LBFGS_B_TestUtil

scalation.optimization.quasi_newton.LBFGS_B_TestUtil

Utility helpers for L-BFGS-B benchmark tests.

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trait Matchable
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def compareLS(name: String, f: FunctionV2S, x0: VectorD, bounds: Bounds = ...): Unit

Run both exact scalar line search and native More-Thuente for comparison.

Run both exact scalar line search and native More-Thuente for comparison.

Value parameters

bounds

optional box bounds

f

objective function

name

benchmark/test name

x0

starting point

Attributes

def compareToLBFGS(name: String, f: FunctionV2S, x0: VectorD, bounds: Bounds): Unit

Run a bounded optimizer and the unconstrained native LBFGS from the same starting point under inactive bounds to compare solutions.

Run a bounded optimizer and the unconstrained native LBFGS from the same starting point under inactive bounds to compare solutions.

Value parameters

bounds

wide/inactive bounds

f

objective function

name

benchmark/test name

x0

starting point

Attributes

def runLBFGSB(name: String, f: FunctionV2S, x0: VectorD, bounds: Bounds = ..., exactLS: Boolean = ...): (Double, VectorD)

Run one L-BFGS-B benchmark and print the result.

Run one L-BFGS-B benchmark and print the result.

Value parameters

bounds

optional box bounds; if null, uses default infinite bounds

exactLS

whether to use exact 1D line search instead of More-Thuente

f

objective function

name

benchmark/test name

x0

starting point

Attributes