BFGS.h

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/*******************************************************************************
 * Copyright (C) 2017-2026 Theodore Chang
 *
 * This program is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * This program is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with this program.  If not, see <http://www.gnu.org/licenses/>.
 ******************************************************************************/
#ifndef BFGS_H
#define BFGS_H
 
#include <Solver/Solver.h>
#include <deque>
 
class BFGS final : public Solver {
    std::deque<vec> hist_s, hist_y;
    std::deque<double> hist_rho;
    std::vector<double> hist_alpha;
 
    const unsigned max_hist;
 
public:
    explicit BFGS(unsigned = 0, unsigned = 20);
 
    int analyze() override;
 
    void print() override;
};
 
#endif