scalation/scalation/scalation.optimization/scalation.optimization.quasi_newton/BFGS_NoLS

BFGS_NoLS

scalation.optimization.quasi_newton.BFGS_NoLS

class BFGS_NoLS(f: FunctionV2S, useLS: Boolean) extends Minimize

The BFGS_NoLS class is used to find optima for functions of vectors. The solve method finds local optima using a Quasi Newton method that uses the BFGS update to approximate the inverse Hessian.

min f(x)    where f: R^n -> R

Value parameters

f: the vector to scalar function to find optima of
useLS: whether to use Line Search (LS)

Attributes

See also: BFGS for one that uses a different line search.
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Supertypes: trait Minimize

class Object

trait Matchable

class Any

Members list

Value members

Concrete methods

Solve for an optima by finding a local optima close to the starting point/guess 'x0'. This version numerically approximates the first derivatives.

Value parameters

x0: the starting point/guess
α: the current learning rate

Attributes

Solve for an optima by finding a local optima close to the starting point/guess 'x0'. This version uses explicit functions for the gradient (partials derivatives)

Value parameters

grad: the gradient as explicit functions for partials
x0: the starting point/guess
α: the current learning rate

Attributes

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