Automatic Differentiation
 
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◆ create_update_fun()

template<typename ObjFun , typename ThetaGradFun , typename Covariance , typename Options >
auto stan::math::internal::create_update_fun ( ObjFun &&  obj_fun,
ThetaGradFun &&  theta_grad_f,
Covariance &&  covariance,
Options &&  options 
)
inline

Create the update function for the line search, capturing necessary references.

Template Parameters
ObjFunCallable type for the objective function (accepting (a, theta))
ThetaGradFunCallable type for the theta gradient function (accepting theta)
CovarianceType of the covariance matrix
OptionsType of the options struct containing line search parameters
Parameters
[in]obj_funObjective function functor
[in]theta_grad_fTheta gradient functor
[in]covariancePrior covariance matrix Sigma
[in]optionsOptions struct containing line search parameters
Returns
A callable update function for the line search, with signature:
bool update_fun(proposal, curr, prev, eval_in, p)

Definition at line 1062 of file laplace_marginal_density_estimator.hpp.