breeze.optimize

LBFGSB

class LBFGSB extends FirstOrderMinimizer[DenseVector[Double], DiffFunction[DenseVector[Double]]] with SerializableLogging

This algorithm is refered the paper "A LIMITED MEMOR Y ALGORITHM F OR BOUND CONSTRAINED OPTIMIZA TION" written by Richard H.Byrd Peihuang Lu Jorge Nocedal and Ciyou Zhu Created by fanming.chen on 2015/3/7 0007. If StrongWolfeLineSearch(maxZoomIter,maxLineSearchIter) is small, the wolfeRuleSearch.minimize may throw FirstOrderException, it should increase the two variables to appropriate value

Linear Supertypes
FirstOrderMinimizer[DenseVector[Double], DiffFunction[DenseVector[Double]]], SerializableLogging, Serializable, Serializable, Minimizer[DenseVector[Double], DiffFunction[DenseVector[Double]]], AnyRef, Any
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Inherited
  1. LBFGSB
  2. FirstOrderMinimizer
  3. SerializableLogging
  4. Serializable
  5. Serializable
  6. Minimizer
  7. AnyRef
  8. Any
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Instance Constructors

  1. new LBFGSB(lowerBounds: DenseVector[Double], upperBounds: DenseVector[Double], maxIter: Int = 100, m: Int = 5, tolerance: Double = 1.0E-8, maxZoomIter: Int = 64, maxLineSearchIter: Int = 64)

Type Members

  1. case class History(theta: Double, W: DenseMatrix[Double], M: DenseMatrix[Double], yHistory: DenseMatrix[Double], sHistory: DenseMatrix[Double]) extends Product with Serializable

  2. type State = FirstOrderMinimizer.State[DenseVector[Double], Info, History]

    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. val EPS: Double

    Attributes
    protected

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

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer

  8. def adjustFunction(f: DiffFunction[DenseVector[Double]]): DiffFunction[DenseVector[Double]]

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer

  9. final def asInstanceOf[T0]: T0

    Definition Classes
    Any

  10. def calculateObjective(f: DiffFunction[DenseVector[Double]], x: DenseVector[Double], history: History): (Double, DenseVector[Double])

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer

  11. def chooseDescentDirection(state: State, f: DiffFunction[DenseVector[Double]]): DenseVector[Double]

    Attributes
    protected
    Definition Classes
    LBFGSB → FirstOrderMinimizer

  12. def clone(): AnyRef

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

  13. val convergenceCheck: ConvergenceCheck[DenseVector[Double]]

    Definition Classes
    FirstOrderMinimizer

  14. def determineStepSize(state: State, f: DiffFunction[DenseVector[Double]], direction: DenseVector[Double]): Double

    Attributes
    protected
    Definition Classes
    LBFGSB → FirstOrderMinimizer

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

    Definition Classes
    AnyRef

  16. def equals(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any

  17. def finalize(): Unit

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

  18. def findAlpha(xCauchy: DenseVector[Double], du: Vector[Double], freeVarIndex: Array[Int]): Double

    xCauchy

    generalize cauchy point

    du

    gradient directiong

    freeVarIndex
    returns

    starAlpha = max{a : a <= 1 and l_i-xc_i <= a*d_i <= u_i-xc_i}

    Attributes
    protected

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

    Definition Classes
    AnyRef → Any

  20. def getGeneralizedCauchyPoint(history: History, x: DenseVector[Double], g: DenseVector[Double]): (DenseVector[Double], DenseVector[Double])

    Attributes
    protected

  21. def hashCode(): Int

    Definition Classes
    AnyRef → Any

  22. def infiniteIterations(f: DiffFunction[DenseVector[Double]], state: State): Iterator[State]

    Definition Classes
    FirstOrderMinimizer

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

    Attributes
    protected
    Definition Classes
    LBFGSB → FirstOrderMinimizer

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

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer

  25. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any

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

    Definition Classes
    FirstOrderMinimizer

  27. def logger: LazyLogger

    Attributes
    protected
    Definition Classes
    SerializableLogging

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

    Definition Classes
    FirstOrderMinimizer → Minimizer

  29. def minimizeAndReturnState(f: DiffFunction[DenseVector[Double]], init: DenseVector[Double]): State

    Definition Classes
    FirstOrderMinimizer

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

    Definition Classes
    AnyRef

  31. final def notify(): Unit

    Definition Classes
    AnyRef

  32. final def notifyAll(): Unit

    Definition Classes
    AnyRef

  33. def subspaceMinimization(history: History, xCauchy: DenseVector[Double], x: DenseVector[Double], c: DenseVector[Double], g: DenseVector[Double]): DenseVector[Double]

    Attributes
    protected

  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
    LBFGSB → FirstOrderMinimizer

  36. def toString(): String

    Definition Classes
    AnyRef → Any

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

    Attributes
    protected
    Definition Classes
    LBFGSB → FirstOrderMinimizer

  38. def updateSkYkHessianApproxMat(history: History, newS: DenseVector[Double], newY: DenseVector[Double]): History

    Attributes
    protected

  39. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

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

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

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

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

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

Inherited from SerializableLogging

Inherited from Serializable

Inherited from Serializable

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

Inherited from AnyRef

Inherited from Any

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