Idris2Doc : Optimize

Optimize

Function optimizers.

Definitions

0Optimizer : (0_ : Type) ->Type
  An `Optimizer` finds the value, in a `Tensor`-valued feature space, which (approximately)
optimizes a scalar-valued function over that space.

@domain The type of the domain over which to find the optimal value.

Totality: total
Visibility: public export
gridSearch : Tensor [d] U32->Tensor [d] F64->Tensor [d] F64->Optimizer (Tensor [d] F64)
  Construct an `Optimizer` that implements grid search over a scalar feature space. Grid search
approximates the optimum by evaluating the objective over a finite, evenly-spaced grid.

**NOTE** This function is not yet implemented.

@density The density of the grid.
@lower The lower (inclusive) bound of the grid.
@upper The upper (exclusive) bound of the grid.
lbfgs : Tensor [n] F64->Optimizer (Tensor [n] F64)
  The limited-memory BFGS (L-BFGS) optimization tactic, see

Nocedal, Jorge, Updating quasi-Newton matrices with limited storage.
Math. Comp. 35 (1980), no. 151, 773–782.

available at

https://www.ams.org/journals/mcom/1980-35-151/S0025-5718-1980-0572855-7/

**NOTE** This function is not yet implemented.

@initialPoints The points from which to start optimization.