breeze.optimize

ProjectedQuasiNewton

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

Linear Supertypes
Projecting[DenseVector[Double]], FirstOrderMinimizer[DenseVector[Double], DiffFunction[DenseVector[Double]]], Logging, Minimizer[DenseVector[Double], DiffFunction[DenseVector[Double]]], AnyRef, Any
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Inherited
  1. ProjectedQuasiNewton
  2. Projecting
  3. FirstOrderMinimizer
  4. Logging
  5. Minimizer
  6. AnyRef
  7. Any
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Instance Constructors

  1. new ProjectedQuasiNewton(tolerance: Double = 1.0E-6, m: Int = 10, initFeas: Boolean = false, testOpt: Boolean = true, maxNumIt: Int = 500, maxSrchIt: Int = 50, gamma: Double = 1.0E-4, projection: (DenseVector[Double]) ⇒ DenseVector[Double] = ...)

Type Members

  1. type History = CompactHessian

  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
    ProjectedQuasiNewtonFirstOrderMinimizer
  7. final def asInstanceOf[T0]: T0

    Definition Classes
    Any
  8. def calculateObjective(f: DiffFunction[DenseVector[Double]], x: DenseVector[Double], history: History): (Double, DenseVector[Double])

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer
  9. def chooseDescentDirection(state: State, fn: DiffFunction[DenseVector[Double]]): DenseVector[Double]

    Attributes
    protected
    Definition Classes
    ProjectedQuasiNewtonFirstOrderMinimizer
  10. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  11. def determineStepSize(state: State, fn: DiffFunction[DenseVector[Double]], dir: DenseVector[Double]): Double

    Attributes
    protected
    Definition Classes
    ProjectedQuasiNewtonFirstOrderMinimizer
  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

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

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

    Definition Classes
    AnyRef → Any
  18. val initFeas: Boolean

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

    Attributes
    protected
    Definition Classes
    ProjectedQuasiNewtonFirstOrderMinimizer
  20. def initialState(f: DiffFunction[DenseVector[Double]], init: DenseVector[Double]): State

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer
  21. val innerOptimizer: SpectralProjectedGradient[DenseVector[Double], DiffFunction[DenseVector[Double]]]

  22. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any
  23. def iteratingShouldStop(state: State): Boolean

    Definition Classes
    FirstOrderMinimizer
  24. def iterations(f: DiffFunction[DenseVector[Double]], init: DenseVector[Double]): Iterator[State]

    Definition Classes
    FirstOrderMinimizer
  25. lazy val logger: Logger

    Attributes
    protected
    Definition Classes
    Logging
  26. val m: Int

  27. val maxNumIt: Int

  28. val maxSrchIt: Int

  29. val minImprovementWindow: Int

    Definition Classes
    FirstOrderMinimizer
  30. def minimize(f: DiffFunction[DenseVector[Double]], init: DenseVector[Double]): DenseVector[Double]

    Definition Classes
    FirstOrderMinimizerMinimizer
  31. final def ne(arg0: AnyRef): Boolean

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

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

    Definition Classes
    AnyRef
  34. val numberOfImprovementFailures: Int

    Definition Classes
    FirstOrderMinimizer
  35. def projectedVector(x: DenseVector[Double], g: DenseVector[Double])(implicit vspace: NormedVectorSpace[DenseVector[Double], Double]): DenseVector[Double]

    Definition Classes
    Projecting
  36. val projection: (DenseVector[Double]) ⇒ DenseVector[Double]

    Definition Classes
    ProjectedQuasiNewtonProjecting
  37. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  38. def takeStep(state: State, dir: DenseVector[Double], stepSize: Double): DenseVector[Double]

    Attributes
    protected
    Definition Classes
    ProjectedQuasiNewtonFirstOrderMinimizer
  39. val testOpt: Boolean

  40. def toString(): String

    Definition Classes
    AnyRef → Any
  41. def updateFValWindow(oldState: State, newAdjVal: Double): IndexedSeq[Double]

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer
  42. def updateHistory(newX: DenseVector[Double], newGrad: DenseVector[Double], newVal: Double, f: DiffFunction[DenseVector[Double]], oldState: State): History

    Attributes
    protected
    Definition Classes
    ProjectedQuasiNewtonFirstOrderMinimizer
  43. final def wait(): Unit

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

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

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from Projecting[DenseVector[Double]]

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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