breeze.optimize

ProjectedQuasiNewton

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

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

Instance Constructors

  1. new ProjectedQuasiNewton(optTol: Double = 0.001, m: Int = 10, initFeas: Boolean = false, testOpt: Boolean = true, maxNumIt: Int = 2000, maxSrchIt: Int = 30, gamma: Double = 1.0E-10, projection: (DenseVector[Double]) ⇒ DenseVector[Double] = ...)

Type Members

  1. case class History(B: CompactHessian) extends Product with Serializable

    Definition Classes
    ProjectedQuasiNewton → FirstOrderMinimizer

  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
    FirstOrderMinimizer

  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
    ProjectedQuasiNewton → FirstOrderMinimizer

  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
    ProjectedQuasiNewton → FirstOrderMinimizer

  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
    ProjectedQuasiNewton → FirstOrderMinimizer

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

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer

  21. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any

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

    Definition Classes
    FirstOrderMinimizer

  23. lazy val logger: Logger

    Attributes
    protected
    Definition Classes
    Logging

  24. val m: Int

  25. val maxNumIt: Int

  26. val maxSrchIt: Int

  27. val minImprovementWindow: Int

    Definition Classes
    FirstOrderMinimizer

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

    Definition Classes
    FirstOrderMinimizer → Minimizer

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

    Definition Classes
    AnyRef

  30. final def notify(): Unit

    Definition Classes
    AnyRef

  31. final def notifyAll(): Unit

    Definition Classes
    AnyRef

  32. val numberOfImprovementFailures: Int

    Definition Classes
    FirstOrderMinimizer

  33. val optTol: Double

  34. val projection: (DenseVector[Double]) ⇒ DenseVector[Double]

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

    Definition Classes
    AnyRef

  36. def takeStep(state: State, dir: DenseVector[Double], stepSize: Double): DenseVector[Double]

    Attributes
    protected
    Definition Classes
    ProjectedQuasiNewton → FirstOrderMinimizer

  37. val testOpt: Boolean

  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: DenseVector[Double], newGrad: DenseVector[Double], newVal: Double, f: DiffFunction[DenseVector[Double]], oldState: State): History

    Attributes
    protected
    Definition Classes
    ProjectedQuasiNewton → 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 FirstOrderMinimizer[DenseVector[Double], DiffFunction[DenseVector[Double]]]

Inherited from Logging

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

Inherited from AnyRef

Inherited from Any

Ungrouped