Class

breeze.optimize

BacktrackingLineSearch

Related Doc: package optimize

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class BacktrackingLineSearch extends ApproximateLineSearch

Implements the Backtracking Linesearch like that in LBFGS-C (which is (c) 2007-2010 Naoaki Okazaki under BSD)

Basic idea is that we need to find an alpha that is sufficiently smaller than f(0), and also possibly requiring that the slope of f decrease by the right amount (wolfe conditions)

Linear Supertypes
ApproximateLineSearch, MinimizingLineSearch, AnyRef, Any
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  1. BacktrackingLineSearch
  2. ApproximateLineSearch
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Visibility
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Instance Constructors

  1. new BacktrackingLineSearch(initfval: Double, maxIterations: Int = 20, shrinkStep: Double = 0.5, growStep: Double = 2.1, cArmijo: Double = 1E-4, cWolfe: Double = 0.9, minAlpha: Double = 1E-10, maxAlpha: Double = 1E10, enforceWolfeConditions: Boolean = true, enforceStrongWolfeConditions: Boolean = true)

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Type Members

  1. final case class State(alpha: Double, value: Double, deriv: Double) extends Product with Serializable

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    Definition Classes
    ApproximateLineSearch

Value Members

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

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    AnyRef → Any

  2. final def ##(): Int

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    AnyRef → Any

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

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    AnyRef → Any

  4. final def asInstanceOf[T0]: T0

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    Any

  5. def clone(): AnyRef

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

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

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    AnyRef

  7. def equals(arg0: Any): Boolean

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    AnyRef → Any

  8. def finalize(): Unit

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

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

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    AnyRef → Any

  10. def hashCode(): Int

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    AnyRef → Any

  11. final def isInstanceOf[T0]: Boolean

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    Definition Classes
    Any

  12. def iterations(f: DiffFunction[Double], init: Double = 1.0): Iterator[State]

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    Definition Classes
    BacktrackingLineSearch → ApproximateLineSearch

  13. def minimize(f: DiffFunction[Double], init: Double = 1.0): Double

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    Definition Classes
    ApproximateLineSearch → MinimizingLineSearch

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

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    AnyRef

  15. final def notify(): Unit

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    AnyRef

  16. final def notifyAll(): Unit

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    AnyRef

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

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    AnyRef

  18. def toString(): String

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    AnyRef → Any

  19. final def wait(): Unit

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    @throws( ... )

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

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    @throws( ... )

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

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Inherited from ApproximateLineSearch

Inherited from MinimizingLineSearch

Inherited from AnyRef

Inherited from Any

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