breeze.optimize

SpectralProjectedGradient

class SpectralProjectedGradient[T, -DF <: DiffFunction[T]] extends FirstOrderMinimizer[T, DF] with Projecting[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
Projecting[T], FirstOrderMinimizer[T, DF], Logging, Minimizer[T, DF], AnyRef, Any
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Inherited
  1. SpectralProjectedGradient
  2. Projecting
  3. FirstOrderMinimizer
  4. Logging
  5. Minimizer
  6. AnyRef
  7. Any
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Visibility
  1. Public
  2. All

Instance Constructors

  1. new SpectralProjectedGradient(projection: (T) ⇒ T = ((t: T) => t), tolerance: Double = 1.0E-6, suffDec: Double = 1.0E-4, minImprovementWindow: Int = 10, alphaMax: Double = 1.0E10, alphaMin: Double = 1.0E-10, maxIter: Int = 500, testOpt: Boolean = true, initFeas: Boolean = false, maxSrchIt: Int = 30)(implicit coord: MutableCoordinateSpace[T, Double])

    projection

    projection operations

    alphaMax

    longest step

    alphaMin

    shortest step

    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

Type Members

  1. type History = Double

    Definition Classes
    SpectralProjectedGradient → FirstOrderMinimizer

  2. class SimpleLineSearch extends ApproximateLineSearch

  3. 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: T, newGrad: T, newVal: Double): (Double, T)

    Attributes
    protected
    Definition Classes
    SpectralProjectedGradient → FirstOrderMinimizer

  7. val alphaMax: Double

    longest step

  8. val alphaMin: Double

    shortest step

  9. final def asInstanceOf[T0]: T0

    Definition Classes
    Any

  10. def calculateObjective(f: DF, x: T, history: History): (Double, T)

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer

  11. def chooseDescentDirection(state: State, f: DF): T

    Attributes
    protected
    Definition Classes
    SpectralProjectedGradient → FirstOrderMinimizer

  12. def clone(): AnyRef

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

  13. def determineStepSize(state: State, f: DF, direction: T): Double

    Attributes
    protected
    Definition Classes
    SpectralProjectedGradient → FirstOrderMinimizer

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

    Definition Classes
    AnyRef

  15. def equals(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any

  16. def finalize(): Unit

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

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

    Definition Classes
    AnyRef → Any

  18. def hashCode(): Int

    Definition Classes
    AnyRef → Any

  19. val initFeas: Boolean

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

  20. def initialHistory(f: DF, init: T): History

    Attributes
    protected
    Definition Classes
    SpectralProjectedGradient → FirstOrderMinimizer

  21. def initialState(f: DF, init: T): State

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer

  22. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any

  23. def iteratingShouldStop(state: State): Boolean

    Definition Classes
    FirstOrderMinimizer

  24. def iterations(f: DF, init: T): Iterator[State]

    Definition Classes
    FirstOrderMinimizer

  25. lazy val logger: Logger

    Attributes
    protected
    Definition Classes
    Logging

  26. val maxSrchIt: Int

    maximum number of line search attempts

  27. def minimize(f: DF, init: T): T

    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. def projectedVector(x: T, g: T)(implicit vspace: NormedVectorSpace[T, Double]): T

    Definition Classes
    Projecting

  33. val projection: (T) ⇒ T

    projection operations

    projection operations

    Definition Classes
    SpectralProjectedGradient → Projecting

  34. val suffDec: Double

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

    Definition Classes
    AnyRef

  36. def takeStep(state: State, dir: T, stepSize: Double): T

    Attributes
    protected
    Definition Classes
    SpectralProjectedGradient → FirstOrderMinimizer

  37. val testOpt: Boolean

    perform optimality check based on projected gradient at each iteration

  38. def toString(): String

    Definition Classes
    AnyRef → Any

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

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer

  40. def updateHistory(newX: T, newGrad: T, newVal: Double, f: DF, oldState: State): History

    Attributes
    protected
    Definition Classes
    SpectralProjectedGradient → FirstOrderMinimizer

  41. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

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

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

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

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from Projecting[T]

Inherited from FirstOrderMinimizer[T, DF]

Inherited from Logging

Inherited from Minimizer[T, DF]

Inherited from AnyRef

Inherited from Any

Ungrouped