A collection of methods for gradient-based descent. More...

#include "inc/util/scalars.h"

Include dependency graph for gradient_opt.h:

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Namespaces
namespace	syten
	Syten namespace.

namespace	syten::GradientOpt
	Namespace for gradient-based optimisers.

Functions
template<typename Value , typename FunctionEval , typename GradientEval >
auto	syten::GradientOpt::gradient_descent (Value x, FunctionEval func, GradientEval grad, SRDef step_size, Index num_steps)
	Straightforward gradient descent. More...

template<typename Value , typename FunctionEval , typename GradientEval , typename IsImprovement >
auto	syten::GradientOpt::gradient_descent_adaptive_stepsize (Value x, FunctionEval func, GradientEval grad, IsImprovement improv, Index num_steps)
	Gradient descent with adaptive stepsize. More...

template<typename X , typename FunctionEval , typename GradientEval , typename LinesearchEval , typename RandomStep , typename Terminator >
auto	syten::GradientOpt::gradient_descent_linesearch (X x, FunctionEval func, GradientEval grad, LinesearchEval lin, RandomStep rand, Terminator terminate, Index num_steps=100, Index ls_num_steps=50, SRDef ls_lower=0, SRDef ls_upper=1)
	Attempt at a gradient descent with linesearch. More...

template<typename Hp >
SRDef	syten::GradientOpt::linesearch (Hp h_hp, SRDef lower, SRDef upper, Index const max_steps)
	Attempt at a bisecting line search. More...

Detailed Description

A collection of methods for gradient-based descent.

All of these methods assume that in order to evaluate the gradient, it is necessary to first evaluate the function value itself.

Namespaces