breeze.optimize

ProjectedQuasiNewton

class ProjectedQuasiNewton extends FirstOrderMinimizer[DenseVector[Double], DiffFunction[DenseVector[Double]]] with Logging

Linear Supertypes
FirstOrderMinimizer[DenseVector[Double], DiffFunction[DenseVector[Double]]], Logging, Minimizer[DenseVector[Double], DiffFunction[DenseVector[Double]]], AnyRef, Any
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Inherited
  1. ProjectedQuasiNewton
  2. FirstOrderMinimizer
  3. Logging
  4. Minimizer
  5. AnyRef
  6. Any
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Visibility
  1. Public
  2. All

Instance Constructors

  1. new ProjectedQuasiNewton(optTol: Double = 0.001, m: Int = 10, initFeas: Boolean = false, testOpt: Boolean = true, maxNumIt: Int = 2000, maxSrchIt: Int = 30, gamma: Double = 1.0E-10, projection: (DenseVector[Double]) ⇒ DenseVector[Double] = ...)

Type Members

  1. case class History(B: CompactHessian) extends Product with Serializable

    Definition Classes
    ProjectedQuasiNewton → FirstOrderMinimizer

  2. 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

    Definition Classes
    FirstOrderMinimizer

Value Members

  1. final def !=(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  2. final def !=(arg0: Any): Boolean

    Definition Classes
    Any

  3. final def ##(): Int

    Definition Classes
    AnyRef → Any

  4. final def ==(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  5. final def ==(arg0: Any): Boolean

    Definition Classes
    Any

  6. def adjust(newX: DenseVector[Double], newGrad: DenseVector[Double], newVal: Double): (Double, DenseVector[Double])

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer

  7. final def asInstanceOf[T0]: T0

    Definition Classes
    Any

  8. def chooseDescentDirection(state: State, fn: DiffFunction[DenseVector[Double]]): DenseVector[Double]

    Attributes
    protected
    Definition Classes
    ProjectedQuasiNewton → FirstOrderMinimizer

  9. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  10. def determineStepSize(state: State, fn: DiffFunction[DenseVector[Double]], dir: DenseVector[Double]): Double

    Attributes
    protected
    Definition Classes
    ProjectedQuasiNewton → FirstOrderMinimizer

  11. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  12. def equals(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any

  13. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )

  14. val gamma: Double

  15. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any

  16. def hashCode(): Int

    Definition Classes
    AnyRef → Any

  17. val initFeas: Boolean

  18. def initialHistory(f: DiffFunction[DenseVector[Double]], init: DenseVector[Double]): History

    Attributes
    protected
    Definition Classes
    ProjectedQuasiNewton → FirstOrderMinimizer

  19. def initialState(f: DiffFunction[DenseVector[Double]], init: DenseVector[Double]): State

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer

  20. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any

  21. def iterations(f: DiffFunction[DenseVector[Double]], init: DenseVector[Double]): Iterator[State]

    Definition Classes
    FirstOrderMinimizer

  22. lazy val logger: Logger

    Attributes
    protected
    Definition Classes
    Logging

  23. val m: Int

  24. val maxNumIt: Int

  25. val maxSrchIt: Int

  26. val minImprovementWindow: Int

    Definition Classes
    FirstOrderMinimizer

  27. def minimize(f: DiffFunction[DenseVector[Double]], init: DenseVector[Double]): DenseVector[Double]

    Definition Classes
    FirstOrderMinimizer → Minimizer

  28. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  29. final def notify(): Unit

    Definition Classes
    AnyRef

  30. final def notifyAll(): Unit

    Definition Classes
    AnyRef

  31. val numberOfImprovementFailures: Int

    Definition Classes
    FirstOrderMinimizer

  32. val optTol: Double

  33. val projection: (DenseVector[Double]) ⇒ DenseVector[Double]

  34. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef

  35. def takeStep(state: State, dir: DenseVector[Double], stepSize: Double): DenseVector[Double]

    Attributes
    protected
    Definition Classes
    ProjectedQuasiNewton → FirstOrderMinimizer

  36. val testOpt: Boolean

  37. def toString(): String

    Definition Classes
    AnyRef → Any

  38. def updateFValWindow(oldState: State, newAdjVal: Double): IndexedSeq[Double]

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer

  39. def updateHistory(newX: DenseVector[Double], newGrad: DenseVector[Double], newVal: Double, oldState: State): History

    Attributes
    protected
    Definition Classes
    ProjectedQuasiNewton → FirstOrderMinimizer

  40. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  41. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  42. final def wait(arg0: Long): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from FirstOrderMinimizer[DenseVector[Double], DiffFunction[DenseVector[Double]]]

Inherited from Logging

Inherited from Minimizer[DenseVector[Double], DiffFunction[DenseVector[Double]]]

Inherited from AnyRef

Inherited from Any

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