openGPMP
Open Source Mathematics Package
gpmp::optim::QuasiNewton Member List

This is the complete list of members for gpmp::optim::QuasiNewton, including all inherited members.

bfgs_optimize(const std::function< double(const std::vector< double > &)> &func, const std::vector< double > &initial_point, double tolerance, size_t max_iterations)gpmp::optim::QuasiNewton
bhhh_optimize(const std::function< double(const std::vector< double > &)> &func, const std::vector< double > &initial_point, double tolerance, size_t max_iterations)gpmp::optim::QuasiNewton
calculate_bhhh_matrix(const std::vector< double > &gradient)gpmp::optim::QuasiNewton
calculate_gradient(const std::function< double(const std::vector< double > &)> &func, const std::vector< double > &point, double epsilon)gpmp::optim::QuasiNewton
calculate_gradient_difference(const std::vector< double > &next_point, const std::vector< double > &current_point, const std::vector< double > &gradient)gpmp::optim::QuasiNewton
calculate_search_direction(const std::vector< double > &gradient, const std::vector< std::vector< double >> &hessian_inverse)gpmp::optim::QuasiNewton
dot_product(const std::vector< double > &a, const std::vector< double > &b)gpmp::optim::QuasiNewton
lbfgs_optimize(const std::function< double(const std::vector< double > &)> &f, const std::vector< double > &initial_point, double tolerance=1e-4, size_t max_iterations=100, size_t memory_size=5)gpmp::optim::QuasiNewton
line_search(const std::function< double(const std::vector< double > &)> &func, const std::vector< double > &current_point, const std::vector< double > &search_direction)gpmp::optim::QuasiNewton
update_hessian_inverse(const std::vector< std::vector< double >> &hessian_inverse, const std::vector< double > &gradient_difference, const std::vector< double > &search_direction)gpmp::optim::QuasiNewton
update_point(const std::vector< double > &current_point, const std::vector< double > &gradient, const std::vector< std::vector< double >> &bhhh_matrix)gpmp::optim::QuasiNewton
update_point(const std::vector< double > &current_point, const std::vector< double > &search_direction, double step_size)gpmp::optim::QuasiNewton
vector_subtraction(const std::vector< double > &a, const std::vector< double > &b) constgpmp::optim::QuasiNewton