IGLib  1.7.2
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alglib.minlbfgs Class Reference

Classes

class  minlbfgsreport
 
class  minlbfgsstate
 

Static Public Member Functions

static void minlbfgscreate (int n, int m, double[] x, minlbfgsstate state)
 
static void minlbfgscreatef (int n, int m, double[] x, double diffstep, minlbfgsstate state)
 
static void minlbfgssetcond (minlbfgsstate state, double epsg, double epsf, double epsx, int maxits)
 
static void minlbfgssetxrep (minlbfgsstate state, bool needxrep)
 
static void minlbfgssetstpmax (minlbfgsstate state, double stpmax)
 
static void minlbfgssetscale (minlbfgsstate state, double[] s)
 
static void minlbfgscreatex (int n, int m, double[] x, int flags, double diffstep, minlbfgsstate state)
 
static void minlbfgssetprecdefault (minlbfgsstate state)
 
static void minlbfgssetpreccholesky (minlbfgsstate state, double[,] p, bool isupper)
 
static void minlbfgssetprecdiag (minlbfgsstate state, double[] d)
 
static void minlbfgssetprecscale (minlbfgsstate state)
 
static bool minlbfgsiteration (minlbfgsstate state)
 
static void minlbfgsresults (minlbfgsstate state, ref double[] x, minlbfgsreport rep)
 
static void minlbfgsresultsbuf (minlbfgsstate state, ref double[] x, minlbfgsreport rep)
 
static void minlbfgsrestartfrom (minlbfgsstate state, double[] x)
 
static void minlbfgssetgradientcheck (minlbfgsstate state, double teststep)
 
static void minlbfgscreate (int n, int m, double[] x, minlbfgsstate state)
 
static void minlbfgscreatef (int n, int m, double[] x, double diffstep, minlbfgsstate state)
 
static void minlbfgssetcond (minlbfgsstate state, double epsg, double epsf, double epsx, int maxits)
 
static void minlbfgssetxrep (minlbfgsstate state, bool needxrep)
 
static void minlbfgssetstpmax (minlbfgsstate state, double stpmax)
 
static void minlbfgssetscale (minlbfgsstate state, double[] s)
 
static void minlbfgscreatex (int n, int m, double[] x, int flags, double diffstep, minlbfgsstate state)
 
static void minlbfgssetprecdefault (minlbfgsstate state)
 
static void minlbfgssetpreccholesky (minlbfgsstate state, double[,] p, bool isupper)
 
static void minlbfgssetprecdiag (minlbfgsstate state, double[] d)
 
static void minlbfgssetprecscale (minlbfgsstate state)
 
static bool minlbfgsiteration (minlbfgsstate state)
 
static void minlbfgsresults (minlbfgsstate state, ref double[] x, minlbfgsreport rep)
 
static void minlbfgsresultsbuf (minlbfgsstate state, ref double[] x, minlbfgsreport rep)
 
static void minlbfgsrestartfrom (minlbfgsstate state, double[] x)
 
static void minlbfgssetgradientcheck (minlbfgsstate state, double teststep)
 

Public Attributes

const double gtol = 0.4
 

Static Private Member Functions

static void clearrequestfields (minlbfgsstate state)
 
static void clearrequestfields (minlbfgsstate state)
 

Member Function Documentation

static void alglib.minlbfgs.minlbfgscreate ( int  n,
int  m,
double[]  x,
minlbfgsstate  state 
)
inlinestatic

References alglib.ap.assert().

Referenced by alglib.testminlbfgsunit.gradientchecktest(), alglib.minlbfgscreate(), alglib.testminlbfgsunit.testminlbfgs(), alglib.testminlbfgsunit.testother(), and alglib.testminlbfgsunit.testpreconditioning().

static void alglib.minlbfgs.minlbfgscreatef ( int  n,
int  m,
double[]  x,
double  diffstep,
minlbfgsstate  state 
)
inlinestatic

Referenced by alglib.minlbfgscreatef(), alglib.testminlbfgsunit.testminlbfgs(), and alglib.testminlbfgsunit.testother().

static void alglib.minlbfgs.minlbfgssetcond ( minlbfgsstate  state,
double  epsg,
double  epsf,
double  epsx,
int  maxits 
)
inlinestatic

Referenced by alglib.testminlbfgsunit.gradientchecktest(), alglib.minlbfgssetcond(), alglib.testminlbfgsunit.testminlbfgs(), and alglib.testminlbfgsunit.testother().

static void alglib.minlbfgs.minlbfgssetxrep ( minlbfgsstate  state,
bool  needxrep 
)
inlinestatic

Referenced by alglib.minlbfgssetxrep(), and alglib.testminlbfgsunit.testother().

static void alglib.minlbfgs.minlbfgssetstpmax ( minlbfgsstate  state,
double  stpmax 
)
inlinestatic

Referenced by alglib.minlbfgssetstpmax(), alglib.testminlbfgsunit.testminlbfgs(), and alglib.testminlbfgsunit.testother().

static void alglib.minlbfgs.minlbfgssetscale ( minlbfgsstate  state,
double[]  s 
)
inlinestatic

Referenced by alglib.minlbfgssetscale(), alglib.testminlbfgsunit.testother(), and alglib.testminlbfgsunit.testpreconditioning().

static void alglib.minlbfgs.minlbfgscreatex ( int  n,
int  m,
double[]  x,
int  flags,
double  diffstep,
minlbfgsstate  state 
)
inlinestatic
static void alglib.minlbfgs.minlbfgssetprecdefault ( minlbfgsstate  state)
inlinestatic

