LBFGSResults

scalation.optimization.quasi_newton.LBFGSResults
case class LBFGSResults(returnCode: LBFGSReturnCode, optimizedVariables: VectorD, finalFunctionValue: Option[Double], lineSearchIncomplete: Option[LBFGSLineSearchIncomplete])

The LBFGSResults case class is used to group together all the outputs resulting from a call to a method implementing the L-BFGS optimization algorithm.

Value parameters

finalFunctionValue

Option value that represents the final value obtained for the objective function in the L-BFGS optimization. If the objective function was never evaluated due to errors in the arguments provided by the user to the L-BFGS method, this field will be set to None or Some(0) depending on how the L-BFGS method was implemented. For new L-BFGS implementations, returning None is preferred over Some(0) when the objective function is never evaluated.

lineSearchIncomplete

Option value that represents the best incomplete results obtained by the line search algorithm before a failure occurred when performing a line search during the L-BFGS optimization. If the L-BFGS optimization is successful or produces an error that is not the result of a call to a line search algorithm, this value will be set to None. If the L-BFGS optimization is stopped due to an error produced by a call to a line search algorithm, this value will be set to Some with an instance of LBFGSLineSearchIncomplete that represents the best result obtained by the line search algorithm before the error occurred. Some L-BFGS implementations are incapable of returning this data and will always return None, regardless of the circumstances.

optimizedVariables

VectorD that contains the optimized values of the variables that were provided as inputs to the L-BFGS optimization.

returnCode

LBFGSReturnCode that represents the outcome of L-BFGS optimization.

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