scalation.optimization.quasi_newton.LBFGS_B2
See theLBFGS_B2 companion class
The LBFGS_B2 companion object provides a factory method for Limited memory Broyden–Fletcher–Goldfarb–Shanno for Bounds constrained optimization.
Attributes
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Companion
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class
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Graph
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Supertypes
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class Object
trait Matchable
class Any
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Self type
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Members list
Create an LBFGS_B2 object with a given dimensionality and default lower and upper bounds of -1 and 1, respectively.
Create an LBFGS_B2 object with a given dimensionality and default lower and upper bounds of -1 and 1, respectively.
Value parameters
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exactLS
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whether to use exact (e.g., GoldenLS) or inexact (e.g., WolfeLS) Line Search
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f
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the objective function to be minimized
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gradF
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vector to vector functional formula for computing the gradiant, if available
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l_u
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(vector, vector) of lower and upper bounds for all input parameters
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n
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the dimensionality of the search space
Attributes
Make simple bounds where the limits in each dimension is the same.
Make simple bounds where the limits in each dimension is the same.
Value parameters
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lo
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scalar lower bounds for all input parameters
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n
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the dimensionality of the search space
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up
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scalar upper bounds for all input parameters
Attributes