Package org.drip.function.rdtor1descent

Rd To R1 Gradient Descent Techniques
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    ArmijoEvolutionVerifier
    ArmijoEvolutionVerifier implements the Armijo Criterion used for the Inexact Line Search Increment Generation to ascertain that the Function has reduced sufficiently.
    ArmijoEvolutionVerifierMetrics
    ArmijoEvolutionVerifierMetrics implements the Armijo Criterion used for the Inexact Line Search Increment Generation to ascertain that the Function has reduced sufficiently.
    CurvatureEvolutionVerifier
    CurvatuveEvolutionVerifier implements the Armijo Criterion used for the Inexact Line Search Increment Generation to ascertain that the Gradient of the Function has reduced sufficiently.
    CurvatureEvolutionVerifierMetrics
    CurvatureEvolutionVerifierMetrics implements the Armijo Criterion used for the Inexact Line Search Increment Generation to ascertain that the Gradient of the Function has reduced sufficiently.
    LineEvolutionVerifier
    LineEvolutionVerifier implements the Step Length Verification Criterion used for the Inexact Line Search Increment Generation.
    LineEvolutionVerifierMetrics
    LineEvolutionVerifierMetrics implements the Step Length Verification Criterion used for the Inexact Line Search Increment Generation.
    LineStepEvolutionControl
    LineStepEvolutionControl contains the Parameters required to compute the Valid a Line Step.
    WolfeEvolutionVerifier
    WolfeEvolutionVerifier implements the Wolfe Criterion used for the Inexact Line Search Increment Generation.
    WolfeEvolutionVerifierMetrics
    WolfeEvolutionVerifierMetrics implements the Wolfe Criterion used for the Inexact Line Search Increment Generation.