Classes
struct	tag_callback_data
struct	tag_iteration_data
Defines
#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.)
Typedefs
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)
Functions
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)
Variables
static const lbfgs_parameter_t	_defparam

Define Documentation

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

Value:

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.

Parameters:

	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).

Definition at line 971 of file lbfgs.cpp.

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

Value:

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.

Parameters:

	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 maximum value.
	xmin	The minimum value.

Definition at line 999 of file lbfgs.cpp.

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

Definition at line 1046 of file lbfgs.cpp.

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

Definition at line 76 of file lbfgs.cpp.

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

Definition at line 77 of file lbfgs.cpp.

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

Definition at line 75 of file lbfgs.cpp.

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

Value:

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

Find a minimizer of an interpolated quadratic function.

Parameters:

	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).

Definition at line 1030 of file lbfgs.cpp.

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

Value:

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

Find a minimizer of an interpolated quadratic function.

Parameters:

	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).

Definition at line 1042 of file lbfgs.cpp.

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

Define the local variables for computing minimizers.

Definition at line 958 of file lbfgs.cpp.

lbfgs.cpp File Reference

Classes

Defines

Typedefs

Functions

Variables

Define Documentation