SG++
LogBarrier.cpp File Reference

Namespaces

 sgpp
 This header contains some utility functions.
 
 sgpp::optimization
 SG++ module for optimization of smooth sparse grid interpolants.
 
 sgpp::optimization::optimizer
 Namespace containing methods for gradient-based and gradient-free optimization.
 

Variable Documentation

ScalarFunction& f
protected
ScalarFunctionGradient& fGradient
protected
VectorFunction& g
protected
VectorFunctionGradient& gGradient
protected
size_t m
protected

Referenced by sgpp::datadriven::LearnerSGDEOnOffParallel::allocateClassMatrices(), sgpp::datadriven::DBMatOfflineChol::choleskyAddPoint(), sgpp::datadriven::DBMatDMSChol::choleskyDowndate(), sgpp::datadriven::DBMatOfflineChol::choleskyPermutation(), sgpp::datadriven::DBMatDMSChol::choleskyUpdate(), sgpp::datadriven::DBMatOnlineDE::computeDensityFunction(), sgpp::datadriven::DBMatOfflineChol::decomposeMatrix(), sgpp::base::OperationEvalModPolyNaive::eval(), sgpp::base::OperationEvalPolyNaive::eval(), sgpp::base::OperationEvalPolyBoundaryNaive::eval(), sgpp::base::OperationEvalLinearBoundaryNaive::eval(), sgpp::base::OperationEvalModLinearNaive::eval(), sgpp::base::OperationEvalLinearClenshawCurtisNaive::eval(), sgpp::base::OperationEvalLinearNaive::eval(), sgpp::base::OperationEval::eval(), sgpp::base::OperationEvalModWaveletNaive::eval(), sgpp::base::OperationEvalNakBsplineBoundaryCombigridNaive::eval(), sgpp::base::OperationEvalWaveletBoundaryNaive::eval(), sgpp::base::OperationEvalWaveletNaive::eval(), sgpp::base::OperationEvalModBsplineNaive::eval(), sgpp::base::OperationEvalModFundamentalSplineNaive::eval(), sgpp::base::OperationEvalBsplineClenshawCurtisNaive::eval(), sgpp::base::OperationEvalFundamentalSplineNaive::eval(), sgpp::base::OperationEvalBsplineBoundaryNaive::eval(), sgpp::base::OperationEvalModBsplineClenshawCurtisNaive::eval(), sgpp::base::OperationEvalBsplineNaive::eval(), sgpp::base::OperationEvalGradient::evalGradient(), sgpp::base::OperationEvalGradientWaveletNaive::evalGradient(), sgpp::base::OperationEvalGradientWaveletBoundaryNaive::evalGradient(), sgpp::base::OperationEvalGradientModWaveletNaive::evalGradient(), sgpp::base::OperationEvalGradientBsplineNaive::evalGradient(), sgpp::base::OperationEvalGradientBsplineBoundaryNaive::evalGradient(), sgpp::base::OperationEvalGradientFundamentalSplineNaive::evalGradient(), sgpp::base::OperationEvalGradientModBsplineNaive::evalGradient(), sgpp::base::OperationEvalGradientBsplineClenshawCurtisNaive::evalGradient(), sgpp::base::OperationEvalGradientModBsplineClenshawCurtisNaive::evalGradient(), sgpp::base::OperationEvalGradientModFundamentalSplineNaive::evalGradient(), sgpp::base::OperationEvalHessian::evalHessian(), sgpp::base::OperationEvalHessianModWaveletNaive::evalHessian(), sgpp::base::OperationEvalHessianWaveletNaive::evalHessian(), sgpp::base::OperationEvalHessianWaveletBoundaryNaive::evalHessian(), sgpp::base::OperationEvalHessianBsplineNaive::evalHessian(), sgpp::base::OperationEvalHessianModBsplineNaive::evalHessian(), sgpp::base::OperationEvalHessianBsplineBoundaryNaive::evalHessian(), sgpp::base::OperationEvalHessianBsplineClenshawCurtisNaive::evalHessian(), sgpp::base::OperationEvalHessianFundamentalSplineNaive::evalHessian(), sgpp::base::OperationEvalHessianModFundamentalSplineNaive::evalHessian(), sgpp::base::OperationEvalHessianModBsplineClenshawCurtisNaive::evalHessian(), sgpp::base::OperationEvalPartialDerivative::evalPartialDerivative(), sgpp::base::OperationEvalPartialDerivativeWaveletNaive::evalPartialDerivative(), sgpp::base::OperationEvalPartialDerivativeModWaveletNaive::evalPartialDerivative(), sgpp::base::OperationEvalPartialDerivativeWaveletBoundaryNaive::evalPartialDerivative(), sgpp::base::OperationEvalPartialDerivativeBsplineBoundaryNaive::evalPartialDerivative(), sgpp::base::OperationEvalPartialDerivativeBsplineClenshawCurtisNaive::evalPartialDerivative(), sgpp::base::OperationEvalPartialDerivativeBsplineNaive::evalPartialDerivative(), sgpp::base::OperationEvalPartialDerivativeModBsplineNaive::evalPartialDerivative(), sgpp::base::OperationEvalPartialDerivativeFundamentalSplineNaive::evalPartialDerivative(), sgpp::base::OperationEvalPartialDerivativeModFundamentalSplineNaive::evalPartialDerivative(), sgpp::base::OperationEvalPartialDerivativeModBsplineClenshawCurtisNaive::evalPartialDerivative(), sgpp::base::DataMatrix::fromString(), sgpp::combigrid::CombigridEvaluator< V >::getGridPointMatrix(), sgpp::optimization::math::hessenbergForm(), sgpp::optimization::math::householderTransformation(), sgpp::combigrid::LagrangePolynomial(), sgpp::pde::OperationMatrixLTwoDotExplicitLinear::OperationMatrixLTwoDotExplicitLinear(), sgpp::pde::OperationMatrixLTwoDotExplicitLinearBoundary::OperationMatrixLTwoDotExplicitLinearBoundary(), sgpp::pde::OperationMatrixLTwoDotExplicitModifiedLinear::OperationMatrixLTwoDotExplicitModifiedLinear(), sgpp::pde::OperationMatrixLTwoDotExplicitPeriodic::OperationMatrixLTwoDotExplicitPeriodic(), sgpp::optimization::optimizer::CMAES::optimize(), sgpp::optimization::optimizer::LevenbergMarquardt::optimize(), sgpp::datadriven::LearnerDensityBasedReg::predict(), sgpp::optimization::math::QRDecomposition(), sgpp::optimization::file_io::readMatrix(), sgpp::optimization::file_io::readVector(), sgpp::optimization::math::schurDecomposition(), sgpp::optimization::sle_solver::SLESolver::solve(), sgpp::datadriven::LearnerDensityBasedReg::train(), and sgpp::datadriven::LearnerDensityBased::train().

double mu
protected