Interface Summary Interface Description IterativeOptimizationInterface for iterative optimization classes. LineSearchLine search for nonlinear optimization. OptimizationDerivative<State>Interface for computing the gradient of a set of functions given a set of model parameters. UnconstrainedLeastSquares<S extends DMatrix>Non-linear least squares problems have a special structure which can be taken advantage of for optimization. UnconstrainedLeastSquaresSchur<S extends DMatrix>A variant on
UnconstrainedLeastSquaresfor solving large scale systems which can be simplified using the Schur Complement.
UnconstrainedMinimizationOptimization algorithm which seeks to minimize F(X) ∈ ℜ and X ∈ ℜN
Class Summary Class Description ConfigGaussNewtonConfiguration for
ConvergeOptParam DerivativeCheckerUsed to validate an algebraic Jacobian numerically. FactoryNumericalDerivativeFunctions for creating numerical derivatives FactoryOptimizationCreates optimization algorithms using easy to use interfaces. FactoryOptimizationSparseFactory for sparse optimization algorithms. GaussNewtonBase_F64<C extends ConfigGaussNewton,HM extends HessianMath>Base class for Gauss-Newton based approaches for unconstrained optimization. UtilOptimizePerforms common optimization tasks.
Enum Summary Enum Description GaussNewtonBase_F64.ModeOptimization mode
Exception Summary Exception Description OptimizationExceptionThis message is thrown if something bad happens while optimizing that would be the results invalid