breeze.optimize

SpectralProjectedGradient

class SpectralProjectedGradient[T, DF <: DiffFunction[T]] extends FirstOrderMinimizer[T, DF] with Projecting[T] with SerializableLogging

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], SerializableLogging, Serializable, Serializable, Minimizer[T, DF], AnyRef, Any
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Inherited
  1. SpectralProjectedGradient
  2. Projecting
  3. FirstOrderMinimizer
  4. SerializableLogging
  5. Serializable
  6. Serializable
  7. Minimizer
  8. AnyRef
  9. Any
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  1. Public
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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. def adjustFunction(f: DF): DF

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer

  8. val alphaMax: Double

    longest step

  9. val alphaMin: Double

    shortest step

  10. final def asInstanceOf[T0]: T0

    Definition Classes
    Any

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

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer

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

    Attributes
    protected
    Definition Classes
    SpectralProjectedGradient → FirstOrderMinimizer

  13. def clone(): AnyRef

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

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

    Attributes
    protected
    Definition Classes
    SpectralProjectedGradient → 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. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any

  19. def hashCode(): Int

    Definition Classes
    AnyRef → Any

  20. val initFeas: Boolean

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

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

    Attributes
    protected
    Definition Classes
    SpectralProjectedGradient → FirstOrderMinimizer

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

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer

  23. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any

  24. def iteratingShouldStop(state: State): Boolean

    Definition Classes
    FirstOrderMinimizer

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

    Definition Classes
    FirstOrderMinimizer

  26. def logger: Logger

    Definition Classes
    SerializableLogging

  27. val maxSrchIt: Int

    maximum number of line search attempts

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

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

    Definition Classes
    Projecting

  34. val projection: (T) ⇒ T

    projection operations

    projection operations

    Definition Classes
    SpectralProjectedGradient → Projecting

  35. val suffDec: Double

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

    Definition Classes
    AnyRef

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

    Attributes
    protected
    Definition Classes
    SpectralProjectedGradient → FirstOrderMinimizer

  38. val testOpt: Boolean

    perform optimality check based on projected gradient at each iteration

  39. def toString(): String

    Definition Classes
    AnyRef → Any

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

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer

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

    Attributes
    protected
    Definition Classes
    SpectralProjectedGradient → FirstOrderMinimizer

  42. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

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

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

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

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from Projecting[T]

Inherited from FirstOrderMinimizer[T, DF]

Inherited from SerializableLogging

Inherited from Serializable

Inherited from Serializable

Inherited from Minimizer[T, DF]

Inherited from AnyRef

Inherited from Any

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