owl-opt-lbfgs

Owl's Lbfgs Optimisation Module
IN THIS PACKAGE
Module Owl_opt_lbfgs . Make

Parameters

Signature

objective function value type

type prm = Owl.Algodiff.D.t

paramter type

type prms = prm P.t

user-defined paramter record type

type f = prms -> fv

objective function type

type state

internal state

type stop = state -> bool

stopping criterion function type

val iter : state -> int

iter s returns the number of iterations for optimisation state s

val prms : state -> prms

prms s returns the optimisation parameters of state s

val fv : state -> float

fv s returns the objective function value of state s

val f : state -> f

f s returns the objective function of state s

val init : prms0:prms -> f:f -> unit -> state

init ~prms0 ~f () returns an initialises optimisation state for initial parmaters prms0 and objective function f

val min : ?stop:stop -> ?pgtol:float -> ?factr:float -> ?corrections:int -> state -> state
val max : ?stop:stop -> ?pgtol:float -> ?factr:float -> ?corrections:int -> state -> state