Lbfgs.hpp

// This file is part of the imaging2 class library.
//
// University of Innsbruck, Infmath Imaging, 2009.
// http://infmath.uibk.ac.at
//
// All rights reserved.


#ifndef MINIMIZE_LBFGS_H
#define MINIMIZE_LBFGS_H

#include <minimize/DifferentiableEnergyInterface.hpp>
#include <minimize/MinimizerInterface.hpp>

#include <external/liblbfgs/lbfgs.h>

namespace imaging
{

  class Lbfgs : public MinimizerInterface
  {
    DifferentiableEnergyInterface & _energy;
    lbfgs_parameter_t _lbfgs_parameters;
    size_t _n_steps;
    bool _terminated;
    
    static lbfgsfloatval_t evaluate(void *instance,
      const lbfgsfloatval_t *x,
      lbfgsfloatval_t *g,
      const int n,
      const lbfgsfloatval_t step);
      
    static int progress(void *instance,
      const lbfgsfloatval_t *x,
      const lbfgsfloatval_t *g,
      const lbfgsfloatval_t fx,
      const lbfgsfloatval_t xnorm,
      const lbfgsfloatval_t gnorm,
      const lbfgsfloatval_t step,
      int n,
      int k,
      int ls);

  public:
    Lbfgs(DifferentiableEnergyInterface & energy,
          float_t epsilon = 1.0e-5,
          float_t line_search_f_tolerance = 1.0e-4,
          float_t line_search_g_tolerance = 0.9,
          size_t n_correction_steps = 6,
          size_t n_max_line_search_steps = 20);

    bool minimize(size_t n_max_steps, size_t & n_steps); 
  };

}

#endif

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