From 8c26c195213805face566a6407597ba2a871a122 Mon Sep 17 00:00:00 2001 From: "Wu, Ke" Date: Tue, 7 Oct 2014 18:44:05 -0400 Subject: Move synutils under utils --- utils/lbfgs.h | 19 +++++++++++++++++++ 1 file changed, 19 insertions(+) create mode 100644 utils/lbfgs.h (limited to 'utils/lbfgs.h') 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 +// std::vector +// perform_LBFGS(FuncGrad func_grad, const std::vector & x0); + +std::vector perform_LBFGS( + double (*func_grad)(const std::vector &, std::vector &), + const std::vector &x0); + +std::vector perform_OWLQN( + double (*func_grad)(const std::vector &, std::vector &), + const std::vector &x0, const double C); + +// const int LBFGS_M = 7; +const int LBFGS_M = 10; + +#endif -- cgit v1.2.3