public TrustRegionBase_F64(ParameterUpdate<S> parameterUpdate, HM hessian ) { super(hessian); configure(new ConfigTrustRegion()); this.parameterUpdate = parameterUpdate; this.hessian = hessian; }
public ConfigTrustRegion copy() { ConfigTrustRegion out = new ConfigTrustRegion(); out.regionInitial = regionInitial; out.regionMaximum = regionMaximum; out.set(this); return out; }
public TrustRegionBase_F64(ParameterUpdate<S> parameterUpdate, HM hessian ) { super(hessian); configure(new ConfigTrustRegion()); this.parameterUpdate = parameterUpdate; this.hessian = hessian; }
public ConfigTrustRegion copy() { ConfigTrustRegion out = new ConfigTrustRegion(); out.regionInitial = regionInitial; out.regionMaximum = regionMaximum; out.set(this); return out; }
@Override protected UnconstrainedLeastSquares<DMatrixRMaj> createSearch(double minimumValue) { ConfigTrustRegion config = new ConfigTrustRegion(); config.regionInitial = -1; UnconLeastSqTrustRegion_F64<DMatrixRMaj> tr = createSolver(); tr.configure(config); return tr; } }
@Override protected UnconstrainedLeastSquares<DMatrixRMaj> createSearch(double minimumValue) { ConfigTrustRegion config = new ConfigTrustRegion(); config.regionInitial = 100; config.hessianScaling = true; UnconLeastSqTrustRegion_F64<DMatrixRMaj> tr = createSolver(); tr.configure(config); return tr; } }
/** * Dense trust-region unconstrained minimization using Dogleg steps and BFGS to estimate the Hessian. * @param config Trust region configuration * @return The new optimization routine */ public static UnconstrainedMinimization doglegBFGS( @Nullable ConfigTrustRegion config ) { if( config == null ) config = new ConfigTrustRegion(); HessianBFGS hessian = new HessianBFGS_DDRM(true); TrustRegionUpdateDogleg_F64<DMatrixRMaj> update = new TrustRegionUpdateDogleg_F64<>(); UnconMinTrustRegionBFGS_F64 alg = new UnconMinTrustRegionBFGS_F64(update,hessian); alg.configure(config); return alg; }
/** * Dense trust-region unconstrained minimization using Dogleg steps and BFGS to estimate the Hessian. * @param config Trust region configuration * @return The new optimization routine */ public static UnconstrainedMinimization doglegBFGS( @Nullable ConfigTrustRegion config ) { if( config == null ) config = new ConfigTrustRegion(); HessianBFGS hessian = new HessianBFGS_DDRM(true); TrustRegionUpdateDogleg_F64<DMatrixRMaj> update = new TrustRegionUpdateDogleg_F64<>(); UnconMinTrustRegionBFGS_F64 alg = new UnconMinTrustRegionBFGS_F64(update,hessian); alg.configure(config); return alg; }
/** * Creates a sparse Schur Complement trust region optimization using dogleg steps. * * @see UnconLeastSqTrustRegionSchur_F64 * * @param config Trust region configuration * @return The new optimization routine */ public static UnconstrainedLeastSquaresSchur<DMatrixSparseCSC> doglegSchur( @Nullable ConfigTrustRegion config ) { if( config == null ) config = new ConfigTrustRegion(); HessianSchurComplement_DSCC hessian = new HessianSchurComplement_DSCC(); TrustRegionUpdateDogleg_F64<DMatrixSparseCSC> update = new TrustRegionUpdateDogleg_F64<>(); UnconLeastSqTrustRegionSchur_F64<DMatrixSparseCSC> alg = new UnconLeastSqTrustRegionSchur_F64<>(update,hessian); alg.configure(config); return alg; }
/** * Creates a sparse Schur Complement trust region optimization using dogleg steps. * * @see UnconLeastSqTrustRegionSchur_F64 * * @param config Trust region configuration * @return The new optimization routine */ public static UnconstrainedLeastSquaresSchur<DMatrixSparseCSC> doglegSchur( @Nullable ConfigTrustRegion config ) { if( config == null ) config = new ConfigTrustRegion(); HessianSchurComplement_DSCC hessian = new HessianSchurComplement_DSCC(); TrustRegionUpdateDogleg_F64<DMatrixSparseCSC> update = new TrustRegionUpdateDogleg_F64<>(); UnconLeastSqTrustRegionSchur_F64<DMatrixSparseCSC> alg = new UnconLeastSqTrustRegionSchur_F64<>(update,hessian); alg.configure(config); return alg; }
/** * Creates a dense trust region least-squares optimization using cauchy steps. * * @see UnconLeastSqTrustRegion_F64 * * @param config Trust region configuration * @return The new optimization routine */ public static UnconstrainedLeastSquares<DMatrixRMaj> cauchy( @Nullable ConfigTrustRegion config ) { if( config == null ) config = new ConfigTrustRegion(); HessianLeastSquares_DDRM hessian = new HessianLeastSquares_DDRM(); MatrixMath_DDRM math = new MatrixMath_DDRM(); TrustRegionUpdateCauchy_F64<DMatrixRMaj> update = new TrustRegionUpdateCauchy_F64<>(); UnconLeastSqTrustRegion_F64<DMatrixRMaj> alg = new UnconLeastSqTrustRegion_F64<>(update,hessian,math); alg.configure(config); return alg; }
