BFGS(const ScalarFunction &f, const ScalarFunctionGradient &fGradient, size_t maxItCount=DEFAULT_N, double tolerance=DEFAULT_TOLERANCE, double stepSizeIncreaseFactor=DEFAULT_STEP_SIZE_INCREASE_FACTOR, double stepSizeDecreaseFactor=DEFAULT_STEP_SIZE_DECREASE_FACTOR, double lineSearchAccuracy=DEFAULT_LINE_SEARCH_ACCURACY) | sgpp::optimization::optimizer::BFGS | |
BFGS(const BFGS &other) | sgpp::optimization::optimizer::BFGS | |
clone(std::unique_ptr< UnconstrainedOptimizer > &clone) const override | sgpp::optimization::optimizer::BFGS | virtual |
DEFAULT_LINE_SEARCH_ACCURACY | sgpp::optimization::optimizer::BFGS | static |
DEFAULT_N | sgpp::optimization::optimizer::UnconstrainedOptimizer | static |
DEFAULT_STEP_SIZE_DECREASE_FACTOR | sgpp::optimization::optimizer::BFGS | static |
DEFAULT_STEP_SIZE_INCREASE_FACTOR | sgpp::optimization::optimizer::BFGS | static |
DEFAULT_TOLERANCE | sgpp::optimization::optimizer::BFGS | static |
f | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
fGradient | sgpp::optimization::optimizer::BFGS | protected |
fHist | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
fOpt | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
getHistoryOfOptimalPoints() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getHistoryOfOptimalValues() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getLineSearchAccuracy() const | sgpp::optimization::optimizer::BFGS | |
getN() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getObjectiveFunction() const | sgpp::optimization::optimizer::UnconstrainedOptimizer | inline |
getObjectiveGradient() const | sgpp::optimization::optimizer::BFGS | |
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::BFGS | |
getStepSizeIncreaseFactor() const | sgpp::optimization::optimizer::BFGS | |
getTolerance() const | sgpp::optimization::optimizer::BFGS | |
N | sgpp::optimization::optimizer::UnconstrainedOptimizer | protected |
optimize() override | sgpp::optimization::optimizer::BFGS | virtual |
rhoAlphaMinus | sgpp::optimization::optimizer::BFGS | protected |
rhoAlphaPlus | sgpp::optimization::optimizer::BFGS | protected |
rhoLs | sgpp::optimization::optimizer::BFGS | protected |
setLineSearchAccuracy(double lineSearchAccuracy) | sgpp::optimization::optimizer::BFGS | |
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::BFGS | |
setStepSizeIncreaseFactor(double stepSizeIncreaseFactor) | sgpp::optimization::optimizer::BFGS | |
setTolerance(double tolerance) | sgpp::optimization::optimizer::BFGS | |
theta | sgpp::optimization::optimizer::BFGS | 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 |
~BFGS() override | sgpp::optimization::optimizer::BFGS | |
~UnconstrainedOptimizer() | sgpp::optimization::optimizer::UnconstrainedOptimizer | inlinevirtual |