tinyopt::solvers::SolverLBFGS< Gradient_t, HistoryCapacity > Class Template Reference

Inheritance diagram for tinyopt::solvers::SolverLBFGS< Gradient_t, HistoryCapacity >:

Public Types
using	Base = SolverGD<Gradient_t>
using	Scalar = typename Base::Scalar
using	Grad_t = typename Base::Grad_t
Public Types inherited from tinyopt::solvers::SolverGD< VecX >
using	Base
using	Scalar
using	Grad_t
using	H_t
Public Types inherited from tinyopt::solvers::SolverBase< VecX::Scalar, traits::params_trait< VecX >::Dims >
using	Scalar

Public Member Functions
	SolverLBFGS (const Options &options={})
void	reset ()
template<typename X_t, typename AccFunc>
bool	Build (const X_t &x, const AccFunc &acc, bool resize_and_clear=true)
std::optional< Vector< Scalar, Dims > >	Solve () const override
	Solve the linear system dx = -lr * grad, returns nullopt on failure.
void	GoodStep (Scalar=0) override
void	BadStep (Scalar=0) override
Public Member Functions inherited from tinyopt::solvers::SolverGD< VecX >
	SolverGD (const Options &options={})
void	InitWith (const Grad_t &g)
	Initialize solver with specific gradient and hessian.
void	reset ()
	Reset the solver state and clear gradient & hessian.
bool	resize (int dims)
	Resize H and grad if needed, return true if they were resized.
void	clear ()
	Set gradient and hessian to 0s.
bool	ResizeIfNeeded (const X_t &x)
	Check whether we need to resize the system (gradient), return true if it did.
auto	GetAccFunc (const AccFunc &acc) const
	Ugly function to make sure the returned type is always a pair<scalar, scalar>...
Scalar	Evaluate (const X_t &x, const AccFunc &acc, bool save)
	Accumulate residuals and return the final error.
bool	Accumulate (const X_t &x, const AccFunc &acc)
	Accumulate residuals and update the gradient, returns true on success.
bool	Build (const X_t &x, const AccFunc &acc, bool resize_and_clear=true)
Index	dims () const override
const Grad_t &	Gradient () const
Scalar	GradientNorm () const
Scalar	GradientSquaredNorm () const
Public Member Functions inherited from tinyopt::solvers::SolverBase< VecX::Scalar, traits::params_trait< VecX >::Dims >
	SolverBase (const Options &options={})
bool	Clamp (Grad_t &g, Scalar minmax) const
	Clamp the gradient 'g' to within [-minmax, minmax], if minmax is not 0. Returns true if 'g' was clamped.
void	NormalizeCost (Cost &cost)
	Eventually normalize the cost.
virtual void	GoodStep (Scalar=0.0f)
virtual void	BadStep (Scalar=0.0f)
virtual void	FailedStep ()
virtual void	Rebuild (bool)
virtual std::string	stateAsString () const
const Cost &	cost () const

Static Public Attributes
static constexpr Index	Dims = Base::Dims
static constexpr bool	IsNLLS = false
static constexpr bool	FirstOrder = true
Static Public Attributes inherited from tinyopt::solvers::SolverGD< VecX >
static constexpr bool	IsNLLS
static constexpr bool	FirstOrder
static constexpr Index	Dims
Static Public Attributes inherited from tinyopt::solvers::SolverBase< VecX::Scalar, traits::params_trait< VecX >::Dims >
static constexpr Index	Dims

Additional Inherited Members
Public Attributes inherited from tinyopt::solvers::SolverGD< VecX >
const Options	options_
Protected Attributes inherited from tinyopt::solvers::SolverGD< VecX >
Grad_t	grad_
Protected Attributes inherited from tinyopt::solvers::SolverBase< VecX::Scalar, traits::params_trait< VecX >::Dims >
const Options	options_
Cost	cost_

Member Function Documentation

Solve()

template<typename Gradient_t = VecX, std::size_t HistoryCapacity = 8>

std::optional< Vector< Scalar, Dims > > tinyopt::solvers::SolverLBFGS< Gradient_t, HistoryCapacity >::Solve ( ) const

inlineoverridevirtual

Solve the linear system dx = -lr * grad, returns nullopt on failure.

Reimplemented from tinyopt::solvers::SolverGD< VecX >.

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The documentation for this class was generated from the following file:

• include/tinyopt/solvers/bfgs.h