scalation.minima

SteepestDescent

class SteepestDescent extends Minimizer with Error

This class solves unconstrained Non-Linear Programming (NLP) problems using the Steepest Descent algorithm. Given a function 'f' and a starting point 'x', the algorithm computes the gradient and takes steps in the opposite direction. The algorithm iterates until it converges. The class assumes that partial derivative functions are not availble unless explicitly given via the setDerivatives method.

dir_k = -gradient (x)

minimize f(x)

Linear Supertypes
Error, Minimizer, AnyRef, Any
Ordering
  1. Alphabetic
  2. By inheritance
Inherited
  1. SteepestDescent
  2. Error
  3. Minimizer
  4. AnyRef
  5. Any
  1. Hide All
  2. Show all
Learn more about member selection
Visibility
  1. Public
  2. All

Instance Constructors

  1. new SteepestDescent(f: FunctionV2S, exactLS: Boolean = true)

    f

    the vector-to-scalar objective function

    exactLS

    whether to use exact (e.g., GoldenLS) or inexact (e.g., WolfeLS) Line Search

Value Members

  1. final def !=(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  2. final def ##(): Int

    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  4. val EPSILON: Double

    Attributes
    protected
    Definition Classes
    Minimizer
  5. val MAX_ITER: Int

    Attributes
    protected
    Definition Classes
    Minimizer
  6. val STEP: Double

    Attributes
    protected
    Definition Classes
    Minimizer
  7. final def asInstanceOf[T0]: T0

    Definition Classes
    Any
  8. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  9. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  10. def equals(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  11. def fg(x: VectorD): Double

    The objective function f plus a weighted penalty based on the constraint function g.

    The objective function f plus a weighted penalty based on the constraint function g. Override for constrained optimization and ignore for unconstrained optimization.

    x

    the coordinate values of the current point

    Definition Classes
    Minimizer
  12. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  13. def flaw(method: String, message: String): Unit

    Show the flaw by printing the error message.

    Show the flaw by printing the error message.

    method

    the method where the error occurred

    message

    the error message

    Definition Classes
    Error
  14. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any
  15. def hashCode(): Int

    Definition Classes
    AnyRef → Any
  16. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any
  17. def lineSearch(x: VectorD, dir: VectorD, step: Double = STEP): Double

    Perform an exact (GoldenSectionLS) or inexact (WolfeLS) line search.

    Perform an exact (GoldenSectionLS) or inexact (WolfeLS) line search. Search in direction 'dir', returning the distance 'z' to move in that direction.

    x

    the current point

    dir

    the direction to move in

    step

    the initial step size

    Definition Classes
    SteepestDescentMinimizer
  18. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  19. final def notify(): Unit

    Definition Classes
    AnyRef
  20. final def notifyAll(): Unit

    Definition Classes
    AnyRef
  21. def setDerivatives(partials: Array[FunctionV2S]): Unit

    Set the partial derivative functions.

    Set the partial derivative functions. If these functions are available, they are more efficient and more accurate than estimating the values using difference quotients (the default approach).

    partials

    the array of partial derivative functions

  22. def solve(x0: VectorD, step: Double = STEP, toler: Double = EPSILON): VectorD

    Solve the Non-Linear Programming (NLP) problem using the Steepest Descent algorithm.

    Solve the Non-Linear Programming (NLP) problem using the Steepest Descent algorithm.

    x0

    the starting point

    step

    the initial step size

    toler

    the tolerence

    Definition Classes
    SteepestDescentMinimizer
  23. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  24. def toString(): String

    Definition Classes
    AnyRef → Any
  25. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  26. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  27. final def wait(arg0: Long): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from Error

Inherited from Minimizer

Inherited from AnyRef

Inherited from Any

Ungrouped