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authorWu, Ke <wuke@cs.umd.edu>2014-10-07 18:44:05 -0400
committerWu, Ke <wuke@cs.umd.edu>2014-10-07 18:44:05 -0400
commit8c26c195213805face566a6407597ba2a871a122 (patch)
tree378301ff345bf465f407f1447ad5fe126b3cd47c /utils/lbfgs.h
parent6c7bf8cf49db88ca47e5b08aa449032995736854 (diff)
Move synutils under utils
Diffstat (limited to 'utils/lbfgs.h')
-rw-r--r--utils/lbfgs.h19
1 files changed, 19 insertions, 0 deletions
diff --git a/utils/lbfgs.h b/utils/lbfgs.h
new file mode 100644
index 00000000..ed5cd944
--- /dev/null
+++ b/utils/lbfgs.h
@@ -0,0 +1,19 @@
+#ifndef _LBFGS_H_
+#define _LBFGS_H_
+
+// template<class FuncGrad>
+// std::vector<double>
+// perform_LBFGS(FuncGrad func_grad, const std::vector<double> & x0);
+
+std::vector<double> perform_LBFGS(
+ double (*func_grad)(const std::vector<double> &, std::vector<double> &),
+ const std::vector<double> &x0);
+
+std::vector<double> perform_OWLQN(
+ double (*func_grad)(const std::vector<double> &, std::vector<double> &),
+ const std::vector<double> &x0, const double C);
+
+// const int LBFGS_M = 7;
+const int LBFGS_M = 10;
+
+#endif