bfgs

package
v1.0.2 Latest Latest
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Published: Aug 11, 2020 License: GPL-3.0 Imports: 5 Imported by: 0

Documentation

Index

Constants

This section is empty.

Variables

This section is empty.

Functions

func Run

func Run(f Objective, x0 Vector, args ...interface{}) (Vector, error)

Types

type Constraints

type Constraints struct {
	Value func(x Vector) bool
}

type Epsilon

type Epsilon struct {
	Value float64
}

type Hessian

type Hessian struct {
	Value Matrix
}

type Hook

type Hook struct {
	Value func(x, gradient ConstVector, y ConstScalar) bool
}

type MaxIterations

type MaxIterations struct {
	Value int
}

type Objective

type Objective func(ConstVector) (MagicScalar, error)

type ObjectiveInSitu

type ObjectiveInSitu struct {
	Eval func(x, g Vector, y Scalar) error
	X    MagicVector
}

func (ObjectiveInSitu) Differentiate

func (f ObjectiveInSitu) Differentiate(x, g Vector, y Scalar) error

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