The FunctionEvaluation case class to store the definition of a function evaluation in a format that adheres to the evaluation logic format used by the implementation of the Limited memory Broyden–Fletcher–Goldfarb–Shanno (BFGS) for unconstrained optimization (L-BFGS) algorithm.
Value parameters
gradFunction
the gradient vector-valued function (vector -> vector)
objFunction
the multi-variate objective function (vector -> scalar)
Evaluates the gradients and objective function according to the state of the variables during the minimization process.
Evaluates the gradients and objective function according to the state of the variables during the minimization process.
Value parameters
instance
user data provided by each call of the lbfgsMain method. Can have Any type defined by the user as long as the same type is utilized in other instances that rely on this EvaluationLogic
n
the number of variables
step
current step chosen by the line search routine.
x
VectorD with the current values of the variables
Attributes
Returns
LBFGSVarEvaluationResults, results obtained from evaluating the variables