tsgGradientDescent.hpp File Reference

Gradient descent state and algorithm. More...

#include "tsgOptimizationUtils.hpp"

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Classes
class	TasOptimization::GradientDescentState
	Stores the information about a gradient descent run. More...

Namespaces
	TasOptimization
	Encapsulates the Tasmanian Optimization module.

Functions
OptimizationStatus	TasOptimization::GradientDescent (const GradientFunctionSingle &grad, const double stepsize, const int max_iterations, const double tolerance, std::vector< double > &state)
	Applies the constant step-size gradient descent algorithm for functions with unbounded domains. More...
OptimizationStatus	TasOptimization::GradientDescent (const ObjectiveFunctionSingle &func, const GradientFunctionSingle &grad, const double increase_coeff, const double decrease_coeff, const int max_iterations, const double tolerance, GradientDescentState &state)
	Applies the adaptive gradient descent algorithm on unrestricted domain. More...
OptimizationStatus	TasOptimization::GradientDescent (const ObjectiveFunctionSingle &func, const GradientFunctionSingle &grad, const ProjectionFunctionSingle &proj, const double increase_coeff, const double decrease_coeff, const int max_iterations, const double tolerance, GradientDescentState &state)
	Applies the adaptive gradient descent algorithm on a restricted domain. More...

Detailed Description

Gradient descent state and algorithm.

Author

Weiwei Kong & Miroslav Stoyanov

Definition of the gradient descent state class and the particle swarm algorithm.