LogBarrier.cpp File Reference

#include <sgpp/globaldef.hpp>
#include <sgpp/optimization/tools/Printer.hpp>
#include <sgpp/optimization/optimizer/constrained/LogBarrier.hpp>
#include <sgpp/optimization/optimizer/unconstrained/AdaptiveGradientDescent.hpp>
#include <sgpp/optimization/function/vector/EmptyVectorFunction.hpp>
#include <vector>

Namespaces
	sgpp
	This header contains some utility functions.
	sgpp::optimization
	sgpp::optimization::optimizer

Variable Documentation

f

ScalarFunction& f

protected

fGradient

ScalarFunctionGradient& fGradient

protected

g

VectorFunction& g

protected

gGradient

VectorFunctionGradient& gGradient

protected

m

size_t m

protected

Referenced by sgpp::datadriven::BayesianOptimization::acquisitionOuter(), sgpp::datadriven::LearnerSGDEOnOffParallel::allocateClassMatrices(), sgpp::datadriven::DBMatOfflineChol::choleskyAddPoint(), sgpp::datadriven::DBMatDMSChol::choleskyDowndate(), sgpp::datadriven::DBMatOfflineChol::choleskyPermutation(), sgpp::datadriven::DBMatDMSChol::choleskyUpdate(), sgpp::datadriven::DBMatOfflineChol::decomposeMatrix(), sgpp::base::OperationEvalLinearClenshawCurtisNaive::eval(), sgpp::base::OperationEvalModLinearClenshawCurtisNaive::eval(), sgpp::base::OperationEvalModPolyClenshawCurtisNaive::eval(), sgpp::base::OperationEvalPolyClenshawCurtisNaive::eval(), sgpp::base::OperationEvalModPolyNaive::eval(), sgpp::base::OperationEvalLinearClenshawCurtisBoundaryNaive::eval(), sgpp::base::OperationEvalPolyClenshawCurtisBoundaryNaive::eval(), sgpp::base::OperationEvalPolyBoundaryNaive::eval(), sgpp::base::OperationEvalPolyNaive::eval(), sgpp::base::OperationEvalLinearNaive::eval(), sgpp::base::OperationEvalModLinearNaive::eval(), sgpp::base::OperationEvalLinearBoundaryNaive::eval(), sgpp::base::OperationEval::eval(), sgpp::base::OperationEvalNakBsplineBoundaryCombigridNaive::eval(), sgpp::base::OperationEvalModWaveletNaive::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::OperationEvalPartialDerivativeModWaveletNaive::evalPartialDerivative(), sgpp::base::OperationEvalPartialDerivativeWaveletBoundaryNaive::evalPartialDerivative(), sgpp::base::OperationEvalPartialDerivativeWaveletNaive::evalPartialDerivative(), sgpp::base::OperationEvalPartialDerivativeBsplineBoundaryNaive::evalPartialDerivative(), sgpp::base::OperationEvalPartialDerivativeBsplineClenshawCurtisNaive::evalPartialDerivative(), sgpp::base::OperationEvalPartialDerivativeBsplineNaive::evalPartialDerivative(), sgpp::base::OperationEvalPartialDerivativeFundamentalSplineNaive::evalPartialDerivative(), sgpp::base::OperationEvalPartialDerivativeModBsplineNaive::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::datadriven::Harmonica::moveToNewSpace(), sgpp::base::OperationMultipleEvalLinearBoundaryNaive::mult(), sgpp::base::OperationMultipleEvalLinearClenshawCurtisBoundaryNaive::mult(), sgpp::base::OperationMultipleEvalLinearClenshawCurtisNaive::mult(), sgpp::base::OperationMultipleEvalLinearNaive::mult(), sgpp::base::OperationMultipleEvalModBsplineClenshawCurtisNaive::mult(), sgpp::base::OperationMultipleEvalModLinearClenshawCurtisNaive::mult(), sgpp::base::OperationMultipleEvalModPolyClenshawCurtisNaive::mult(), sgpp::base::OperationMultipleEvalPolyBoundaryNaive::mult(), sgpp::base::OperationMultipleEvalPolyClenshawCurtisNaive::mult(), sgpp::base::OperationMultipleEvalPolyNaive::mult(), sgpp::base::OperationMultipleEvalBsplineBoundaryNaive::mult(), sgpp::base::OperationMultipleEvalBsplineClenshawCurtisNaive::mult(), sgpp::base::OperationMultipleEvalModBsplineNaive::mult(), sgpp::base::OperationMultipleEvalPolyClenshawCurtisBoundaryNaive::mult(), sgpp::base::OperationMultipleEvalBsplineNaive::mult(), sgpp::base::OperationMultipleEvalLinearBoundaryNaive::multTranspose(), sgpp::base::OperationMultipleEvalLinearClenshawCurtisBoundaryNaive::multTranspose(), sgpp::base::OperationMultipleEvalLinearNaive::multTranspose(), sgpp::base::OperationMultipleEvalModBsplineClenshawCurtisNaive::multTranspose(), sgpp::base::OperationMultipleEvalModPolyClenshawCurtisNaive::multTranspose(), sgpp::base::OperationMultipleEvalModLinearClenshawCurtisNaive::multTranspose(), sgpp::base::OperationMultipleEvalLinearClenshawCurtisNaive::multTranspose(), sgpp::base::OperationMultipleEvalPolyBoundaryNaive::multTranspose(), sgpp::base::OperationMultipleEvalPolyClenshawCurtisNaive::multTranspose(), sgpp::base::OperationMultipleEvalBsplineClenshawCurtisNaive::multTranspose(), sgpp::base::OperationMultipleEvalPolyNaive::multTranspose(), sgpp::base::OperationMultipleEvalBsplineBoundaryNaive::multTranspose(), sgpp::base::OperationMultipleEvalBsplineNaive::multTranspose(), sgpp::base::OperationMultipleEvalPolyClenshawCurtisBoundaryNaive::multTranspose(), sgpp::base::OperationMultipleEvalModBsplineNaive::multTranspose(), sgpp::pde::OperationLaplaceExplicitBspline::OperationLaplaceExplicitBspline(), sgpp::pde::OperationLaplaceExplicitLinear::OperationLaplaceExplicitLinear(), sgpp::pde::OperationLaplaceExplicitModBspline::OperationLaplaceExplicitModBspline(), sgpp::pde::OperationMatrixLTwoDotExplicitBspline::OperationMatrixLTwoDotExplicitBspline(), sgpp::pde::OperationMatrixLTwoDotExplicitBsplineBoundary::OperationMatrixLTwoDotExplicitBsplineBoundary(), sgpp::pde::OperationMatrixLTwoDotExplicitBsplineClenshawCurtis::OperationMatrixLTwoDotExplicitBsplineClenshawCurtis(), sgpp::pde::OperationMatrixLTwoDotExplicitLinear::OperationMatrixLTwoDotExplicitLinear(), sgpp::pde::OperationMatrixLTwoDotExplicitLinearBoundary::OperationMatrixLTwoDotExplicitLinearBoundary(), sgpp::pde::OperationMatrixLTwoDotExplicitModBspline::OperationMatrixLTwoDotExplicitModBspline(), sgpp::pde::OperationMatrixLTwoDotExplicitModBsplineClenshawCurtis::OperationMatrixLTwoDotExplicitModBsplineClenshawCurtis(), sgpp::pde::OperationMatrixLTwoDotExplicitModifiedLinear::OperationMatrixLTwoDotExplicitModifiedLinear(), sgpp::pde::OperationMatrixLTwoDotExplicitModLinear::OperationMatrixLTwoDotExplicitModLinear(), sgpp::pde::OperationMatrixLTwoDotExplicitModPoly::OperationMatrixLTwoDotExplicitModPoly(), sgpp::pde::OperationMatrixLTwoDotExplicitModPolyClenshawCurtis::OperationMatrixLTwoDotExplicitModPolyClenshawCurtis(), sgpp::pde::OperationMatrixLTwoDotExplicitPeriodic::OperationMatrixLTwoDotExplicitPeriodic(), sgpp::pde::OperationMatrixLTwoDotExplicitPoly::OperationMatrixLTwoDotExplicitPoly(), sgpp::pde::OperationMatrixLTwoDotExplicitPolyBoundary::OperationMatrixLTwoDotExplicitPolyBoundary(), sgpp::pde::OperationMatrixLTwoDotExplicitPolyClenshawCurtis::OperationMatrixLTwoDotExplicitPolyClenshawCurtis(), sgpp::pde::OperationMatrixLTwoDotExplicitPolyClenshawCurtisBoundary::OperationMatrixLTwoDotExplicitPolyClenshawCurtisBoundary(), sgpp::optimization::optimizer::CMAES::optimize(), sgpp::optimization::optimizer::LevenbergMarquardt::optimize(), sgpp::datadriven::Harmonica::prepareConfigs(), sgpp::optimization::math::QRDecomposition(), sgpp::optimization::file_io::readMatrix(), sgpp::optimization::file_io::readVector(), sgpp::optimization::math::schurDecomposition(), sgpp::datadriven::ContinuousParameter::setHarmonica(), sgpp::datadriven::DiscreteParameter::setHarmonica(), and sgpp::optimization::sle_solver::SLESolver::solve().

mu

double mu

protected

Referenced by sgpp::optimization::optimizer::LogBarrier::optimize().