diff options
Diffstat (limited to 'utils/lbfgs.h')
| -rw-r--r-- | utils/lbfgs.h | 20 |
1 files changed, 20 insertions, 0 deletions
diff --git a/utils/lbfgs.h b/utils/lbfgs.h new file mode 100644 index 00000000..4d706f7a --- /dev/null +++ b/utils/lbfgs.h @@ -0,0 +1,20 @@ +#ifndef _LBFGS_H_ +#define _LBFGS_H_ + +#include <vector> + +// 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 = 10; + +#endif |