BFGSOpt.h File Reference

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Namespaces
namespace	BFGSOpt
Functions
void	BFGSOpt::linearSearch (unsigned int dim, double *oldPt, double oldVal, double *grad, double *dir, double *newPt, double &newVal, double(*func)(double *), double maxStep, int &resCode)
	Do a Quasi-Newton minimization along a line.
int	BFGSOpt::minimize (unsigned int dim, double *pos, double gradTol, unsigned int &numIters, double &funcVal, double(*func)(double *), void(*gradFunc)(double *, double *), double funcTol=TOLX, unsigned int maxIts=MAXITS)
	Do a BFGS minimization of a function.
Variables
const double	BFGSOpt::FUNCTOL = 1e-4
	Default tolerance for function convergence in the minimizer.
const double	BFGSOpt::MOVETOL = 1e-7
	Default tolerance for x changes in the minimizer.
const int	BFGSOpt::MAXITS = 200
	Default maximum number of iterations.
const double	BFGSOpt::EPS = 3e-8
	Default gradient tolerance in the minimizer.
const double	BFGSOpt::TOLX = 4.*EPS
	Default direction vector tolerance in the minimizer.
const double	BFGSOpt::MAXSTEP = 100.0
	Default maximim step size in the minimizer.

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