MTK++ Latest version: 0.2.0

Namespaces | Functions
lbfgs.h File Reference

This class contains code for the limited-memory Broyden-Fletcher-Goldfarb-Shanno (LBFGS) algorithm for large-scale multidimensional unconstrained minimization problems. This file is a translation of Fortran code written by Jorge Nocedal. It is distributed as part of the RISO project. More...

This graph shows which files directly or indirectly include this file:

Go to the source code of this file.

Namespaces

namespace  MTKpp
 

MTK++ namespace.


Functions

void MTKpp::lbfgs_ (int *n, int *m, double *x, double *f, double *g, int *diagco, double *diag, int *iprint, double *eps, double *xtol, double *w, int *iflag)
void MTKpp::mcsrch_ (int *n, double *x, double *f, double *g, double *s, double *stp, double *ftol, double *xtol, int *maxfev, int *info, int *nfev, double *wa)
void MTKpp::mcstep_ (double *stx, double *fx, double *dx, double *sty, double *fy, double *dy, double *stp, double *fp, double *dp, int *brackt, double *stpmin, double *stpmax, int *info)
double MTKpp::ddot_ (int *n, double *dx, int *incx, double *dy, int *incy)
void MTKpp::daxpy_ (int *n, double *da, double *dx, int *incx, double *dy, int *incy)
void MTKpp::lb1_ (int *iprint, int *iter, int *nfun, double *gnorm, int *n, int *m, double *x, double *f, double *g, double *stp, int *finish)

Detailed Description

This class contains code for the limited-memory Broyden-Fletcher-Goldfarb-Shanno (LBFGS) algorithm for large-scale multidimensional unconstrained minimization problems. This file is a translation of Fortran code written by Jorge Nocedal. It is distributed as part of the RISO project.

This code is derived from the Fortran program lbfgs.f. The C++ translation was effected mostly mechanically, with some manual clean-up.

Here's some information on the original LBFGS Fortran source code, available at http://www.netlib.org/opt/lbfgs_um.shar. This info is taken verbatim from the Netlib blurb on the Fortran source.

LBFGS minimizer from the original lbfgs.f, converted to c++ by Kenneth Ayers

Date:
2009/04/08 10:58:54
Revision:
1.4

----------------------------------------------------------------------------

Generated on Fri Dec 23 2011 09:28:53 for MTK++ by Doxygen 1.7.5.1