//
// CRF++ -- Yet Another CRF toolkit
//
// $Id: lbfgs.h 1588 2007-02-12 09:03:39Z taku $;
//
// Copyright(C) 2005-2007 Taku Kudo <taku@chasen.org>
//
#ifndef CRFPP_LBFGS_H__
#define CRFPP_LBFGS_H__
#include <vector>
#include <iostream>
namespace CRFPP {
class LBFGS {
private:
class Mcsrch;
int iflag_, iscn, nfev, iycn, point, npt, iter, info, ispt, isyt, iypt, maxfev;
double stp, stp1;
std::vector <double> diag_;
std::vector <double> w_;
Mcsrch *mcsrch_;
void lbfgs_optimize(int size,
int msize,
double *x,
double f,
const double *g,
double *diag,
double *w, bool orthant, double C, int *iflag);
public:
explicit LBFGS(): iflag_(0), iscn(0), nfev(0), iycn(0),
point(0), npt(0), iter(0), info(0),
ispt(0), isyt(0), iypt(0), maxfev(0),
stp(0.0), stp1(0.0), mcsrch_(0) {}
virtual ~LBFGS() { clear(); }
void clear();
int optimize(size_t size, double *x, double f, double *g, bool orthant, double C) {
static const int msize = 5;
if (w_.empty()) {
iflag_ = 0;
w_.resize(size * (2 * msize + 1) + 2 * msize);
diag_.resize(size);
} else if (diag_.size() != size) {
std::cerr << "size of array is different" << std::endl;
return -1;
}
lbfgs_optimize(static_cast<int>(size),
msize, x, f, g, &diag_[0], &w_[0], orthant, C, &iflag_);
if (iflag_ < 0) {
std::cerr << "routine stops with unexpected error" << std::endl;
return -1;
}
if (iflag_ == 0) {
clear();
return 0; // terminate
}
return 1; // evaluate next f and g
}
};
}
#endif
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