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F_LimitedBFGS_NLS Class Reference

#include <F_LimitedBFGS_NLS.hpp>

Inheritance diagram for F_LimitedBFGS_NLS:

[legend]Collaboration diagram for F_LimitedBFGS_NLS:

[legend]List of all members.

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Detailed Description

Quasi-Newton Limited BFGS.

Author:

Bernard De Cuyper

Version:

1.20

Date:

29/10/2004

Remarks:

Tornado1.1 Iterative Linear Solver

 
Purpose:        Quasi-Newton Limited BFGS for large size unconstrained nonlinear problems.
   

Papers: "On Limited Memory BFGS Method for Large SCale Optimisation", 
                Dong C. Liu and Jorge Nocedal, Mathematical Programming 45 (1989), p503-528, 
                NorthWestern University, USA.

                "Limited-Memory Matrix Methods with Applications", Tamara Gibson Kolda,
                Applied Math Progam, Dissertation of University of Maryland at College Park, 1997, USA.

                "Representation of Quasi-Newton Matrices and their Use in Limited Memory Methods", 
                Richard H. Byrd, Jorge Nocedal, Robert B. Schnabel, Report January 21, 1996, 
                NorthWestern University, USA.

                "A Limited Memory Algorithm for Bounded Constrained Optimisation", 
                Richard H. Byrd, Jorge Nocedal & all, Report May, 1994, NorthWestern University, USA.

                "L-BFGS-B: Fortran Subroutines for Large-Scale Bound Constrained Optimisation", 
                Richard H. Byrd, Jorge Nocedal & all, Report December 31, 1994, 
                NorthWestern University, USA.

                "Large Scale Unconstrained Optimisation", 
                Jorge Nocedal, Report June 23, 1996, NorthWestern University, USA.

                "Course Notes for MS4327 Optimisation", J. Kinsella, course March 30, 2004,
                University of ?.

                "Unconstrained Optimization" P.E. Frandsen, K. Jonasson, H.B. Nielsen O. Tingleff,
                Lecture 23/8/1999, Dep. of Mathematical Modeling, Technical University of Lyngby, Denmark.

Apps.:  "A Limited Memory BFGS Method for an Inverse Problem in Atmospheric Imaging.", 
                Curtis R. Vogel, Montana State University, 2000.

                "Fast Algorithms for Phase Diversity-Based Blind Deconvolution", 
                Curtis R. Vogel, Tony Chan, R. Plemmons, Montana State University & UCLA, 1998.

                

@ Copyrights: Bernard De Cuyper 2004, Eggs & Pictures. MIT/Open BSD copyright model.

Public Methods
	F_LimitedBFGS_NLS (int maxIterations, int M=5, double epsilon=1.0e-4)
virtual	~F_LimitedBFGS_NLS ()
virtual FloatVector *	solve (AbsFObjectiveFn *fn, FloatVector *x=0)
Protected Methods
virtual FloatVector *	bfgs_Hx (int level, FloatVector *d)
virtual FloatVector *	singleSolve (AbsFObjectiveFn *fn, FloatVector *x=0)
Private Attributes
int	m
int	k
FloatVectorQueue *	S
FloatVectorQueue *	Y
double	alpha
FloatVector *	g
FloatVector *	d
FloatVector *	s
FloatVector *	y

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

• F_LimitedBFGS_NLS.hpp
• F_LimitedBFGS_NLS.cpp

Restoreinpaint sourceforge project `C++/Java Image Processing, Restoration, Inpainting Project'.

Bernard De Cuyper: Open Project Leader: Concept, design and development. Bernard De Cuyper & Eddy Fraiha 2002, 2003. Bernard De Cuyper 2004. Open and free, for friendly usage only. Modifications on Belgium ground of this piece of artistic work, by governement institutions or companies, must be notified to Bernard De Cuyper.