AdaptiveNewton(const ScalarFunction &f, const ScalarFunctionHessian &fHessian, size_t maxItCount=DEFAULT_N, double tolerance=DEFAULT_TOLERANCE, double stepSizeIncreaseFactor=DEFAULT_STEP_SIZE_INCREASE_FACTOR, double stepSizeDecreaseFactor=DEFAULT_STEP_SIZE_DECREASE_FACTOR, double dampingIncreaseFactor=DEFAULT_DAMPING_INCREASE_FACTOR, double dampingDecreaseFactor=DEFAULT_DAMPING_DECREASE_FACTOR, double lineSearchAccuracy=DEFAULT_LINE_SEARCH_ACCURACY) | sgpp::optimization::optimizer::AdaptiveNewton | |
AdaptiveNewton(const ScalarFunction &f, const ScalarFunctionHessian &fHessian, size_t maxItCount, double tolerance, double stepSizeIncreaseFactor, double stepSizeDecreaseFactor, double dampingIncreaseFactor, double dampingDecreaseFactor, double lineSearchAccuracy, const sle_solver::SLESolver &sleSolver) | sgpp::optimization::optimizer::AdaptiveNewton | |
AdaptiveNewton(const AdaptiveNewton &other) | sgpp::optimization::optimizer::AdaptiveNewton | |
clone(std::unique_ptr< UnconstrainedOptimizer > &clone) const override | sgpp::optimization::optimizer::AdaptiveNewton | virtual |
DEFAULT_DAMPING_DECREASE_FACTOR | sgpp::optimization::optimizer::AdaptiveNewton | static |
DEFAULT_DAMPING_INCREASE_FACTOR | sgpp::optimization::optimizer::AdaptiveNewton | static |
DEFAULT_LINE_SEARCH_ACCURACY | sgpp::optimization::optimizer::AdaptiveNewton | static |
DEFAULT_N | sgpp::optimization::optimizer::UnconstrainedOptimizer | static |
DEFAULT_STEP_SIZE_DECREASE_FACTOR | sgpp::optimization::optimizer::AdaptiveNewton | static |
DEFAULT_STEP_SIZE_INCREASE_FACTOR | sgpp::optimization::optimizer::AdaptiveNewton | static |
DEFAULT_TOLERANCE | sgpp::optimization::optimizer::AdaptiveNewton | static |
defaultSleSolver | sgpp::optimization::optimizer::AdaptiveNewton | protected |
f | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
fHessian | sgpp::optimization::optimizer::AdaptiveNewton | protected |
fHist | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
fOpt | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
getDampingDecreaseFactor() const | sgpp::optimization::optimizer::AdaptiveNewton | |
getDampingIncreaseFactor() const | sgpp::optimization::optimizer::AdaptiveNewton | |
getHistoryOfOptimalPoints() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getHistoryOfOptimalValues() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getLineSearchAccuracy() const | sgpp::optimization::optimizer::AdaptiveNewton | |
getN() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getObjectiveFunction() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getObjectiveHessian() const | sgpp::optimization::optimizer::AdaptiveNewton | |
getOptimalPoint() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getOptimalValue() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getStartingPoint() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getStepSizeDecreaseFactor() const | sgpp::optimization::optimizer::AdaptiveNewton | |
getStepSizeIncreaseFactor() const | sgpp::optimization::optimizer::AdaptiveNewton | |
getTolerance() const | sgpp::optimization::optimizer::AdaptiveNewton | |
N | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
optimize() override | sgpp::optimization::optimizer::AdaptiveNewton | virtual |
rhoAlphaMinus | sgpp::optimization::optimizer::AdaptiveNewton | protected |
rhoAlphaPlus | sgpp::optimization::optimizer::AdaptiveNewton | protected |
rhoLambdaMinus | sgpp::optimization::optimizer::AdaptiveNewton | protected |
rhoLambdaPlus | sgpp::optimization::optimizer::AdaptiveNewton | protected |
rhoLs | sgpp::optimization::optimizer::AdaptiveNewton | protected |
setDampingDecreaseFactor(double dampingDecreaseFactor) | sgpp::optimization::optimizer::AdaptiveNewton | |
setDampingIncreaseFactor(double dampingIncreaseFactor) | sgpp::optimization::optimizer::AdaptiveNewton | |
setLineSearchAccuracy(double lineSearchAccuracy) | sgpp::optimization::optimizer::AdaptiveNewton | |
setN(size_t N) | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
setStartingPoint(const base::DataVector &startingPoint) | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
setStepSizeDecreaseFactor(double stepSizeDecreaseFactor) | sgpp::optimization::optimizer::AdaptiveNewton | |
setStepSizeIncreaseFactor(double stepSizeIncreaseFactor) | sgpp::optimization::optimizer::AdaptiveNewton | |
setTolerance(double tolerance) | sgpp::optimization::optimizer::AdaptiveNewton | |
sleSolver | sgpp::optimization::optimizer::AdaptiveNewton | protected |
theta | sgpp::optimization::optimizer::AdaptiveNewton | protected |
UnconstrainedOptimizer(const ScalarFunction &f, size_t N=DEFAULT_N) | sgpp::optimization::optimizer::UnconstrainedOptimizer | inlineexplicit |
UnconstrainedOptimizer(const UnconstrainedOptimizer &other) | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
x0 | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
xHist | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
xOpt | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
~AdaptiveNewton() override | sgpp::optimization::optimizer::AdaptiveNewton | |
~UnconstrainedOptimizer() | sgpp::optimization::optimizer::UnconstrainedOptimizer | inlinevirtual |