Fields

• finalValue :: Double

  Value of the function at the solution.

• gradNorm :: Double

  Maximum absolute component of the gradient at the solution.

• totalIters :: CInt

  Total number of iterations.

• funcEvals :: CInt

  Total number of function evaluations.

• gradEvals :: CInt

  Total number of gradient evaluations.

Fields

• printFinal :: Bool

  Print final statistics to stdout. Defaults to True.

• printParams :: Bool

  Print parameters to stdout before starting. Defaults to False

• verbose :: Verbose

  How verbose we should be while computing. Everything is printed to stdout. Defaults to Quiet.

• lineSearch :: LineSearch

  What kind of line search should be used. Defaults to AutoSwitch 1e-3.

• qdecay :: Double

  Factor in [0, 1] used to compute average cost magnitude C_k as follows:

  Q_k = 1 + (qdecay)Q_{k-1}, Q_0 = 0 C_k = C_{k-1} + (|f_k| - C_{k-1})/Q_k

  Defaults to 0.7.

• stopRules :: StopRules

  Stop rules that define when the iterations should end. Defaults to DefaultStopRule 0.

• estimateError :: EstimateError

  How to calculate the estimated error in the function value. Defaults to RelativeEpsilon 1e-6.

• quadraticStep :: Maybe Double

  When to attempt quadratic interpolation in line search. If Nothing then never try a quadratic interpolation step. If Just cutoff, then attemp quadratic interpolation in line search when |f_{k+1} - f_k| / f_k <= cutoff. Defaults to Just 1e-12.

• debugTol :: Maybe Double

  If Just tol, then always check that f_{k+1} - f_k <= tol * C_k. Otherwise, if Nothing then no checking of function values is done. Defaults to Nothing.

• initialStep :: Maybe Double

  If Just step, then use step as the initial step of the line search. Otherwise, if Nothing then the initial step is programatically calculated. Defaults to Nothing.

• maxItersFac :: Double

  Defines the maximum number of iterations. The process is aborted when maxItersFac * n iterations are done, where n is the number of dimensions. Defaults to infinity.

• nexpand :: CInt

  Maximum number of times the bracketing interval grows or shrinks in the line search. Defaults to 50.

• nsecant :: CInt

  Maximum number of secant iterations in line search. Defaults to 50.

• restartFac :: Double

  Restart the conjugate gradient method after restartFac * n iterations. Defaults to 1.

• funcEpsilon :: Double

  Stop when -alpha * dphi0, the estimated change in function value, is less than funcEpsilon * |f|. Defaults to 0.

• nanRho :: Double

  After encountering NaN while calculating the step length, growth factor when searching for a bracketing interval. Defaults to 1.3.

• techParameters :: TechParameters

  Technical parameters which you probably should not touch.

Fields

• techDelta :: Double

  Wolfe line search parameter. Defaults to 0.1.

• techSigma :: Double

  Wolfe line search parameter. Defaults to 0.9.

• techGamma :: Double

  Decay factor for bracket interval width. Defaults to 0.66.

• techRho :: Double

  Growth factor when searching for initial bracketing interval. Defaults to 5.

• techEta :: Double

  Lower bound for the conjugate gradient update parameter beta_k is techEta * ||d||_2. Defaults to 0.01.

• techPsi0 :: Double

  Factor used in starting guess for iteration 1. Defaults to 0.01.

• techPsi1 :: Double

  In performing a QuadStep, we evaluate the function at psi1 * previous step. Defaults to 0.1.

• techPsi2 :: Double

  When starting a new CG iteration, our initial guess for the line search stepsize is psi2 * previous step. Defaults to 2.