/** * Creates a sparse trust region optimization using cauchy steps. * * @see UnconLeastSqTrustRegion_F64 * * @param config Trust region configuration * @return The new optimization routine */ public static UnconstrainedLeastSquares<DMatrixSparseCSC> cauchy( @Nullable ConfigTrustRegion config ) { if( config == null ) config = new ConfigTrustRegion(); HessianLeastSquares_DSCC hessian = new HessianLeastSquares_DSCC(); MatrixMath_DSCC math = new MatrixMath_DSCC(); TrustRegionUpdateCauchy_F64<DMatrixSparseCSC> update = new TrustRegionUpdateCauchy_F64<>(); UnconLeastSqTrustRegion_F64<DMatrixSparseCSC> alg = new UnconLeastSqTrustRegion_F64<>(update,hessian,math); alg.configure(config); return alg; }
/** * Creates a sparse trust region optimization using cauchy steps. * * @see UnconLeastSqTrustRegion_F64 * * @param config Trust region configuration * @return The new optimization routine */ public static UnconstrainedLeastSquares<DMatrixSparseCSC> cauchy( @Nullable ConfigTrustRegion config ) { if( config == null ) config = new ConfigTrustRegion(); HessianLeastSquares_DSCC hessian = new HessianLeastSquares_DSCC(); MatrixMath_DSCC math = new MatrixMath_DSCC(); TrustRegionUpdateCauchy_F64<DMatrixSparseCSC> update = new TrustRegionUpdateCauchy_F64<>(); UnconLeastSqTrustRegion_F64<DMatrixSparseCSC> alg = new UnconLeastSqTrustRegion_F64<>(update,hessian,math); alg.configure(config); return alg; }
@Override protected UnconstrainedMinimization createSearch() { ConfigTrustRegion config = new ConfigTrustRegion(); config.regionInitial = 100; TrustRegionUpdateDogleg_F64 dogleg = new TrustRegionUpdateDogleg_F64(); HessianBFGS_DDRM hessian = new HessianBFGS_DDRM(true); UnconMinTrustRegionBFGS_F64 tr = new UnconMinTrustRegionBFGS_F64(dogleg,hessian); tr.configure(config); return tr; } }
@Override protected UnconstrainedLeastSquaresSchur<DMatrixSparseCSC> createSearch(double minimumValue) { ConfigTrustRegion config = new ConfigTrustRegion(); // config.regionInitial = 1; config.hessianScaling = true; TrustRegionUpdateDogleg_F64<DMatrixSparseCSC> dogleg = new TrustRegionUpdateDogleg_F64<>(); HessianSchurComplement_DSCC hessian = new HessianSchurComplement_DSCC(); UnconLeastSqTrustRegionSchur_F64<DMatrixSparseCSC> tr = new UnconLeastSqTrustRegionSchur_F64<>(dogleg,hessian); tr.configure(config); // tr.setVerbose(true); return tr; } }
@Override protected UnconstrainedMinimization createSearch() { ConfigTrustRegion config = new ConfigTrustRegion(); UnconMinTrustRegionBFGS_F64 tr = new UnconMinTrustRegionBFGS_F64( new TrustRegionUpdateCauchy_F64(), new HessianBFGS_DDRM(false)); tr.configure(config); return tr; }
@Override protected UnconstrainedLeastSquares<DMatrixRMaj> createSearch(double minimumValue) { ConfigTrustRegion config = new ConfigTrustRegion(); config.hessianScaling = true; TrustRegionUpdateCauchy_F64<DMatrixRMaj> cauchy = new TrustRegionUpdateCauchy_F64<>(); UnconLeastSqTrustRegion_F64<DMatrixRMaj> tr = new UnconLeastSqTrustRegion_F64<>( cauchy, new HessianLeastSquares_DDRM(),new MatrixMath_DDRM()); tr.configure(config); return tr; }
@Override protected UnconstrainedLeastSquares<DMatrixRMaj> createSearch(double minimumValue) { ConfigTrustRegion config = new ConfigTrustRegion(); TrustRegionUpdateCauchy_F64<DMatrixRMaj> cauchy = new TrustRegionUpdateCauchy_F64<>(); UnconLeastSqTrustRegion_F64<DMatrixRMaj> tr = new UnconLeastSqTrustRegion_F64<>( cauchy, new HessianLeastSquares_DDRM(),new MatrixMath_DDRM()); tr.configure(config); return tr; } }
@Override protected UnconstrainedLeastSquares<DMatrixSparseCSC> createSearch(double minimumValue) { ConfigTrustRegion config = new ConfigTrustRegion(); TrustRegionUpdateCauchy_F64<DMatrixSparseCSC> cauchy = new TrustRegionUpdateCauchy_F64<>(); UnconLeastSqTrustRegion_F64<DMatrixSparseCSC> tr = new UnconLeastSqTrustRegion_F64<>( cauchy, new HessianLeastSquares_DSCC(),new MatrixMath_DSCC()); tr.configure(config); return tr; } }
@Override protected UnconstrainedLeastSquares<DMatrixSparseCSC> createSearch(double minimumValue) { ConfigTrustRegion config = new ConfigTrustRegion(); config.regionInitial = 1; LinearSolverSparse<DMatrixSparseCSC,DMatrixRMaj> solver = LinearSolverFactory_DSCC.cholesky(FillReducing.NONE); HessianLeastSquares_DSCC hessian = new HessianLeastSquares_DSCC(solver); TrustRegionUpdateDogleg_F64<DMatrixSparseCSC> alg = new TrustRegionUpdateDogleg_F64<>(); UnconLeastSqTrustRegion_F64<DMatrixSparseCSC> tr = new UnconLeastSqTrustRegion_F64<>( alg,hessian, new MatrixMath_DSCC()); tr.configure(config); // tr.setVerbose(true); return tr; } }