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

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*pT*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)