openGPMP
Open Source Mathematics Package
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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 > ¤t_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 > ¤t_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 > ¤t_point, const std::vector< double > &gradient, const std::vector< std::vector< double >> &bhhh_matrix) | gpmp::optim::QuasiNewton | |
update_point(const std::vector< double > ¤t_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) const | gpmp::optim::QuasiNewton |