Commit 9a6305af authored by Davis King's avatar Davis King

made spec more clear

--HG--
extra : convert_revision : svn%3Afdd8eb12-d10e-0410-9acb-85c331704f74/trunk%403779
parent 6ce7fd74
...@@ -232,15 +232,18 @@ namespace dlib ...@@ -232,15 +232,18 @@ namespace dlib
// ---------------------------------------------------------------------------------------- // ----------------------------------------------------------------------------------------
template <typename hessian_funct> template <
typename hessian_funct
>
class newton_search_strategy_obj class newton_search_strategy_obj
{ {
/*! /*!
REQUIREMENTS ON hessian_funct REQUIREMENTS ON hessian_funct
Lets denote the function being optimized as f(x). Then the Objects of hessian_funct type must be function objects which
hessian_funct must be a function object that takes in an x take a single argument and return a dlib::matrix of doubles. The
and returns the hessian matrix at x. hessian_funct must also single argument must be a dlib::matrix capable of representing
be copy constructable. column vectors of doubles. hessian_funct must also be copy
constructable.
WHAT THIS OBJECT REPRESENTS WHAT THIS OBJECT REPRESENTS
This object represents a strategy for determining which direction This object represents a strategy for determining which direction
...@@ -258,6 +261,8 @@ namespace dlib ...@@ -258,6 +261,8 @@ namespace dlib
ensures ensures
- This object is properly initialized and ready to generate - This object is properly initialized and ready to generate
search directions. search directions.
- hess will be used by this object to generate the needed hessian
matrices every time get_next_direction() is called.
!*/ !*/
double get_wolfe_rho ( double get_wolfe_rho (
...@@ -300,6 +305,8 @@ namespace dlib ...@@ -300,6 +305,8 @@ namespace dlib
- Assuming that a line search is going to be conducted starting from the - Assuming that a line search is going to be conducted starting from the
point x, this function returns the direction in which the search should point x, this function returns the direction in which the search should
proceed. proceed.
- In particular, the search direction will be given by:
- search_direction = -inv(hessian(x))*funct_derivative
!*/ !*/
}; };
......
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