Add a rough implementation of LBFGS.
Change-Id: I2bc816adfe0c02773a23035ea31de3cddc1322a4
diff --git a/include/ceres/types.h b/include/ceres/types.h
index 60e076a..37beeda 100644
--- a/include/ceres/types.h
+++ b/include/ceres/types.h
@@ -167,6 +167,20 @@
// precise choice of the non-linear conjugate gradient algorithm
// used is determined by NonlineConjuateGradientType.
NONLINEAR_CONJUGATE_GRADIENT,
+
+ // A limited memory approximation to the inverse Hessian is
+ // maintained and used to compute a quasi-Newton step.
+ //
+ // For more details see
+ //
+ // Nocedal, J. (1980). "Updating Quasi-Newton Matrices with Limited
+ // Storage". Mathematics of Computation 35 (151): 773–782.
+ //
+ // Byrd, R. H.; Nocedal, J.; Schnabel, R. B. (1994).
+ // "Representations of Quasi-Newton Matrices and their use in
+ // Limited Memory Methods". Mathematical Programming 63 (4):
+ // 129–156.
+ LBFGS,
};
// Nonliner conjugate gradient methods are a generalization of the
