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vnl_lbfgs Class Reference

#include <vnl_lbfgs.h>

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List of all members.

Public Methods

 vnl_lbfgs ()
 vnl_lbfgs (vnl_cost_function &f)
bool minimize (vnl_vector< double > &x)

Public Attributes

int memory
double line_search_accuracy
double default_step_length

Detailed Description

Limited memory Broyden Fletcher Goldfarb Shannon minimization. More complete description ???

Definition at line 22 of file vnl_lbfgs.h.


Constructor & Destructor Documentation

vnl_lbfgs::vnl_lbfgs  
 

vnl_lbfgs::vnl_lbfgs vnl_cost_function   f
 


Member Function Documentation

bool vnl_lbfgs::minimize vnl_vector< double > &    x
 


Member Data Documentation

double vnl_lbfgs::default_step_length
 

Default step length in line search. If, on tracing, the STP is always 1, then you could try setting this to a higher value to see how far along the gradient the minimum typically is. Then set this to a number just below that to get maximally far with the single evaluation.

Definition at line 46 of file vnl_lbfgs.h.

double vnl_lbfgs::line_search_accuracy
 

Accuracy of line search. If function evaluations are cheap wrt the actual minimization steps, change to 0.1, from default of 0.9;

Definition at line 38 of file vnl_lbfgs.h.

int vnl_lbfgs::memory
 

Number of direction vectors to keep. Sensible values are from about 5 onwards.

Definition at line 32 of file vnl_lbfgs.h.


The documentation for this class was generated from the following file:
Generated at Wed Mar 12 01:13:32 2003 for ITK by doxygen 1.2.15 written by Dimitri van Heesch, © 1997-2000