stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile > Class Template Reference

#include <bfgs.hpp>

Inheritance diagram for stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >:

Public Types
typedef BFGSMinimizer< ModelAdaptor< M >, QNUpdateType, Scalar, DimAtCompile >	BFGSBase
typedef BFGSBase::VectorT	vector_t
typedef stan::math::index_type< vector_t >::type	idx_t
Public Types inherited from stan::optimization::BFGSMinimizer< ModelAdaptor< M >, QNUpdateType, Scalar, DimAtCompile >
typedef Eigen::Matrix< Scalar, DimAtCompile, 1 >	VectorT
typedef Eigen::Matrix< Scalar, DimAtCompile, DimAtCompile >	HessianT

Public Member Functions
	BFGSLineSearch (M &model, const std::vector< double > &params_r, const std::vector< int > &params_i, std::ostream *msgs=0)
void	initialize (const std::vector< double > &params_r)
size_t	grad_evals ()
double	logp ()
double	grad_norm ()
void	grad (std::vector< double > &g)
void	params_r (std::vector< double > &x)
Public Member Functions inherited from stan::optimization::BFGSMinimizer< ModelAdaptor< M >, QNUpdateType, Scalar, DimAtCompile >
QNUpdateType &	get_qnupdate ()
const QNUpdateType &	get_qnupdate () const
const Scalar &	curr_f () const
const VectorT &	curr_x () const
const VectorT &	curr_g () const
const VectorT &	curr_p () const
const Scalar &	prev_f () const
const VectorT &	prev_x () const
const VectorT &	prev_g () const
const VectorT &	prev_p () const
Scalar	prev_step_size () const
Scalar	rel_grad_norm () const
Scalar	rel_obj_decrease () const
const Scalar &	alpha0 () const
const Scalar &	alpha () const
const size_t	iter_num () const
const std::string &	note () const
std::string	get_code_string (int retCode)
	BFGSMinimizer (ModelAdaptor< M > &f)
void	initialize (const VectorT &x0)
int	step ()
int	minimize (VectorT &x0)

Additional Inherited Members
Public Attributes inherited from stan::optimization::BFGSMinimizer< ModelAdaptor< M >, QNUpdateType, Scalar, DimAtCompile >
LSOptions< Scalar >	_ls_opts
ConvergenceOptions< Scalar >	_conv_opts
Protected Attributes inherited from stan::optimization::BFGSMinimizer< ModelAdaptor< M >, QNUpdateType, Scalar, DimAtCompile >
ModelAdaptor< M > &	_func
VectorT	_gk
VectorT	_gk_1
VectorT	_xk_1
VectorT	_xk
VectorT	_pk
VectorT	_pk_1
Scalar	_fk
Scalar	_fk_1
Scalar	_alphak_1
Scalar	_alpha
Scalar	_alpha0
size_t	_itNum
std::string	_note
QNUpdateType	_qn

Detailed Description

template<typename M, typename QNUpdateType, typename Scalar = double, int DimAtCompile = Eigen::Dynamic>
class stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >

Definition at line 385 of file bfgs.hpp.

Member Typedef Documentation

BFGSBase

template<typename M , typename QNUpdateType , typename Scalar = double, int DimAtCompile = Eigen::Dynamic>

typedef BFGSMinimizer<ModelAdaptor<M>, QNUpdateType, Scalar, DimAtCompile> stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >::BFGSBase

Definition at line 393 of file bfgs.hpp.

idx_t

template<typename M , typename QNUpdateType , typename Scalar = double, int DimAtCompile = Eigen::Dynamic>

typedef stan::math::index_type<vector_t>::type stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >::idx_t

Definition at line 395 of file bfgs.hpp.

vector_t

template<typename M , typename QNUpdateType , typename Scalar = double, int DimAtCompile = Eigen::Dynamic>

typedef BFGSBase::VectorT stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >::vector_t

Definition at line 394 of file bfgs.hpp.

Constructor & Destructor Documentation

BFGSLineSearch()

template<typename M , typename QNUpdateType , typename Scalar = double, int DimAtCompile = Eigen::Dynamic>

stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >::BFGSLineSearch ( M &  model, const std::vector< double > &  params_r, const std::vector< int > &  params_i, std::ostream *  msgs = 0  )

inline

Definition at line 397 of file bfgs.hpp.

Member Function Documentation

grad()

template<typename M , typename QNUpdateType , typename Scalar = double, int DimAtCompile = Eigen::Dynamic>

void stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >::grad ( std::vector< double > &  g )

inline

Definition at line 417 of file bfgs.hpp.

grad_evals()

template<typename M , typename QNUpdateType , typename Scalar = double, int DimAtCompile = Eigen::Dynamic>

size_t stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >::grad_evals ( )

inline

Definition at line 414 of file bfgs.hpp.

grad_norm()

template<typename M , typename QNUpdateType , typename Scalar = double, int DimAtCompile = Eigen::Dynamic>

double stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >::grad_norm ( )

inline

Definition at line 416 of file bfgs.hpp.

initialize()

template<typename M , typename QNUpdateType , typename Scalar = double, int DimAtCompile = Eigen::Dynamic>

void stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >::initialize ( const std::vector< double > &  params_r )

inline

Definition at line 406 of file bfgs.hpp.

logp()

template<typename M , typename QNUpdateType , typename Scalar = double, int DimAtCompile = Eigen::Dynamic>

double stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >::logp ( )

inline

Definition at line 415 of file bfgs.hpp.

params_r()

template<typename M , typename QNUpdateType , typename Scalar = double, int DimAtCompile = Eigen::Dynamic>

void stan::optimization::BFGSLineSearch< M, QNUpdateType, Scalar, DimAtCompile >::params_r ( std::vector< double > &  x )

inline

Definition at line 423 of file bfgs.hpp.

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The documentation for this class was generated from the following file:

• src/stan/optimization/bfgs.hpp