& stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::get_qnupdate ( ) const
inline

Definition at line 92 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
void stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::initialize ( const VectorT &  x0)
inline

Definition at line 145 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
const size_t stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::iter_num ( ) const
inline

Definition at line 116 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
int stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::minimize ( VectorT &  x0)
inline

Definition at line 276 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
const std::string& stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::note ( ) const
inline

Definition at line 118 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
const Scalar& stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::prev_f ( ) const
inline

Definition at line 99 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
const VectorT& stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::prev_g ( ) const
inline

Definition at line 101 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
const VectorT& stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::prev_p ( ) const
inline

Definition at line 102 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
Scalar stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::prev_step_size ( ) const
inline

Definition at line 103 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
const VectorT& stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::prev_x ( ) const
inline

Definition at line 100 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
Scalar stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::rel_grad_norm ( ) const
inline

Definition at line 105 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
Scalar stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::rel_obj_decrease ( ) const
inline

Definition at line 108 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
int stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::step ( )
inline

Definition at line 158 of file bfgs.hpp.

Member Data Documentation

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
Scalar stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::_alpha
protected

Definition at line 82 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
Scalar stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::_alpha0
protected

Definition at line 82 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
Scalar stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::_alphak_1
protected

Definition at line 81 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
ConvergenceOptions<Scalar> stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::_conv_opts

Definition at line 89 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
Scalar stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::_fk
protected

Definition at line 81 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
Scalar stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::_fk_1
protected

Definition at line 81 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
FunctorType& stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::_func
protected

Definition at line 79 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
VectorT stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::_gk
protected

Definition at line 80 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
VectorT stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::_gk_1
protected

Definition at line 80 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
size_t stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::_itNum
protected

Definition at line 83 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
LSOptions<Scalar> stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::_ls_opts

Definition at line 88 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
std::string stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::_note
protected

Definition at line 84 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
VectorT stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::_pk
protected

Definition at line 80 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
VectorT stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::_pk_1
protected

Definition at line 80 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
QNUpdateType stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::_qn
protected

Definition at line 85 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
VectorT stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::_xk
protected

Definition at line 80 of file bfgs.hpp.

template<typename FunctorType, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
VectorT stan::optimization::BFGSMinimizer< FunctorType, QNUpdateType, Scalar, DimAtCompile >::_xk_1
protected

Definition at line 80 of file bfgs.hpp.

The documentation for this class was generated from the following file:
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