scalation.optimization.quasi_newton.LBFGS
See theLBFGS companion class
The LBFGS object implementats of the Limited memory Broyden–Fletcher–Goldfarb–Shanno (BFGS) for unconstrained optimization (L-BFGS) algorithm. This Scala implementation was made based on the C implementation of the same algorithm found in the following link.
Attributes
See also
github.com/chokkan/liblbfgs
Companion
class
Graph
Reset zoom Hide graph Show graph
Supertypes
trait Product
trait Mirror
class Object
trait Matchable
class Any
Show all
Self type
Members list
The names of the product elements.
The names of the product elements.
Attributes
Inherited from:
Mirror
Attributes
Inherited from:
Mirror
Performs the L-BFGS optimization that optimizes variables to minimize a function value.
Performs the L-BFGS optimization that optimizes variables to minimize a function value.
Value parameters
functionLogic
the logic defining the objective function and its gradient
instance
an optional user data segment that may be provided when calling this method (@see OptimizationLogic)
n
the dimensionality of the optimization problem
params
the optimization control hyper-parameters (@see LBFGSPrms)
x
the starting point (initial guess)
Attributes
Adds a new multidimensional point to the path being monitored.
Adds a new multidimensional point to the path being monitored.
Value parameters
x
the data point to be added to the path being monitored.
Attributes
Inherited from:
PathMonitor
Clears the current path being monitored.
Clears the current path being monitored.
Attributes
Inherited from:
PathMonitor
Returns a deep copy of the data path being monitored.
Returns a deep copy of the data path being monitored.
Attributes
Returns
ArrayBuffern [VectorD], a deep copy of the data path being monitored.
Inherited from:
PathMonitor