breeze.optimize

SpectralProjectedGradient

class SpectralProjectedGradient[T] extends Minimizer[T, DiffFunction[T]] with Logging

SPG is a Spectral Projected Gradient minimizer; it minimizes a differentiable function subject to the optimum being in some set, given by the projection operator projection

T

vector type

Linear Supertypes
Logging, Minimizer[T, DiffFunction[T]], AnyRef, Any
Ordering
  1. Alphabetic
  2. By inheritance
Inherited
  1. SpectralProjectedGradient
  2. Logging
  3. Minimizer
  4. AnyRef
  5. Any
  1. Hide All
  2. Show all
Learn more about member selection
Visibility
  1. Public
  2. All

Instance Constructors

  1. new SpectralProjectedGradient(projection: (T) ⇒ T = ((t: T) => t), optTol: Double = 1.0E-4, gamma: Double = 1.0E-4, M: Int = 10, alphaMax: Double = 1.0E10, alphaMin: Double = 1.0E-10, maxNumIt: Int = 1000, testOpt: Boolean = true, initFeas: Boolean = false, maxSrchIt: Int = 30)(implicit coord: MutableCoordinateSpace[T, Double])

    projection

    projection operations

    optTol

    termination criterion: tolerance for norm of projected gradient

    gamma

    sufficient decrease parameter

    M

    number of history entries for linesearch

    alphaMax

    longest step

    alphaMin

    shortest step

    maxNumIt

    maximum number of iterations

    testOpt

    perform optimality check based on projected gradient at each iteration

    initFeas

    is the initial guess feasible, or should it be projected?

    maxSrchIt

    maximum number of line search attempts

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. val M: Int

    number of history entries for linesearch

  7. val alphaMax: Double

    longest step

  8. val alphaMin: Double

    shortest step

  9. final def asInstanceOf[T0]: T0

    Definition Classes
    Any
  10. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  11. def computeStep(newx: T, oldx: T, newg: T, oldg: T): Double

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

    Definition Classes
    AnyRef
  13. def equals(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  14. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  15. val gamma: Double

    sufficient decrease parameter

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

    Definition Classes
    AnyRef → Any
  17. def hashCode(): Int

    Definition Classes
    AnyRef → Any
  18. val initFeas: Boolean

    is the initial guess feasible, or should it be projected?

  19. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any
  20. lazy val logger: Logger

    Attributes
    protected
    Definition Classes
    Logging
  21. val maxNumIt: Int

    maximum number of iterations

  22. val maxSrchIt: Int

    maximum number of line search attempts

  23. def minimize(prob: DiffFunction[T], guess: T): T

    Definition Classes
    SpectralProjectedGradientMinimizer
  24. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  25. final def notify(): Unit

    Definition Classes
    AnyRef
  26. final def notifyAll(): Unit

    Definition Classes
    AnyRef
  27. val optTol: Double

    termination criterion: tolerance for norm of projected gradient

  28. val projection: (T) ⇒ T

    projection operations

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

    Definition Classes
    AnyRef
  30. val testOpt: Boolean

    perform optimality check based on projected gradient at each iteration

  31. def toString(): String

    Definition Classes
    AnyRef → Any
  32. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  33. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  34. final def wait(arg0: Long): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from Logging

Inherited from Minimizer[T, DiffFunction[T]]

Inherited from AnyRef

Inherited from Any

Ungrouped