barzilai_borwein_step_size.hpp File Reference

#include <stan/math/prim/fun/Eigen.hpp>
#include <algorithm>
#include <numeric>
#include <cmath>

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Namespaces
namespace	stan
	The lgamma implementation in stan-math is based on either the reentrant safe lgamma_r implementation from C or the boost::math::lgamma implementation.
namespace	stan::math
	Matrices and templated mathematical functions.
namespace	stan::math::internal
	A comparator that works for any container type that has the brackets operator.

Functions
double	stan::math::internal::barzilai_borwein_step_size (const Eigen::VectorXd &s, const Eigen::VectorXd &g_curr, const Eigen::VectorXd &g_prev, double prev_step, int last_backtracks, double min_alpha, double max_alpha)
	Curvature-aware Barzilai–Borwein (BB) step length with robust safeguards.