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| author | Wu, Ke <wuke@cs.umd.edu> | 2014-12-11 18:52:08 -0500 |
|---|---|---|
| committer | Wu, Ke <wuke@cs.umd.edu> | 2014-12-11 18:52:08 -0500 |
| commit | 09e9a08a69401a47b9494312fa073db86b50cccf (patch) | |
| tree | 3b9f786775554574efebd9c75bde349c565cfe4b /utils/lbfgs.h | |
| parent | 2b30e44c7845c0e9fccbf2fc0ea535a0c5322d60 (diff) | |
| parent | 8fb14af5dfb8032e2fb4fe6e94ed983baf39de0b (diff) | |
Merge branch 'const_reorder_no_state' into const_reorder_2
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 |