iqn.hpp

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#ifndef MLPACK_CORE_OPTIMIZERS_IQN_IQN_HPP
#define MLPACK_CORE_OPTIMIZERS_IQN_IQN_HPP

#include <mlpack/prereqs.hpp>

namespace mlpack {
namespace optimization {

class IQN
{
 public:
  IQN(const double stepSize = 0.01,
      const size_t batchSize = 10,
      const size_t maxIterations = 100000,
      const double tolerance = 1e-5);

  template<typename DecomposableFunctionType>
  double Optimize(DecomposableFunctionType& function, arma::mat& iterate);

  double StepSize() const { return stepSize; }
  double& StepSize() { return stepSize; }

  size_t BatchSize() const { return batchSize; }
  size_t& BatchSize() { return batchSize; }

  size_t MaxIterations() const { return maxIterations; }
  size_t& MaxIterations() { return maxIterations; }

  double Tolerance() const { return tolerance; }
  double& Tolerance() { return tolerance; }

 private:
  double stepSize;

  size_t batchSize;

  size_t maxIterations;

  double tolerance;
};

} // namespace optimization
} // namespace mlpack

// Include implementation.
#include "iqn_impl.hpp"

#endif