class LBFGSB(lowerBounds: DenseVector[Double], upperBounds: DenseVector[Double], maxIter: Int, m: Int, tolerance: Double, maxZoomIter: Int, maxLineSearchIter: Int) 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
- Companion
- object
Type members
Classlikes
case class History(theta: Double, W: DenseMatrix[Double], M: DenseMatrix[Double], yHistory: DenseMatrix[Double], sHistory: DenseMatrix[Double])
- Value Params
- W
[Yk theta * Sk]