BFGS

scalation.optimization.quasi_newton.BFGS
See theBFGS companion class
object BFGS

The BFGS companion object provides factory methods.

Attributes

Companion
class
Graph
Supertypes
class Object
trait Matchable
class Any
Self type
BFGS.type

Members list

Value members

Concrete methods

def apply(f: FunctionV2S, g: FunctionV2S, ineq: Boolean, exactLS: Boolean, steepest: Boolean): BFGS

Create a Steepest Descent (default) or BFGS optimizer.

Create a Steepest Descent (default) or BFGS optimizer.

Value parameters

exactLS

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

f

the objective function to be minimized

g

the constraint function to be satisfied, if any

ineq

whether the constraint is treated as inequality (default) or equality

steepest

whether to use Steepest Descent rather than BFGS

Attributes