Package de.labathome.trustconstr

Class BFGS.BFGSFactory

java.lang.Object

de.labathome.trustconstr.FullHessianUpdateStrategy.FullHessianUpdateStrategyFactory<BFGS.BFGSFactory>

de.labathome.trustconstr.BFGS.BFGSFactory

Enclosing class:

BFGS

public static class BFGS.BFGSFactory
extends FullHessianUpdateStrategy.FullHessianUpdateStrategyFactory<BFGS.BFGSFactory>

Builder for BFGS; configure via BFGS.FACTORY.

Field Summary

Fields inherited from class de.labathome.trustconstr.FullHessianUpdateStrategy.FullHessianUpdateStrategyFactory

initialScale, initialScaleAuto

Constructor Summary

Constructors

Constructor	Description
BFGSFactory()	Public so callers can construct a fresh factory per build instead of mutating the shared BFGS.FACTORY singleton (whose state leaks across calls and tests).

Method Summary

Modifier and Type	Method	Description
BFGS	build()	Build a configured BFGS instance.
BFGS.BFGSFactory	exceptionStrategy(ExceptionStrategy exceptionStrategy)	Choose how to proceed when the curvature condition is violated: SKIP_UPDATE skips the update entirely; DAMP_UPDATE interpolates between the actual BFGS result and the unmodified matrix.
BFGS.BFGSFactory	minCurvature(double minCurvature)	Minimum curvature dot(delta_grad, delta_x) (scaled by a normalization factor) allowed to bypass the exception strategy.

Methods inherited from class de.labathome.trustconstr.FullHessianUpdateStrategy.FullHessianUpdateStrategyFactory

initalScale, initialScaleAuto, self

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

BFGSFactory

public BFGSFactory()

Public so callers can construct a fresh factory per build instead of mutating the shared BFGS.FACTORY singleton (whose state leaks across calls and tests). Same fix pattern as ScalarFunction.ScalarFunctionFactory.

Method Details

exceptionStrategy

public BFGS.BFGSFactory exceptionStrategy(ExceptionStrategy exceptionStrategy)

Choose how to proceed when the curvature condition is violated: SKIP_UPDATE skips the update entirely; DAMP_UPDATE interpolates between the actual BFGS result and the unmodified matrix. Both strategies are described in Nocedal & Wright (2006), pp.536-537.

Parameters:

exceptionStrategy - strategy to apply on curvature violation

Returns:

this factory, for chaining

minCurvature

public BFGS.BFGSFactory minCurvature(double minCurvature)

Minimum curvature dot(delta_grad, delta_x) (scaled by a normalization factor) allowed to bypass the exception strategy. Default is 1e-8 for SKIP_UPDATE and 0.2 for DAMP_UPDATE.

Parameters:

minCurvature - curvature threshold

Returns:

this factory, for chaining

build

public BFGS build()

Build a configured BFGS instance.

Returns:

a fresh BFGS with the configured options