Class SteepestDescent

Multi-dimensional steepest-descent class

User has to provide line-search method and optimization end criteria

search direction $ = - f'(x) $

Hierarchy

LineSearchBasedMethod
- SteepestDescent

Index

Constructors

constructor

Properties

_lineSearch

Accessors

isDisposed

Methods

Constructors

constructor

new SteepestDescent(lineSearch?: LineSearch): SteepestDescent

Overrides LineSearchBasedMethod.constructor
- Defined in ql/math/optimization/steepestdescent.ts:18
Parameters
- Default value lineSearch: LineSearch = null
Returns SteepestDescent

Properties

Protected _lineSearch

_lineSearch: LineSearch

Accessors

isDisposed

get isDisposed(): boolean

Inherited from OptimizationMethod.isDisposed
- Defined in ql/math/optimization/method.ts:17
Returns boolean

Methods

dispose

dispose(): void

Inherited from OptimizationMethod.dispose
- Defined in ql/math/optimization/method.ts:21
Returns void

getUpdatedDirection

getUpdatedDirection(P: Problem, gold2: Real, oldGradient: Real[]): Real[]

Overrides LineSearchBasedMethod.getUpdatedDirection
- Defined in ql/math/optimization/steepestdescent.ts:23
Parameters
- P: Problem
- gold2: Real
- oldGradient: Real[]
Returns Real[]

minimize

minimize(P: Problem, endCriteria: EndCriteria): Type

Inherited from LineSearchBasedMethod.minimize

Overrides OptimizationMethod.minimize
- Defined in ql/math/optimization/linesearchbasedmethod.ts:25
Parameters
- P: Problem
- endCriteria: EndCriteria
Returns Type