Package jsat.math.optimization

Interface Summary

Interface	Description
LineSearch	Line search defines a method of minimizing a function φ(α) = f(x+α p) where α > 0 is a scalar value, and x and p are fixed vectors.
Optimizer	This interface defines a contract for multivariate function minimization. Different optimization methods will use or require different amounts of information.

Class Summary

Class	Description
BacktrackingArmijoLineSearch	An implementation of Backtraking line search using the Armijo rule.
BFGS	Implementation of the Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorithm for function minimization.
GoldenSearch	Minimizes a single variate function in the same way that
LBFGS	Implementation of the Limited memory variant of BFGS.
ModifiedOWLQN	This implements the Modified Orthant-Wise Limited memory Quasi-Newton(mOWL-QN) optimizer.
NelderMead	The Nelder-Mean algorithm is a simple directed search method.
RosenbrockFunction	The Rosenbrock function is a function with at least one minima with the value zero.
WolfeNWLineSearch	An implementation of the Wolfe Line Search algorithm described by Nocedal and Wright in Numerical Optimization (2nd edition) on pages 59-63.

Enum Summary

Enum	Description
WolfeNWLineSearch.AlphaInit