diff options
Diffstat (limited to 'utils/lbfgs.h')
| -rw-r--r-- | utils/lbfgs.h | 19 |
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 |