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Function lbfgsminimize

c++/Software/LBFGS/lbfgs.cpp:135–354  ·  view source on GitHub ↗

LIMITED MEMORY BFGS METHOD FOR LARGE SCALE OPTIMIZATION JORGE NOCEDAL The subroutine minimizes function F(x) of N arguments by using a quasi- Newton method (LBFGS scheme) which is optimized to use a minimum amount of memory. The subroutine generates the approximation of an inverse Hessian matrix by using information about the last M steps of the algorithm

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Callers

nothing calls this directly

Calls 12

funcgradFunction · 0.85
wFunction · 0.85
lbfgsdotproductFunction · 0.85
vmoveFunction · 0.85
lbfgslincombFunction · 0.85
lbfgsmcsrchFunction · 0.85
lbfgsnewiterationFunction · 0.85
vsubFunction · 0.85
gFunction · 0.50
xFunction · 0.50
vlenFunction · 0.50
setboundsMethod · 0.45

Tested by

no test coverage detected