Package org.drip.sample.descentverifier

Armijo/Wolfe Strong/Weak Curvature
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    ArmijoEvolutionMetrics
    ArmijoEvolutionMetrics demonstrates the Impact of applying the Armijo Criterion on the Evolution of the Rd Fixed Point of a Constrained Minimization Search.
    StrongCurvatureEvolutionMetrics
    StrongCurvatureEvolutionMetrics demonstrates the Impact of applying the Strong Curvature Criterion on the Evolution of the Rd Fixed Point of a Constrained Minimization Search.
    StrongWolfeEvolutionMetrics
    StrongWolfeEvolutionMetrics demonstrates the Impact of applying the Strong Wolfe Criterion on the Evolution of the Rd Fixed Point of a Constrained Minimization Search.
    WeakCurvatureEvolutionMetrics
    WeakCurvatureEvolutionMetrics demonstrates the Impact of applying the Weak Curvature Criterion on the Evolution of the Rd Fixed Point of a Constrained Minimization Search.
    WeakWolfeEvolutionMetrics
    WeakWolfeEvolutionMetrics demonstrates the Impact of applying the Weak Wolfe Criterion on the Evolution of the Rd Fixed Point of a Constrained Minimization Search.