MR::Math::GradientDescentBB< Function, UpdateFunctor > Class Template Reference

Computes the minimum of a function using a Barzilai Borwein gradient descent approach. ENH: implement stabilised version https://arxiv.org/abs/1907.06409. More...

#include "math/gradient_descent_bb.h"

Protected Member Functions
value_type	evaluate_func (const Eigen::Matrix< value_type, Eigen::Dynamic, 1 > &newx, Eigen::Matrix< value_type, Eigen::Dynamic, 1 > &newg, bool verbose=false)
void	compute_normg_and_step ()

Protected Attributes
Function &	func
UpdateFunctor	update_func
Eigen::Matrix< value_type, Eigen::Dynamic, 1 >	x1
Eigen::Matrix< value_type, Eigen::Dynamic, 1 >	x2
Eigen::Matrix< value_type, Eigen::Dynamic, 1 >	x3
Eigen::Matrix< value_type, Eigen::Dynamic, 1 >	g1
Eigen::Matrix< value_type, Eigen::Dynamic, 1 >	g2
Eigen::Matrix< value_type, Eigen::Dynamic, 1 >	g3
Eigen::Matrix< value_type, Eigen::Dynamic, 1 >	preconditioner_weights
value_type	f
value_type	dt
value_type	normg
size_t	nfeval
size_t	niter
bool	verbose
std::string	delim

Detailed Description

template<class Function, class UpdateFunctor = LinearUpdateBB>
class MR::Math::GradientDescentBB< Function, UpdateFunctor >

Computes the minimum of a function using a Barzilai Borwein gradient descent approach. ENH: implement stabilised version https://arxiv.org/abs/1907.06409.

Definition at line 50 of file gradient_descent_bb.h.

Member Function Documentation

compute_normg_and_step()

template<class Function , class UpdateFunctor = LinearUpdateBB>

void MR::Math::GradientDescentBB< Function, UpdateFunctor >::compute_normg_and_step ( )

inlineprotected

Definition at line 222 of file gradient_descent_bb.h.

evaluate_func()

template<class Function , class UpdateFunctor = LinearUpdateBB>

value_type MR::Math::GradientDescentBB< Function, UpdateFunctor >::evaluate_func ( const Eigen::Matrix< value_type, Eigen::Dynamic, 1 > &  newx, Eigen::Matrix< value_type, Eigen::Dynamic, 1 > &  newg, bool  verbose = false  )

inlineprotected

Definition at line 209 of file gradient_descent_bb.h.

Member Data Documentation

delim

template<class Function , class UpdateFunctor = LinearUpdateBB>

std::string MR::Math::GradientDescentBB< Function, UpdateFunctor >::delim

protected

Definition at line 207 of file gradient_descent_bb.h.

dt

template<class Function , class UpdateFunctor = LinearUpdateBB>

value_type MR::Math::GradientDescentBB< Function, UpdateFunctor >::dt

protected

Definition at line 203 of file gradient_descent_bb.h.

f

template<class Function , class UpdateFunctor = LinearUpdateBB>

value_type MR::Math::GradientDescentBB< Function, UpdateFunctor >::f

protected

Definition at line 203 of file gradient_descent_bb.h.

func

template<class Function , class UpdateFunctor = LinearUpdateBB>

Function& MR::Math::GradientDescentBB< Function, UpdateFunctor >::func

protected

Definition at line 200 of file gradient_descent_bb.h.

g1

template<class Function , class UpdateFunctor = LinearUpdateBB>

Eigen::Matrix<value_type, Eigen::Dynamic, 1> MR::Math::GradientDescentBB< Function, UpdateFunctor >::g1

protected

Definition at line 202 of file gradient_descent_bb.h.

g2

template<class Function , class UpdateFunctor = LinearUpdateBB>

Eigen::Matrix<value_type, Eigen::Dynamic, 1> MR::Math::GradientDescentBB< Function, UpdateFunctor >::g2

protected

Definition at line 202 of file gradient_descent_bb.h.

g3

template<class Function , class UpdateFunctor = LinearUpdateBB>

Eigen::Matrix<value_type, Eigen::Dynamic, 1> MR::Math::GradientDescentBB< Function, UpdateFunctor >::g3

protected

Definition at line 202 of file gradient_descent_bb.h.

nfeval

template<class Function , class UpdateFunctor = LinearUpdateBB>

size_t MR::Math::GradientDescentBB< Function, UpdateFunctor >::nfeval

protected

Definition at line 204 of file gradient_descent_bb.h.

niter

template<class Function , class UpdateFunctor = LinearUpdateBB>

size_t MR::Math::GradientDescentBB< Function, UpdateFunctor >::niter

protected

Definition at line 205 of file gradient_descent_bb.h.

normg

template<class Function , class UpdateFunctor = LinearUpdateBB>

value_type MR::Math::GradientDescentBB< Function, UpdateFunctor >::normg

protected

Definition at line 203 of file gradient_descent_bb.h.

preconditioner_weights

template<class Function , class UpdateFunctor = LinearUpdateBB>

Eigen::Matrix<value_type, Eigen::Dynamic, 1> MR::Math::GradientDescentBB< Function, UpdateFunctor >::preconditioner_weights

protected

Definition at line 202 of file gradient_descent_bb.h.

update_func

template<class Function , class UpdateFunctor = LinearUpdateBB>

UpdateFunctor MR::Math::GradientDescentBB< Function, UpdateFunctor >::update_func

protected

Definition at line 201 of file gradient_descent_bb.h.

verbose

template<class Function , class UpdateFunctor = LinearUpdateBB>

bool MR::Math::GradientDescentBB< Function, UpdateFunctor >::verbose

protected

Definition at line 206 of file gradient_descent_bb.h.

x1

template<class Function , class UpdateFunctor = LinearUpdateBB>

Eigen::Matrix<value_type, Eigen::Dynamic, 1> MR::Math::GradientDescentBB< Function, UpdateFunctor >::x1

protected

Definition at line 202 of file gradient_descent_bb.h.

x2

template<class Function , class UpdateFunctor = LinearUpdateBB>

Eigen::Matrix<value_type, Eigen::Dynamic, 1> MR::Math::GradientDescentBB< Function, UpdateFunctor >::x2

protected

Definition at line 202 of file gradient_descent_bb.h.

x3

template<class Function , class UpdateFunctor = LinearUpdateBB>

Eigen::Matrix<value_type, Eigen::Dynamic, 1> MR::Math::GradientDescentBB< Function, UpdateFunctor >::x3

protected

Definition at line 202 of file gradient_descent_bb.h.

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The documentation for this class was generated from the following file:

• core/math/gradient_descent_bb.h