FirstOrderMinimizer

abstract class FirstOrderMinimizer[T, DF <: StochasticDiffFunction[T]](val convergenceCheck: ConvergenceCheck[T])(implicit space: NormedModule[T, Double]) extends Minimizer[T, DF] with SerializableLogging
Companion:
object
trait Serializable
trait Minimizer[T, DF]
class Object
trait Matchable
class Any

Type members

Types

type History

Any history the derived minimization function needs to do its updates. typically an approximation to the second derivative/hessian matrix.

Any history the derived minimization function needs to do its updates. typically an approximation to the second derivative/hessian matrix.

type State = State[T, Info, History]

Value members

Constructors

def this(maxIter: Int, tolerance: Double, fvalMemory: Int, relativeTolerance: Boolean)(implicit space: NormedModule[T, Double])

Concrete methods

def infiniteIterations(f: DF, state: State): Iterator[State]
def iterations(f: DF, init: T): Iterator[State]
def minimize(f: DF, init: T): T
def minimizeAndReturnState(f: DF, init: T): State

Inherited methods

protected def logger: LazyLogger
Inherited from:
SerializableLogging

Concrete fields