projection operations
termination criterion: tolerance for norm of projected gradient
sufficient decrease parameter
longest step
shortest step
number of history entries for linesearch
maximum number of iterations
is the initial guess feasible, or should it be projected?
if curvilinear true, do the projection inside line search in place of doing it in chooseDescentDirection
maximum number of iterations inside line search
Any history the derived minimization function needs to do its updates.
Tracks the information about the optimizer, including the current point, its value, gradient, and then any history.
From Mark Schmidt's Matlab code if bbType == 1 alpha = (s'*s)/(s'*y); else alpha = (s'*y)/(y'*y);
From Mark Schmidt's Matlab code if bbType == 1 alpha = (s'*s)/(s'*y); else alpha = (s'*y)/(y'*y);
if curvilinear true, do the projection inside line search in place of doing it in chooseDescentDirection
is the initial guess feasible, or should it be projected?
maximum number of iterations inside line search
projection operations
projection operations
SPG is a Spectral Projected Gradient minimizer; it minimizes a differentiable function subject to the optimum being in some set, given by the projection operator projection
vector type