ConjugateGradientOptimization

java.lang.Object
- weka.core.Optimization
- - weka.core.ConjugateGradientOptimization

All Implemented Interfaces:

RevisionHandler, TechnicalInformationHandler
```
public abstract class ConjugateGradientOptimization
extends Optimization
implements RevisionHandler
```
This subclass of Optimization.java implements conjugate gradient descent rather than BFGS updates, by overriding findArgmin(), with the same tests for convergence, and applies the same line search code. Note that constraints are NOT actually supported. Using this class instead of Optimization.java can reduce runtime when there are many parameters. Uses the second hybrid method proposed in "An Efficient Hybrid Conjugate Gradient Method for Unconstrained Optimization" by Dai and Yuan (2001). See also information in the getTechnicalInformation() method.

Version:

$Revision: 10203 $

Author:

Eibe Frank

Constructor Summary

Constructors
Constructor Description

ConjugateGradientOptimization()
Constructor that sets MAXITS to 2000 by default and the parameter in the second weak Wolfe condition to 0.1.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`double[]`	`findArgmin(double[] initX, double[][] constraints)`	Main algorithm.
`TechnicalInformation`	`getTechnicalInformation()`	Returns an instance of a TechnicalInformation object, containing detailed information about the technical background of this class, e.g., paper reference or book this class is based on.

Methods inherited from class weka.core.Optimization
getMinFunction, getVarbValues, lnsrch, setDebug, setMaxIteration, solveTriangle

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface weka.core.RevisionHandler
getRevision

- Constructor Detail
  - ConjugateGradientOptimization
```
public ConjugateGradientOptimization()
```
    Constructor that sets MAXITS to 2000 by default and the parameter in the second weak Wolfe condition to 0.1.
- Method Detail
  - getTechnicalInformation
```
public TechnicalInformation getTechnicalInformation()
```
    Returns an instance of a TechnicalInformation object, containing detailed information about the technical background of this class, e.g., paper reference or book this class is based on.
    
    Specified by:
    
    getTechnicalInformation in interface TechnicalInformationHandler
    
    Overrides:
    
    getTechnicalInformation in class Optimization
    
    Returns:
    
    the technical information about this class
  - findArgmin
```
public double[] findArgmin(double[] initX,
                           double[][] constraints)
                    throws java.lang.Exception
```
    Main algorithm. NOTE: constraints are not actually supported.
    
    Overrides:
    
    findArgmin in class Optimization
    
    Parameters:
    
    initX - initial point of x, assuming no value's on the bound!
    
    constraints - both arrays must contain Double.NaN
    
    Returns:
    
    the solution of x, null if number of iterations not enough
    
    Throws:
    
    java.lang.Exception - if an error occurs