update_classic.hpp

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#ifndef MLPACK_CORE_OPTIMIZERS_FW_UPDATE_CLASSIC_HPP
#define MLPACK_CORE_OPTIMIZERS_FW_UPDATE_CLASSIC_HPP

#include <mlpack/prereqs.hpp>

namespace mlpack {
namespace optimization {

class UpdateClassic
{
 public:
  UpdateClassic() { /* Do nothing. */ }

  template<typename FunctionType>
  void Update(FunctionType& /* function */,
              const arma::mat& oldCoords,
              const arma::mat& s,
              arma::mat& newCoords,
              const size_t numIter)
  {
    double gamma = 2.0 / (numIter + 2.0);
    newCoords = (1.0 - gamma) * oldCoords + gamma * s;
  }
};

} // namespace optimization
} // namespace mlpack

#endif