Module Lbfgs.F


module F: sig .. end
Fortran Layout.

type vec = (float, Bigarray.float64_elt, Bigarray.fortran_layout) Bigarray.Array1.t 
Vectors.
val min : ?print:Lbfgs.print ->
?work:Lbfgs.work ->
?nsteps:int ->
?stop:(Lbfgs.state -> bool) ->
?corrections:int ->
?factr:float ->
?pgtol:float ->
?n:int ->
?ofsl:int ->
?l:vec ->
?ofsu:int ->
?u:vec ->
(vec -> vec -> float) -> ?ofsx:int -> vec -> float
min f_df x compute the minimum of the function f given by f_df. x is an initial estimate of the solution vector. On termination, x will contain the best approximation found. f_df x df is a function that computes f(x) and its gradiant f'(x), returns f(x) and stores f'(x) in df. Can raise Lbfgs.Abnormal.
print : Tells the amount of debugging information desired. Default: No.
nsteps : maximum number of steps. Default: no limitation.
stop : a function that tells whether we stop the computation after at the current approximation.
corrections : maximum number of variable metric corrections used to define the limited memory matrix. Values < 3 are not recommended, and large values of m can result in excessive computing time. The range 3 <= corrections <= 20 is recommended. Default: 10.
factr : tolerance in the termination test for the algorithm. The iteration will stop when (f^k - f^{k+1})/max{|f^k|,|f^{k+1}|,1} <= factr*epsilon_float. Set e.g. factr to 1e12 for low accuracy, 1e7 for moderate accuracy and 1e1 for extremely high accuracy. Setting factr to 0. suppresses this termination test. Default: 1e7.
pgtol : The iteration will stop when max{|proj g_i| : i = 1,..., n} <= pgtol where proj g_i is the ith component of the projected gradient. Setting pgtol to 0. suppresses this termination test. Default: 1e-5.
n : the dimension of the space of unknowns. Default: dim x - ofsx + 1.
ofsl : offset for the matrix l. Default: 1.
l : lower bound for each component of the vector x. Set l.(i) to neg_infinity to indicate that no lower bound is desired. Default: no lower bounds.
ofsu : offset for the matrix u. Default: 1.
u : upper bound for each component of the vector x. Set u.(i) to infinity to indicate that no upper bound is desired. Default: no upper bounds.
ofsx : offset for the matrix x. Default: 1.
val max : ?print:Lbfgs.print ->
?work:Lbfgs.work ->
?nsteps:int ->
?stop:(Lbfgs.state -> bool) ->
?corrections:int ->
?factr:float ->
?pgtol:float ->
?n:int ->
?ofsl:int ->
?l:vec ->
?ofsu:int ->
?u:vec ->
(vec -> vec -> float) -> ?ofsx:int -> vec -> float
max f_df x computes the maximum of the function f given by f_df. x is an initial estimate of the solution vector. This function is provided for convenience and calls Lbfgs.F.min to which the reader is referred for further explanations.