class LBFGS[T](convergenceCheck: ConvergenceCheck[T], m: Int)(implicit space: MutableInnerProductModule[T, Double]) extends FirstOrderMinimizer[T, DiffFunction[T]] with SerializableLogging
Port of LBFGS to Scala.
Special note for LBFGS: If you use it in published work, you must cite one of:
- J. Nocedal. Updating Quasi-Newton Matrices with Limited Storage (1980), Mathematics of Computation 35, pp. 773-782.
- D.C. Liu and J. Nocedal. On the Limited mem Method for Large Scale Optimization (1989), Mathematical Programming B, 45, 3, pp. 503-528.
- Value Params
- m:
The memory of the search. 3 to 7 is usually sufficient.
- Companion
- object
Type members
Types
Inherited types
Value members
Constructors
def this(maxIter: Int, m: Int, tolerance: Double)(implicit space: MutableInnerProductModule[T, Double])