bfgs_optimizer.h File Reference

Definition of bfgs_optimizer class. More...

#include <Eigen/Cholesky>
#include <Eigen/Core>
#include "num_collect/base/concepts/eigen_solver_of.h"
#include "num_collect/base/index_type.h"
#include "num_collect/logging/iterations/iteration_logger.h"
#include "num_collect/logging/log_tag_view.h"
#include "num_collect/opt/backtracking_line_searcher.h"
#include "num_collect/opt/concepts/line_searcher.h"
#include "num_collect/opt/concepts/multi_variate_differentiable_objective_function.h"
#include "num_collect/opt/descent_method_base.h"

Include dependency graph for bfgs_optimizer.h:

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Classes
class	num_collect::opt::bfgs_optimizer< ObjectiveFunction, LineSearcher, HessianSolver >
	Class of quasi-Newton method with Broyden-Fletcher-Goldfarb-Shanno (BFGS) formula. More...

Namespaces
namespace	num_collect
	Namespace of num_collect source codes.
namespace	num_collect::opt
	Namespace of optimization algorithms.

Variables
constexpr auto	num_collect::opt::bfgs_optimizer_tag
	Tag of bfgs_optimizer.

Detailed Description

Definition of bfgs_optimizer class.

Definition in file bfgs_optimizer.h.