Contains classes for computing the limited memory Broyden-Fletcher-Goldfarb-Shanno algorithm.
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struct | Parameter |
| Parameter class for LBFGS algorithm More...
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class | Input |
| Input class for LBFGS algorithm More...
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class | Result |
| Results obtained with the compute() method of the LBFGS algorithm in the batch processing mode. More...
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Available methods for computing LBFGS
Enumerator |
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defaultDense |
Default: performance-oriented method.
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Available identifiers of optional input for the iterative solver
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correctionPairs |
Correction pairs table. Numeric table 2*m x n, where rows (0, m-1) represent correction vectors S and rows (m, 2*m-1) represent correction vectors Y
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correctionIndices |
Numeric table of size 1 x 2 with 32-bit integer indexes. The first value is the index of correction pair t, the second value is the index of the last iteration k from the previous run
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averageArgumentLIterations |
Numeric table of size 2 x n, where row 0 represent average arguments for the previous L iterations and row 1 represent average arguments for the last L iterations. These values are required to compute S correction vectors on the next step
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