Structs§
- lbfgs_
parameter_ t - L-BFGS optimization parameters. Call lbfgs_parameter_init() function to initialize parameters to the default values.
Constants§
- LBFGSERR_
CANCELED - The minimization process has been canceled.
- LBFGSERR_
INCORRECT_ TMINMAX - A logic error occurred; alternatively, the interval of uncertainty became too small.
- LBFGSERR_
INCREASEGRADIENT - The current search direction increases the objective function value.
- LBFGSERR_
INVALIDPARAMETERS - A logic error (negative line-search step) occurred.
- LBFGSERR_
INVALID_ DELTA - Invalid parameter lbfgs_parameter_t::delta specified.
- LBFGSERR_
INVALID_ EPSILON - Invalid parameter lbfgs_parameter_t::epsilon specified.
- LBFGSERR_
INVALID_ FTOL - Invalid parameter lbfgs_parameter_t::ftol specified.
- LBFGSERR_
INVALID_ GTOL - Invalid parameter lbfgs_parameter_t::gtol specified.
- LBFGSERR_
INVALID_ LINESEARCH - Invalid parameter lbfgs_parameter_t::linesearch specified.
- LBFGSERR_
INVALID_ MAXLINESEARCH - Invalid parameter lbfgs_parameter_t::max_linesearch specified.
- LBFGSERR_
INVALID_ MAXSTEP - Invalid parameter lbfgs_parameter_t::max_step specified.
- LBFGSERR_
INVALID_ MINSTEP - Invalid parameter lbfgs_parameter_t::max_step specified.
- LBFGSERR_
INVALID_ N - Invalid number of variables specified.
- LBFGSERR_
INVALID_ N_ SSE - Invalid number of variables (for SSE) specified.
- LBFGSERR_
INVALID_ ORTHANTWISE - Invalid parameter lbfgs_parameter_t::orthantwise_c specified.
- LBFGSERR_
INVALID_ ORTHANTWISE_ END - Invalid parameter lbfgs_parameter_t::orthantwise_end specified.
- LBFGSERR_
INVALID_ ORTHANTWISE_ START - Invalid parameter lbfgs_parameter_t::orthantwise_start specified.
- LBFGSERR_
INVALID_ TESTPERIOD - Invalid parameter lbfgs_parameter_t::past specified.
- LBFGSERR_
INVALID_ WOLFE - Invalid parameter lbfgs_parameter_t::wolfe specified.
- LBFGSERR_
INVALID_ XTOL - Invalid parameter lbfgs_parameter_t::xtol specified.
- LBFGSERR_
INVALID_ X_ SSE - The array x must be aligned to 16 (for SSE).
- LBFGSERR_
LOGICERROR - Logic error.
- LBFGSERR_
MAXIMUMITERATION - The algorithm routine reaches the maximum number of iterations.
- LBFGSERR_
MAXIMUMLINESEARCH - The line-search routine reaches the maximum number of evaluations.
- LBFGSERR_
MAXIMUMSTEP - The line-search step became larger than lbfgs_parameter_t::max_step.
- LBFGSERR_
MINIMUMSTEP - The line-search step became smaller than lbfgs_parameter_t::min_step.
- LBFGSERR_
OUTOFINTERVAL - The line-search step went out of the interval of uncertainty.
- LBFGSERR_
OUTOFMEMORY - Insufficient memory.
- LBFGSERR_
ROUNDING_ ERROR - A rounding error occurred; alternatively, no line-search step satisfies the sufficient decrease and curvature conditions.
- LBFGSERR_
UNKNOWNERROR - Unknown error.
- LBFGSERR_
WIDTHTOOSMALL - Relative width of the interval of uncertainty is at most lbfgs_parameter_t::xtol.
- LBFGS_
ALREADY_ MINIMIZED - The initial variables already minimize the objective function.
- LBFGS_
CONVERGENCE - L-BFGS reaches convergence.
- LBFGS_
FLOAT - LBFGS_
IEEE_ FLOAT - LBFGS_
LINESEARCH_ BACKTRACKING - The backtracking method with the defualt (regular Wolfe) condition.
- LBFGS_
LINESEARCH_ BACKTRACKING_ ARMIJO - Backtracking method with the Armijo condition. The backtracking method finds the step length such that it satisfies the sufficient decrease (Armijo) condition,
- LBFGS_
LINESEARCH_ BACKTRACKING_ STRONG_ WOLFE - Backtracking method with strong Wolfe condition. The backtracking method finds the step length such that it satisfies both the Armijo condition (LBFGS_LINESEARCH_BACKTRACKING_ARMIJO) and the following condition,
- LBFGS_
LINESEARCH_ BACKTRACKING_ WOLFE - Backtracking method with regular Wolfe condition. The backtracking method finds the step length such that it satisfies both the Armijo condition (LBFGS_LINESEARCH_BACKTRACKING_ARMIJO) and the curvature condition,
- LBFGS_
LINESEARCH_ DEFAULT - The default algorithm (MoreThuente method).
- LBFGS_
LINESEARCH_ MORETHUENTE - MoreThuente method proposd by More and Thuente.
- LBFGS_
STOP - L-BFGS reaches convergence.
- LBFGS_
SUCCESS - L-BFGS reaches convergence.
Functions§
- lbfgs⚠
- Start a L-BFGS optimization.
- lbfgs_
free ⚠ - Free an array of variables.
- lbfgs_
malloc ⚠ - Allocate an array for variables.
- lbfgs_
parameter_ ⚠init - Initialize L-BFGS parameters to the default values.
- lbfgs_
strerror ⚠ - Get string description of an lbfgs() return code.
Type Aliases§
- _bindgen_
ty_ 1 - Return values of lbfgs().
- _bindgen_
ty_ 2 - Line search algorithms.
- lbfgs_
evaluate_ t - Callback interface to provide objective function and gradient evaluations.
- lbfgs_
progress_ t - Callback interface to receive the progress of the optimization process.
- lbfgsfloatval_
t