类
struct	tag_callback_data

struct	tag_iteration_data

宏定义
#define	min2(a, b) ((a) <= (b) ? (a) : (b))

#define	max2(a, b) ((a) >= (b) ? (a) : (b))

#define	max3(a, b, c) max2(max2((a), (b)), (c));

#define	USES_MINIMIZER float64_t a, d, gamma, theta, p, q, r, s;

#define	CUBIC_MINIMIZER(cm, u, fu, du, v, fv, dv)

#define	CUBIC_MINIMIZER2(cm, u, fu, du, v, fv, dv, xmin, xmax)

#define	QUARD_MINIMIZER(qm, u, fu, du, v, fv)

#define	QUARD_MINIMIZER2(qm, u, du, v, dv)

#define	fsigndiff(x, y) ((x) ((y) / fabs((y))) < 0.)

类型定义
typedef struct tag_callback_data	callback_data_t

typedef struct tag_iteration_data	iteration_data_t

typedef int32_t(*	line_search_proc )(int32_t n, float64_t x, float64_t f, float64_t g, float64_t s, float64_t stp, const float64_t xp, const float64_t gp, float64_t wa, callback_data_t cd, const lbfgs_parameter_t param)

函数
static int32_t	line_search_backtracking (int32_t n, float64_t x, float64_t f, float64_t g, float64_t s, float64_t stp, const float64_t xp, const float64_t gp, float64_t wa, callback_data_t cd, const lbfgs_parameter_t param)

static int32_t	line_search_backtracking_owlqn (int32_t n, float64_t x, float64_t f, float64_t g, float64_t s, float64_t stp, const float64_t xp, const float64_t gp, float64_t wp, callback_data_t cd, const lbfgs_parameter_t param)

static int32_t	line_search_morethuente (int32_t n, float64_t x, float64_t f, float64_t g, float64_t s, float64_t stp, const float64_t xp, const float64_t gp, float64_t wa, callback_data_t cd, const lbfgs_parameter_t param)

static int32_t	update_trial_interval (float64_t x, float64_t fx, float64_t dx, float64_t y, float64_t fy, float64_t dy, float64_t t, float64_t ft, float64_t dt, const float64_t tmin, const float64_t tmax, int32_t brackt)

static float64_t	owlqn_x1norm (const float64_t *x, const int32_t start, const int32_t n)

static void	owlqn_pseudo_gradient (float64_t pg, const float64_t x, const float64_t *g, const int32_t n, const float64_t c, const int32_t start, const int32_t end)

static void	owlqn_project (float64_t d, const float64_t sign, const int32_t start, const int32_t end)

void	lbfgs_parameter_init (lbfgs_parameter_t *param)

int32_t	lbfgs (int32_t n, float64_t x, float64_t ptr_fx, lbfgs_evaluate_t proc_evaluate, lbfgs_progress_t proc_progress, void instance, lbfgs_parameter_t _param, lbfgs_adjust_step_t proc_adjust_step)

变量
static const lbfgs_parameter_t	_defparam

宏定义说明

#define CUBIC_MINIMIZER	(	cm,
		u,
		fu,
		du,
		v,
		fv,
		dv
	)

值:

d = (v) - (u); \
    theta = ((fu) - (fv)) * 3 / d + (du) + (dv); \
    p = fabs(theta); \
    q = fabs(du); \
    r = fabs(dv); \
    s = max3(p, q, r); \
    /* gamma = s*sqrt((theta/s)**2 - (du/s) * (dv/s)) */ \
    a = theta / s; \
    gamma = s * sqrt(a * a - ((du) / s) * ((dv) / s)); \
    if ((v) < (u)) gamma = -gamma; \
    p = gamma - (du) + theta; \
    q = gamma - (du) + gamma + (dv); \
    r = p / q; \
    (cm) = (u) + r * d;

Find a minimizer of an interpolated cubic function.

参数

cm	The minimizer of the interpolated cubic.
u	The value of one point, u.
fu	The value of f(u).
du	The value of f'(u).
v	The value of another point, v.
fv	The value of f(v).
dv	The value of f'(v).

在文件 lbfgs.cpp 第 1011 行定义.

#define CUBIC_MINIMIZER2	(	cm,
		u,
		fu,
		du,
		v,
		fv,
		dv,
		xmin,
		xmax
	)

值:

d = (v) - (u); \
    theta = ((fu) - (fv)) * 3 / d + (du) + (dv); \
    p = fabs(theta); \
    q = fabs(du); \
    r = fabs(dv); \
    s = max3(p, q, r); \
    /* gamma = s*sqrt((theta/s)**2 - (du/s) * (dv/s)) */ \
    a = theta / s; \
    gamma = s * sqrt(max2(0, a * a - ((du) / s) * ((dv) / s))); \
    if ((u) < (v)) gamma = -gamma; \
    p = gamma - (dv) + theta; \
    q = gamma - (dv) + gamma + (du); \
    r = p / q; \
    if (r < 0. && gamma != 0.) { \
        (cm) = (v) - r * d; \
    } else if (a < 0) { \
        (cm) = (xmax); \
    } else { \
        (cm) = (xmin); \
    }

Find a minimizer of an interpolated cubic function.

参数

cm	The minimizer of the interpolated cubic.
u	The value of one point, u.
fu	The value of f(u).
du	The value of f'(u).
v	The value of another point, v.
fv	The value of f(v).
du	The value of f'(v).
xmin	The minimum value.
xmax	The maximum value.

在文件 lbfgs.cpp 第 1039 行定义.

#define fsigndiff	(	x,
		y
	)	((x) ((y) / fabs((y))) < 0.)

在文件 lbfgs.cpp 第 1086 行定义.

#define max2	(	a,
		b
	)	((a) >= (b) ? (a) : (b))

在文件 lbfgs.cpp 第 79 行定义.

#define max3	(	a,
		b,
		c
	)	max2(max2((a), (b)), (c));

在文件 lbfgs.cpp 第 80 行定义.

#define min2	(	a,
		b
	)	((a) <= (b) ? (a) : (b))

在文件 lbfgs.cpp 第 78 行定义.

#define QUARD_MINIMIZER	(	qm,
		u,
		fu,
		du,
		v,
		fv
	)

值:

a = (v) - (u); \

(qm) = (u) + (du) / (((fu) - (fv)) / a + (du)) / 2 * a;

Find a minimizer of an interpolated quadratic function.

参数

qm	The minimizer of the interpolated quadratic.
u	The value of one point, u.
fu	The value of f(u).
du	The value of f'(u).
v	The value of another point, v.
fv	The value of f(v).

在文件 lbfgs.cpp 第 1070 行定义.

#define QUARD_MINIMIZER2	(	qm,
		u,
		du,
		v,
		dv
	)

值:

a = (u) - (v); \

(qm) = (v) + (dv) / ((dv) - (du)) * a;

Find a minimizer of an interpolated quadratic function.

参数

qm	The minimizer of the interpolated quadratic.
u	The value of one point, u.
du	The value of f'(u).
v	The value of another point, v.
dv	The value of f'(v).

在文件 lbfgs.cpp 第 1082 行定义.

#define USES_MINIMIZER float64_t a, d, gamma, theta, p, q, r, s;

Define the local variables for computing minimizers.

在文件 lbfgs.cpp 第 998 行定义.

类

宏定义

类型定义

函数

变量

宏定义说明