Package jline.inference.util

Class OptimUtils

java.lang.Object

jline.inference.util.OptimUtils

public final class OptimUtils
extends Object

Optimization utilities for inference algorithms.

Method Summary

Modifier and Type	Method	Description
static Pair<double[],Double>	fmincon(Function<double[],Double> objFun, double[] x0, double[] lb, double[] ub)
static Pair<double[],Double>	fmincon(Function<double[],Double> objFun, double[] x0, double[] lb, double[] ub, int maxIter)	Bound-constrained minimization using BOBYQA (derivative-free).
static Pair<Matrix,Double>	quadprog(Matrix H, Matrix f, Matrix lb)	Quadratic program solver with non-negative constraints.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

fmincon

public static Pair<double[],Double> fmincon(Function<double[],Double> objFun,
 double[] x0,
 double[] lb,
 double[] ub,
 int maxIter)

Bound-constrained minimization using BOBYQA (derivative-free).

fmincon

public static Pair<double[],Double> fmincon(Function<double[],Double> objFun,
 double[] x0,
 double[] lb,
 double[] ub)

quadprog

public static Pair<Matrix,Double> quadprog(Matrix H,
 Matrix f,
 Matrix lb)

Quadratic program solver with non-negative constraints. Solves: min 0.5 x'Hx + f'x subject to x >= lb.