public static class GLM.ProximalGradientSolver extends L_BFGS.GradientSolver
Constructor and Description |
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GLM.ProximalGradientSolver(L_BFGS.GradientSolver s,
double[] betaGiven,
double[] rho) |
Modifier and Type | Method and Description |
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L_BFGS.GradientInfo |
getGradient(double[] beta)
Evaluate gradient at solution beta.
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double[] |
getObjVals(double[] beta,
double[] pk,
int nSteps,
double stepDec)
Evaluate objective values at k line search points beta_k.
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doLineSearch
public GLM.ProximalGradientSolver(L_BFGS.GradientSolver s, double[] betaGiven, double[] rho)
public L_BFGS.GradientInfo getGradient(double[] beta)
L_BFGS.GradientSolver
getGradient
in class L_BFGS.GradientSolver
public double[] getObjVals(double[] beta, double[] pk, int nSteps, double stepDec)
L_BFGS.GradientSolver
getObjVals
in class L_BFGS.GradientSolver
beta
- - initial vector of coefficientspk
- - search direction