scalation/scalation/scalation.optimization/scalation.optimization.quasi_newton/FunctionEvaluation

FunctionEvaluation

scalation.optimization.quasi_newton.FunctionEvaluation

See theFunctionEvaluation companion object

case class FunctionEvaluation(objFunction: FunctionV2S, gradFunction: FunctionV2V) extends EvaluationLogic

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)

Attributes

Companion: object
Graph
Supertypes: trait Serializable

trait Product

trait Equals

trait EvaluationLogic

class Object

trait Matchable

class Any
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Members list

Inherited

Not inherited
Product

Value members

Constructors

This constructor uses numerical approximation for the gradient which is less accurate than hard-coded definition of gradient function.

Value parameters

objFunction: the object finction to be optimized

Attributes

Concrete methods

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

Inherited methods

Attributes

Inherited from:: Product

Attributes

Inherited from:: Product

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