protected abstract class QuasiNewtonMinimizer.QuasiNewtonImpl extends SteepestDescentMinimizer.SteepestDescentImpl
Modifier and Type | Field and Description |
---|---|
protected double |
ak
the increment in the search direction
|
protected Vector |
dk
the line search direction at the k-th iteration
|
protected Vector |
gk
the gradient at the k-th iteration
|
protected Matrix |
Sk
This is the approximate inverse of the Hessian matrix.
|
linesearch, problem
Modifier and Type | Method and Description |
---|---|
Vector |
getDirection(Vector xk)
Get the next search direction.
|
double |
getIncrement(Vector xk,
Vector dk)
Get the increment fraction, αk.
|
minimizer, minimum, search, setInitials, step
protected Matrix Sk
updateSk(dev.nm.algebra.linear.vector.doubles.Vector)
modifies this incrementally.protected Vector gk
protected Vector dk
protected double ak
public Vector getDirection(Vector xk)
SteepestDescentMinimizer.SteepestDescentImpl
getDirection
in class SteepestDescentMinimizer.SteepestDescentImpl
xk
- the current minimizerpublic double getIncrement(Vector xk, Vector dk)
SteepestDescentMinimizer.SteepestDescentImpl
getIncrement
in class SteepestDescentMinimizer.SteepestDescentImpl
xk
- the current minimizerdk
- the search directionCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.