Classes
struct	turi::optimization::_solver_return

struct	turi::optimization::_ls_return

class	turi::optimization::first_order_opt_interface

class	turi::optimization::second_order_opt_interface

Enumerations
enum	turi::optimization::OPTIMIZATION_STATUS { turi::optimization::OPTIMIZATION_STATUS::OPT_UNSET = 0, turi::optimization::OPTIMIZATION_STATUS::OPT_LOADED = 1, turi::optimization::OPTIMIZATION_STATUS::OPT_OPTIMAL = 2, turi::optimization::OPTIMIZATION_STATUS::OPT_ITERATION_LIMIT = 3, turi::optimization::OPTIMIZATION_STATUS::OPT_TIME_LIMIT = 4, turi::optimization::OPTIMIZATION_STATUS::OPT_INTERRUPTED = 5, turi::optimization::OPTIMIZATION_STATUS::OPT_NUMERIC_ERROR = 6, turi::optimization::OPTIMIZATION_STATUS::OPT_NUMERIC_OVERFLOW = 7, turi::optimization::OPTIMIZATION_STATUS::OPT_LS_FAILURE = 8, turi::optimization::OPTIMIZATION_STATUS::OPT_IN_PROGRESS = 9 }
	Optimization status. More...

Variables
const std::map< std::string, flexible_type >	turi::optimization::default_solver_options
	Solver options type is a map from string to flexible_type.

const std::map< std::string, flex_type_enum >	turi::optimization::default_solver_option_types
	Types of the solver options.

const double	turi::optimization::OPTIMIZATION_INFTY = 1.0e20
	Optimization method infinity.

const double	turi::optimization::OPTIMIZATION_ZERO = 1.0e-10
	Optimization method zero.

const double	turi::optimization::LS_INFTY = 1.0e20
	No steps that are too large.

const double	turi::optimization::LS_ZERO = 1.0e-9
	Smallest allowable step length.

const double	turi::optimization::LS_C1 = 1.0e-4
	Line search sufficient decrease parameters.

const double	turi::optimization::LS_C2 = 0.7
	Line search curvature approximation.

const int	turi::optimization::LS_MAX_ITER = 20
	Num func evals before a failed line search.

const double	turi::optimization::LS_SAFE_GUARD = 5.0e-2
	Safe guarding tolerance for line search.

const double	turi::optimization::LS_MAX_STEP_SIZE = 25.0
	Max allowable step size.

const double	turi::optimization::FINITE_DIFFERENCE_EPSILON = 1e-5
	Finite difference parameters (required for gradient checking)

Detailed Description

Enumeration Type Documentation

strong

Optimization status.

Enumerator
OPT_UNSET	Optimizer wasn't called.
OPT_LOADED	Model was loaded but the solution was not found.
OPT_OPTIMAL	Optimal solution found.
OPT_ITERATION_LIMIT	Iteration limit reached.
OPT_TIME_LIMIT	Time limit reached.
OPT_INTERRUPTED	Optimization terminated by user.
OPT_NUMERIC_ERROR	Numerical underflow (not enough progress).
OPT_NUMERIC_OVERFLOW	Numerical overflow. Step size parameter may be too large.
OPT_LS_FAILURE	Line search iteration limit hit.
OPT_IN_PROGRESS	Doing fine, hasn't completed yet.

Definition at line 62 of file optimization_interface.hpp.