| Interface | Description |
|---|---|
| ADMM.ProximalSolver | |
| L_BFGS.ProgressMonitor |
Monitor progress and enable early termination.
|
| OptimizationUtils.GradientSolver |
Provides ginfo computation and line search evaluation specific to given problem.
|
| OptimizationUtils.LineSearchSolver |
| Class | Description |
|---|---|
| ADMM |
Created by tomasnykodym on 3/2/15.
|
| ADMM.L1Solver | |
| L_BFGS |
Created by tomasnykodym on 9/15/14.
|
| L_BFGS.History |
Keeps L-BFGS history ie curvature information recorded over the last m steps.
|
| L_BFGS.Result | |
| OptimizationUtils |
Created by tomasnykodym on 9/29/15.
|
| OptimizationUtils.ExactLineSearch |
This class implements the exact line search described in the doc, Algorithm 11.5
|
| OptimizationUtils.GradientInfo | |
| OptimizationUtils.MoreThuente | |
| OptimizationUtils.SimpleBacktrackingLS |