Minimize

scalation.optimization.Minimize
See theMinimize companion object
trait Minimize

The Minimize trait sets the pattern for optimization algorithms for solving Non-Linear Programming (NLP) problems of the form:

minimize f(x)

where f is the objective/loss function to be minimized

Attributes

Companion
object
Graph
Supertypes
class Object
trait Matchable
class Any
Known subtypes

Members list

Value members

Abstract methods

def solve(x0: VectorD, α: Double): FuncVec

Solve the Non-Linear Programming (NLP) problem by starting at x0 and iteratively moving down in the search space to a minimal point. Return the optimal point/vector x and its objective function value.

Solve the Non-Linear Programming (NLP) problem by starting at x0 and iteratively moving down in the search space to a minimal point. Return the optimal point/vector x and its objective function value.

Value parameters

x0

the starting point

α

the current learning rate

Attributes