breeze/breeze.optimize/ProjectedQuasiNewton

ProjectedQuasiNewton

class ProjectedQuasiNewton(convergenceCheck: ConvergenceCheck[DenseVector[Double]], val innerOptimizer: SpectralProjectedGradient[DenseVector[Double]], val m: Int, val initFeas: Boolean, val testOpt: Boolean, val maxSrchIt: Int, val gamma: Double, val projection: DenseVector[Double] => DenseVector[Double])(implicit space: MutableInnerProductModule[DenseVector[Double], Double]) extends FirstOrderMinimizer[DenseVector[Double], DiffFunction[DenseVector[Double]]] with Projecting[DenseVector[Double]] with SerializableLogging
Companion
object
trait Projecting[DenseVector[Double]]
trait Serializable
class Object
trait Matchable
class Any

Type members

Types

type BDV = DenseVector[Double]

Inherited types

type State = State[T, Info, History]
Inherited from
FirstOrderMinimizer

Value members

Constructors

def this(tolerance: Double, m: Int, initFeas: Boolean, testOpt: Boolean, maxIter: Int, maxSrchIt: Int, gamma: Double, projection: DenseVector[Double] => DenseVector[Double], relativeTolerance: Boolean)(implicit space: MutableInnerProductModule[DenseVector[Double], Double])

Inherited methods

def infiniteIterations(f: DiffFunction[DenseVector[Double]], state: State): Iterator[State]
Inherited from
FirstOrderMinimizer
def iterations(f: DiffFunction[DenseVector[Double]], init: DenseVector[Double]): Iterator[State]
Inherited from
FirstOrderMinimizer
protected def logger: LazyLogger
Inherited from
SerializableLogging
def minimize(f: DiffFunction[DenseVector[Double]], init: DenseVector[Double]): DenseVector[Double]
Inherited from
FirstOrderMinimizer
def projectedVector(x: DenseVector[Double], g: DenseVector[Double])(implicit vspace: Module[DenseVector[Double], Double]): DenseVector[Double]
Inherited from
Projecting

Concrete fields

val gamma: Double
val initFeas: Boolean
val m: Int
val maxSrchIt: Int
val projection: DenseVector[Double] => DenseVector[Double]
val testOpt: Boolean