Instance Constructors
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new
LBFGS(maxIter: Int = -1, m: Int = 10, tolerance: Double = 1.0E-9)(implicit vspace: MutableInnerProductSpace[T, Double])
Type Members
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case class
State(x: T, value: Double, grad: T, adjustedValue: Double, adjustedGradient: T, iter: Int, initialAdjVal: Double, history: History, fVals: IndexedSeq[Double] = ..., numImprovementFailures: Int = 0, searchFailed: Boolean = false) extends Product with Serializable
Value Members
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final
def
!=(arg0: AnyRef): Boolean
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final
def
!=(arg0: Any): Boolean
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final
def
##(): Int
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final
def
==(arg0: AnyRef): Boolean
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final
def
==(arg0: Any): Boolean
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def
adjust(newX: T, newGrad: T, newVal: Double): (Double, T)
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final
def
asInstanceOf[T0]: T0
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def
chooseDescentDirection(state: State, fn: DiffFunction[T]): T
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def
clone(): AnyRef
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def
determineStepSize(state: State, f: DiffFunction[T], dir: T): Double
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final
def
eq(arg0: AnyRef): Boolean
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def
equals(arg0: Any): Boolean
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def
finalize(): Unit
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final
def
getClass(): Class[_]
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def
hashCode(): Int
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def
initialState(f: DiffFunction[T], init: T): State
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final
def
isInstanceOf[T0]: Boolean
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def
iterations(f: DiffFunction[T], init: T): Iterator[State]
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lazy val
logger: Logger
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val
minImprovementWindow: Int
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def
minimize(f: DiffFunction[T], init: T): T
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final
def
ne(arg0: AnyRef): Boolean
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final
def
notify(): Unit
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final
def
notifyAll(): Unit
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val
numberOfImprovementFailures: Int
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final
def
synchronized[T0](arg0: ⇒ T0): T0
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def
takeStep(state: State, dir: T, stepSize: Double): T
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def
toString(): String
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def
updateFValWindow(oldState: State, newAdjVal: Double): IndexedSeq[Double]
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def
updateHistory(newX: T, newGrad: T, newVal: Double, oldState: State): History
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final
def
wait(): Unit
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final
def
wait(arg0: Long, arg1: Int): Unit
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final
def
wait(arg0: Long): Unit
Inherited from Logging
Inherited from AnyRef
Inherited from Any
Port of LBFGS to Scala.
Special note for LBFGS: If you use it in published work, you must cite one of: * J. Nocedal. Updating Quasi-Newton Matrices with Limited Storage (1980), Mathematics of Computation 35, pp. 773-782. * D.C. Liu and J. Nocedal. On the Limited mem Method for Large Scale Optimization (1989), Mathematical Programming B, 45, 3, pp. 503-528. *