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
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The objective function value obtained after performing the line search step.
- g
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VectorD
representing the gradient vector obtained after performing the line search step. - numberOfIterations
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The number of iterations needed to determine the line search step performed.
- step
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The step selected by the line search algorithm.
- x
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VectorD
representing the values of the variables obtained after performing the line search step.
Attributes
- Graph
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- Supertypes
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trait Serializabletrait Producttrait Equalsclass Objecttrait Matchableclass Any
Members list
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