Referenced by alglib.minlbfgssetprecdefault(), and alglib.testminlbfgsunit.testpreconditioning().

static void alglib.minlbfgs.minlbfgssetpreccholesky ( minlbfgsstate  state,
double  p[,],
bool  isupper 
)
inlinestatic

Referenced by alglib.minlbfgssetpreccholesky(), and alglib.testminlbfgsunit.testpreconditioning().

static void alglib.minlbfgs.minlbfgssetprecdiag ( minlbfgsstate  state,
double[]  d 
)
inlinestatic

Referenced by alglib.minlbfgssetprecdiag(), alglib.testminlbfgsunit.testother(), and alglib.testminlbfgsunit.testpreconditioning().

static void alglib.minlbfgs.minlbfgssetprecscale ( minlbfgsstate  state)
inlinestatic

Referenced by alglib.minlbfgssetprecscale(), alglib.testminlbfgsunit.testother(), and alglib.testminlbfgsunit.testpreconditioning().

static bool alglib.minlbfgs.minlbfgsiteration ( minlbfgsstate  state)
inlinestatic

Referenced by alglib.testminlbfgsunit.gradientchecktest(), alglib.minlbfgsiteration(), alglib.testminlbfgsunit.testminlbfgs(), alglib.testminlbfgsunit.testother(), and alglib.testminlbfgsunit.testpreconditioning().

static void alglib.minlbfgs.minlbfgsresults ( minlbfgsstate  state,
ref double[]  x,
minlbfgsreport  rep 
)
inlinestatic

Referenced by alglib.testminlbfgsunit.gradientchecktest(), alglib.minlbfgsresults(), alglib.testminlbfgsunit.testminlbfgs(), alglib.testminlbfgsunit.testother(), and alglib.testminlbfgsunit.testpreconditioning().

static void alglib.minlbfgs.minlbfgsresultsbuf ( minlbfgsstate  state,
ref double[]  x,
minlbfgsreport  rep 
)
inlinestatic

Referenced by alglib.minlbfgsresultsbuf().

static void alglib.minlbfgs.minlbfgsrestartfrom ( minlbfgsstate  state,
double[]  x 
)
inlinestatic

Referenced by alglib.testminlbfgsunit.gradientchecktest(), alglib.minlbfgsrestartfrom(), alglib.testminlbfgsunit.testminlbfgs(), alglib.testminlbfgsunit.testother(), and alglib.testminlbfgsunit.testpreconditioning().

static void alglib.minlbfgs.minlbfgssetgradientcheck ( minlbfgsstate  state,
double  teststep 
)
inlinestatic

Referenced by alglib.testminlbfgsunit.gradientchecktest(), and alglib.minlbfgssetgradientcheck().

static void alglib.minlbfgs.clearrequestfields ( minlbfgsstate  state)
inlinestaticprivate
static void alglib.minlbfgs.minlbfgscreate ( int  n,
int  m,
double[]  x,
minlbfgsstate  state 
)
inlinestatic
static void alglib.minlbfgs.minlbfgscreatef ( int  n,
int  m,
double[]  x,
double  diffstep,
minlbfgsstate  state 
)
inlinestatic
static void alglib.minlbfgs.minlbfgssetcond ( minlbfgsstate  state,
double  epsg,
double  epsf,
double  epsx,
int  maxits 
)
inlinestatic
static void alglib.minlbfgs.minlbfgssetxrep ( minlbfgsstate  state,
bool  needxrep 
)
inlinestatic
static void alglib.minlbfgs.minlbfgssetstpmax ( minlbfgsstate  state,
double  stpmax 
)
inlinestatic
static void alglib.minlbfgs.minlbfgssetscale ( minlbfgsstate  state,
double[]  s 
)
inlinestatic
static void alglib.minlbfgs.minlbfgscreatex ( int  n,
int  m,
double[]  x,
int  flags,
double  diffstep,
minlbfgsstate  state 
)
inlinestatic
static void alglib.minlbfgs.minlbfgssetprecdefault ( minlbfgsstate  state)
inlinestatic
static void alglib.minlbfgs.minlbfgssetpreccholesky ( minlbfgsstate  state,
double  p[,],
bool  isupper 
)
inlinestatic
static void alglib.minlbfgs.minlbfgssetprecdiag ( minlbfgsstate  state,
double[]  d 
)
inlinestatic
static void alglib.minlbfgs.minlbfgssetprecscale ( minlbfgsstate  state)
inlinestatic
static bool alglib.minlbfgs.minlbfgsiteration ( minlbfgsstate  state)
inlinestatic
static void alglib.minlbfgs.minlbfgsresults ( minlbfgsstate  state,
ref double[]  x,
minlbfgsreport  rep 
)
inlinestatic
static void alglib.minlbfgs.minlbfgsresultsbuf ( minlbfgsstate  state,
ref double[]  x,
minlbfgsreport  rep 
)
inlinestatic
static void alglib.minlbfgs.minlbfgsrestartfrom ( minlbfgsstate  state,
double[]  x 
)
inlinestatic
static void alglib.minlbfgs.minlbfgssetgradientcheck ( minlbfgsstate  state,
double  teststep 
)
inlinestatic
static void alglib.minlbfgs.clearrequestfields ( minlbfgsstate  state)
inlinestaticprivate

Member Data Documentation

const double alglib.minlbfgs.gtol = 0.4
The documentation for this class was generated from the following file: