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.