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FirstOrderBoundConstraintsCostFunction类 参考abstract

详细描述

The first order cost function base class with bound constrains.

This class gives the interface used in a first-order gradient-based bound constrained minimizer

在文件 FirstOrderBoundConstraintsCostFunction.h45 行定义.

类 FirstOrderBoundConstraintsCostFunction 继承关系图:
Inheritance graph
[图例]

Public 成员函数

virtual SGVector< float64_tget_lower_bound ()=0
 
virtual SGVector< float64_tget_upper_bound ()=0
 
virtual float64_t get_cost ()=0
 
virtual SGVector< float64_tobtain_variable_reference ()=0
 
virtual SGVector< float64_tget_gradient ()=0
 

成员函数说明

virtual float64_t get_cost ( )
pure virtualinherited

Get the cost given current target variables

For least square, that is the value of \(f(w)\) given \(w\) is known

This method will be called by FirstOrderMinimizer::minimize()

返回
cost

FirstOrderSAGCostFunction , 以及 FirstOrderStochasticCostFunction 内被实现.

virtual SGVector<float64_t> get_gradient ( )
pure virtualinherited

Get the gradient value wrt target variables

For least squares, that is the value of \(\frac{\partial f(w) }{\partial w}\) given \(w\) is known

This method will be called by FirstOrderMinimizer::minimize()

返回
gradient of variables

FirstOrderSAGCostFunction , 以及 FirstOrderStochasticCostFunction 内被实现.

virtual SGVector<float64_t> get_lower_bound ( )
pure virtual

Get the lower bound of variables

Usually the length of the bound should equal to the length of target variables.

If the length of the bound is 1, the bound constrain is applied to all target variables.

返回
the lower bound
virtual SGVector<float64_t> get_upper_bound ( )
pure virtual

Get the upper bound of variables

Usually the length of the bound should equal to the length of target variables.

If the length of the bound is 1, the bound constrain is applied to all target variables.

返回
the upper bound
virtual SGVector<float64_t> obtain_variable_reference ( )
pure virtualinherited

Obtain a reference of target variables Minimizers will modify target variables in place.

This method will be called by FirstOrderMinimizer::minimize()

For least squares, that is \(w\)

返回
reference of variables

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