LBFGSLineSearchStep

scalation.optimization.quasi_newton.LBFGSLineSearchStep
case class LBFGSLineSearchStep(x: VectorD, g: VectorD, fx: Double, step: Double, numberOfIterations: Int)

The LBFGSLineSearchStep case class stores the results of a single line search step performed by a line search algorithm in the implementation of the L-BFGS algorithm. Every line search algorithm used by the native L-BFGS implementation should return an instance of this case class upon achieving a successful line search step.

Value parameters

fx

The objective function value obtained after performing the line search step.

g

VectorD representing the gradient vector obtained after performing the line search step.

numberOfIterations

The number of iterations needed to determine the line search step performed.

step

The step selected by the line search algorithm.

x

VectorD representing the values of the variables obtained after performing the line search step.

Attributes

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Supertypes
trait Serializable
trait Product
trait Equals
class Object
trait Matchable
class Any
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Members list

Value members

Inherited methods

def productElementNames: Iterator[String]

Attributes

Inherited from:
Product
def productIterator: Iterator[Any]

Attributes

Inherited from:
Product