Package org.ddogleg.optimization.impl

Interface Summary

Interface	Description
TrustRegionStep	Computes the next step to take in the trust region approach and the expected reduction.

Class Summary

Class	Description
CauchyStep	Selects the optimal point along the gradient line within the trust region's constraint.
CommonLineSearch
DoglegStepF
DoglegStepFtF	Approximates the optimal step within the trust region using the so called dogleg.
EquationsBFGS	Equations for updating the approximate Hessian matrix using BFGS equations.
LevenbergBase	Base class for Levenberg type algorithms.
LevenbergDampened	Implementation of Levenberg's algorithm which explicitly computes the J(x)'J(x) matrix and iteratively adjusts the dampening parameter.
LevenbergDenseBase	Base class for Levenberg solvers which use dense matrices.
LevenbergMarquardtDampened	Modification of LevenbergDampened which incorporates the insight of Marquardt.
LineSearchFletcher86	Line search which meets the strong Wolfe line condition.
LineSearchMore94	Line search algorithm that provides a guaranteed sufficient decrease according to the Wolfe condition.
NumericalDerivativeFB	Finite difference numerical derivative calculation using the forward+backwards equation.
NumericalDerivativeForward	Finite difference numerical gradient calculation using forward equation.
NumericalGradientFB	Finite difference numerical gradient calculation using the forward+backwards equation.
NumericalGradientForward	Finite difference numerical gradient calculation using forward equation.
NumericalJacobianFB	Finite difference numerical jacobian calculation using the forward+backwards equation.
NumericalJacobianForward	Finite difference numerical gradient calculation using forward equation.
QuasiNewtonBFGS	Quasi-Newton nonlinear optimization using BFGS update on the approximate inverse Hessian with a line search.
SearchInterpolate	Contains interpolation functions for use in line searches.
TestCauchyStep
TestDoglegStepF
TestDoglegStepFtF
TestEquationsBFGS
TestLevenbergDampened
TestLevenbergMarquardtDampened
TestLineSearchFletcher86
TestLineSearchMore94	The first test is a very basic test to see if it can minimize a simple problem.
TestNumericalDerivativeFB
TestNumericalDerivativeForward
TestNumericalGradientFB
TestNumericalGradientForward
TestNumericalJacobianFB
TestNumericalJacobianForward
TestQuasiNewtonBFGS
TestSearchInterpolate
TestTrustRegionLeastSquares
TrivialFunctionNtoS	Test function with a minimum at 0 and minimum value of 0.
TrivialLeastSquaresResidual
TrivialQuadraticDerivStoS	Function used for testing optimization functions
TrivialQuadraticStoS	Function used for testing optimization functions.
TrustRegionLeastSquares	Trust region based optimization algorithms switch between the optimal Gauss Newton step and gradient descent.

Enum Summary

Enum	Description
SearchStatus