| Safe Haskell | None |
|---|
Optimization.LineSearch.BarzilaiBorwein
- barzilaiBorwein :: (Additive f, Metric f, Functor f, Fractional a, Epsilon a) => (f a -> f a) -> f a -> f a -> [f a]
- module Optimization.LineSearch
Barizilai-Borwein method
Arguments
| :: (Additive f, Metric f, Functor f, Fractional a, Epsilon a) | |
| => (f a -> f a) | gradient of function |
| -> f a | starting point, |
| -> f a | second starting point, |
| -> [f a] | iterates |
Barzilai-Borwein 1988 is a non-monotonic optimization method
Step size methods
module Optimization.LineSearch