Package jml.optimization

Interface Summary
Projection  
ProximalMapping  
 

Class Summary
AcceleratedGradientDescent A Java implementation for the accelerated gradient descent method.
AcceleratedProximalGradient A Java implementation for the accelerated proximal gradient method.
BoundConstrainedPLBFGS A Java implementation for the projected limited-memory BFGS algorithm with bound constraints.
GeneralQP General quadratic programming:
GeneralQPViaPrimalDualInteriorPoint General quadratic programming:
LBFGS A Java implementation for the limited-memory BFGS algorithm.
LBFGSOnSimplex A Java implementation for the projected limited-memory BFGS algorithm with simplex constraints.
NonlinearConjugateGradient A Java implementation for the nonlinear conjugate gradient method.
NonnegativePLBFGS A Java implementation for the projected limited-memory BFGS algorithm with nonnegative constraints.
PhaseIResult  
PrimalDualInteriorPoint A Java implementation for the Primal-dual Interior-point method.
ProjL1 Compute proj_tC(X) where C = {X: || X ||_1 <= 1}.
ProjL2 Compute proj_tC(X) where C = {X: || X ||_2 <= 1}.
ProjLInfinity Compute proj_tC(X) where C = {X: || X ||_{\infty} <= 1}.
Prox Compute prox_th(X) where h = 0.
ProxL1 Compute prox_th(X) where h = || X ||_1.
ProxL2 Compute prox_th(X) where h = || X ||_F.
ProxLInfinity Compute prox_th(X) where h = || X ||_{\infty}.
ProxPlus Compute prox_th(X) where h = I_+(X).
QPSolution  
QPWithBoundConstraints Quadratic programming with bound constraints:
ShrinkageOperator Soft-thresholding (shrinkage) operator, which is defined as S_{t}[x] = argmin_u 1/2 * || u - x ||^2 + t||x||_1
which is actually prox_{t||.||_1}(x).