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lbfgsb

package module

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Versions in this module

v0

v0.1.6

Sep 13, 2021

v0.1.5

Sep 12, 2021

v0.1.4

Sep 12, 2021

v0.1.3

Sep 12, 2021

v0.1.2

Sep 12, 2021

v0.1.1

Sep 12, 2021

Changes in this version

type FunctionWithGradient

+ EvaluateFunction func(point []float64) float64

type GeneralObjectiveFunction

+ func (gof GeneralObjectiveFunction) EvaluateFunction(point []float64) float64

v0.1.0

Jul 3, 2013

Changes in this version

+ type ExitStatus struct

+ Code ExitStatusCode

+ Message string

+ func (es ExitStatus) AsError() error

+ func (es ExitStatus) Error() string

+ func (es ExitStatus) String() string

+ type ExitStatusCode uint8

+ const APPROXIMATE

+ const FAILURE

+ const INTERNAL_ERROR

+ const SUCCESS

+ const USAGE_ERROR

+ const WARNING

+ func (esc ExitStatusCode) String() string

+ type FunctionWithGradient interface

+ Evaluate func(point []float64) float64

+ EvaluateGradient func(point []float64) []float64

+ type GeneralObjectiveFunction struct

+ Function func([]float64) float64

+ Gradient func([]float64) []float64

+ func (gof GeneralObjectiveFunction) Evaluate(point []float64) float64

+ func (gof GeneralObjectiveFunction) EvaluateGradient(point []float64) []float64

+ type Lbfgsb struct

+ func NewLbfgsb(dimensionality int) *Lbfgsb

+ func (lbfgsb *Lbfgsb) ClearBounds() *Lbfgsb

+ func (lbfgsb *Lbfgsb) Init(dimensionality int) *Lbfgsb

+ func (lbfgsb *Lbfgsb) Minimize(objective FunctionWithGradient, initialPoint []float64) (minimum PointValueGradient, exitStatus ExitStatus)

+ func (lbfgsb *Lbfgsb) OptimizationStatistics() OptimizationStatistics

+ func (lbfgsb *Lbfgsb) SetApproximationSize(size int) *Lbfgsb

+ func (lbfgsb *Lbfgsb) SetBounds(bounds [][2]float64) *Lbfgsb

+ func (lbfgsb *Lbfgsb) SetBoundsAll(lower, upper float64) *Lbfgsb

+ func (lbfgsb *Lbfgsb) SetBoundsSparse(sparseBounds map[int][]float64) *Lbfgsb

+ func (lbfgsb *Lbfgsb) SetFTolerance(fTolerance float64) *Lbfgsb

+ func (lbfgsb *Lbfgsb) SetFortranPrintControl(verbosity int) *Lbfgsb

+ func (lbfgsb *Lbfgsb) SetGTolerance(gTolerance float64) *Lbfgsb

+ func (lbfgsb *Lbfgsb) SetLogger(logger OptimizationIterationLogger) *Lbfgsb

+ type ObjectiveFunctionMinimizer interface

+ Minimize func(objective FunctionWithGradient, initialPoint []float64) (minimum PointValueGradient, exitStatus ExitStatus)

+ type OptimizationIterationInformation struct

+ F float64

+ FDelta float64

+ FDeltaBound float64

+ FEvals int

+ FEvalsTotal int

+ G []float64

+ GEvals int

+ GEvalsTotal int

+ GNorm float64

+ GNormBound float64

+ Iteration int

+ StepLength float64

+ X []float64

+ func (oii *OptimizationIterationInformation) Header() string

+ func (oii *OptimizationIterationInformation) String() string

+ type OptimizationIterationLogger func(info *OptimizationIterationInformation)

+ type OptimizationStatistics struct

+ FunctionEvaluations int

+ GradientEvaluations int

+ Iterations int

+ type OptimizationStatisticser interface

+ OptimizationStatistics func() OptimizationStatistics

+ type PointValueGradient struct

+ F float64

+ G []float64

+ X []float64