public abstract static class L_BFGS.GradientSolver
extends java.lang.Object
Constructor and Description |
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L_BFGS.GradientSolver() |
Modifier and Type | Method and Description |
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L_BFGS.LineSearchSol |
doLineSearch(L_BFGS.GradientInfo ginfo,
double[] beta,
double[] direction,
int nSteps,
double tdec)
Perform line search at given solution and search direction.
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abstract L_BFGS.GradientInfo |
getGradient(double[] beta)
Evaluate gradient at solution beta.
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abstract double[] |
getObjVals(double[] beta,
double[] pk,
int nSteps,
double initialStep,
double stepDec)
Evaluate objective values at k line search points beta_k.
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public abstract L_BFGS.GradientInfo getGradient(double[] beta)
beta
- public abstract double[] getObjVals(double[] beta, double[] pk, int nSteps, double initialStep, double stepDec)
beta
- - initial vector of coefficientspk
- - search directionpublic L_BFGS.LineSearchSol doLineSearch(L_BFGS.GradientInfo ginfo, double[] beta, double[] direction, int nSteps, double tdec)
ginfo
- - gradient and objective value at current solutionbeta
- - current solutiondirection
- - search direction