mlpack  git-master
UpdateSpan Class Reference

Recalculate the optimal solution in the span of all previous solution space, used as update step for FrankWolfe algorithm. More...

Public Member Functions

 UpdateSpan (const bool isPrune=false)
 Construct the span update rule. More...

 
void Update (FuncSq &function, const arma::mat &oldCoords, const arma::mat &s, arma::mat &newCoords, const size_t)
 Update rule for FrankWolfe, reoptimize in the span of current solution space. More...

 

Detailed Description

Recalculate the optimal solution in the span of all previous solution space, used as update step for FrankWolfe algorithm.

Currently only works for function in FuncSq class.

Definition at line 29 of file update_span.hpp.

Constructor & Destructor Documentation

◆ UpdateSpan()

UpdateSpan ( const bool  isPrune = false)
inline

Construct the span update rule.

The function to be optimized is input here.

Parameters
functionFunction to be optimized in FrankWolfe algorithm.

Definition at line 37 of file update_span.hpp.

Member Function Documentation

◆ Update()

void Update ( FuncSq function,
const arma::mat &  oldCoords,
const arma::mat &  s,
arma::mat &  newCoords,
const size_t   
)
inline

Update rule for FrankWolfe, reoptimize in the span of current solution space.

Parameters
functionfunction to be optimized.
oldCoordsprevious solution coords.
scurrent linearConstrSolution result.
newCoordsoutput new solution coords.
numItercurrent iteration number.

Definition at line 50 of file update_span.hpp.

References Atoms::AddAtom(), Atoms::CurrentAtoms(), Atoms::CurrentCoeffs(), Atoms::PruneSupport(), and Atoms::RecoverVector().


The documentation for this class was generated from the following file: