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

function

Function 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

function	function to be optimized.
oldCoords	previous solution coords.
s	current linearConstrSolution result.
newCoords	output new solution coords.
numIter	current iteration number.

Definition at line 50 of file update_span.hpp.

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

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

• src/mlpack/core/optimizers/fw/update_span.hpp