Package de.labathome.trustconstr

Class BFGS

java.lang.Object

de.labathome.trustconstr.FullHessianUpdateStrategy

de.labathome.trustconstr.BFGS

All Implemented Interfaces:

HessianUpdateStrategy, BiFunction<Matrix,Object,Matrix>

public class BFGS
extends FullHessianUpdateStrategy

Broyden-Fletcher-Goldfarb-Shanno (BFGS) Hessian update strategy.

The update follows Nocedal & Wright, Numerical Optimization, 2nd ed. (2006), p.140.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	BFGS.BFGSFactory	Builder for BFGS; configure via FACTORY.

Nested classes/interfaces inherited from class de.labathome.trustconstr.FullHessianUpdateStrategy

FullHessianUpdateStrategy.FullHessianUpdateStrategyFactory<T extends FullHessianUpdateStrategy.FullHessianUpdateStrategyFactory<T>>

Field Summary

Fields

Modifier and Type	Field	Description
static final BFGS.BFGSFactory	FACTORY	Default BFGS factory; configure with chained setters then call BFGS.BFGSFactory.build().

Fields inherited from class de.labathome.trustconstr.FullHessianUpdateStrategy

approxType, B, firstIteration, H, n, scale

Method Summary

Methods inherited from class de.labathome.trustconstr.FullHessianUpdateStrategy

apply, autoScale, getMatrix, initialize, update

Methods inherited from class java.lang.Object

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

Methods inherited from interface java.util.function.BiFunction

andThen

Field Details

FACTORY

public static final BFGS.BFGSFactory FACTORY

Default BFGS factory; configure with chained setters then call BFGS.BFGSFactory.build().