Package org.ddogleg.optimization.trustregion

Interface TrustRegionBase_F64.ParameterUpdate<S extends DMatrix>

All Known Implementing Classes:

TrustRegionUpdateCauchy_F64, TrustRegionUpdateDogleg_F64

Enclosing class:

TrustRegionBase_F64<S extends DMatrix,HM extends HessianMath>

public static interface TrustRegionBase_F64.ParameterUpdate<S extends DMatrix>

Method Summary

Modifier and Type	Method	Description
void	computeUpdate(DMatrixRMaj p, double regionRadius)	Compute the value of p given a new parameter state x and the region radius.
double	getPredictedReduction()	Returns the predicted reduction from the quadratic model. reduction = m(0) - m(p) = -g(0)*p - 0.5*pT*H(0)*p
double	getStepLength()	This function returns ||p||.
void	initialize(TrustRegionBase_F64<S,?> base, int numberOfParameters, double minimumFunctionValue)	Must call this function first.
void	initializeUpdate()	Initialize the parameter update.
void	setVerbose(@Nullable PrintStream out, int level)

Method Details

initialize

void initialize(TrustRegionBase_F64<S,?> base,
 int numberOfParameters,
 double minimumFunctionValue)

Must call this function first. Specifies the number of parameters that are being optimized.

Parameters:

minimumFunctionValue - The minimum possible value that the function can output

initializeUpdate

void initializeUpdate()

Initialize the parameter update. This is typically where all the expensive computations take place Useful internal class variables:

• GaussNewtonBase_F64.x current state
• GaussNewtonBase_F64.gradient Gradient a x
• GaussNewtonBase_F64.hessian Hessian at x

Inputs are not passed in explicitly since it varies by implementation which ones are needed.

computeUpdate

void computeUpdate(DMatrixRMaj p,
 double regionRadius)

Compute the value of p given a new parameter state x and the region radius.

Parameters:

p - (Output) change in state

regionRadius - (Input) Radius of the region

getPredictedReduction

double getPredictedReduction()

Returns the predicted reduction from the quadratic model.

reduction = m(0) - m(p) = -g(0)*p - 0.5*p^T*H(0)*p

This computation is done inside the update because it can often be done more efficiently without repeating previous computations

getStepLength

double getStepLength()

This function returns ||p||.

This computation is done inside the update because it can often be done more efficiently without repeating previous computations

Returns:

step length

setVerbose

void setVerbose(@Nullable
 @Nullable PrintStream out,
 int level)