scalation.optimization.quasi_newton.LBFGS
See theLBFGS companion class
The LBFGS object implementats of the Limited memory Broyden–Fletcher–Goldfarb–Shanno (BFGS) for unconstrained optimization (L-BFGS) algorithm. This Scala implementation was made based on the C implementation of the same algorithm found in the following link.
Attributes
See also
github.com/chokkan/liblbfgs
Companion
class
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Supertypes
class Object
trait Matchable
class Any
Self type
Members list
Performs the L-BFGS optimization that optimizes variables to minimize a function value.
Performs the L-BFGS optimization that optimizes variables to minimize a function value.
Value parameters
functionLogic
the logic defining the objective function and its gradient
n
the dimensionality of the optimization problem
x
the starting point (initial guess)
Attributes
Adds a new multidimensional point to the path being monitored.
Adds a new multidimensional point to the path being monitored.
Value parameters
x
the data point to be added to the path being monitored.
Attributes
Inherited from:
PathMonitor
Clears the current path being monitored.
Clears the current path being monitored.
Attributes
Inherited from:
PathMonitor
Returns a deep copy of the data path being monitored.
Returns a deep copy of the data path being monitored.
Attributes
Returns
ArrayBuffern [VectorD], a deep copy of the data path being monitored.
Inherited from:
PathMonitor