Packages

  • package root
    Definition Classes
    root
  • package breeze
    Definition Classes
    root
  • package optimize

    Definition Classes
    breeze
  • package proximal
    Definition Classes
    optimize
  • class QuadraticMinimizer extends SerializableLogging

    Proximal operators and ADMM based Primal-Dual QP Solver

    Proximal operators and ADMM based Primal-Dual QP Solver

    Reference: http://www.stanford.edu/~boyd/papers/admm/quadprog/quadprog.html

    It solves problem that has the following structure

    1/2 x'Hx + f'x + g(x) s.t Aeqx = b

    g(x) represents the following constraints which covers ALS based matrix factorization use-cases

    1. x >= 0 2. lb <= x <= ub 3. L1(x) 4. L2(x) 5. Generic regularization on x

    Definition Classes
    proximal
  • State

case class State extends Product with Serializable

Linear Supertypes
Serializable, Serializable, Product, Equals, AnyRef, Any
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Inherited
  1. State
  2. Serializable
  3. Serializable
  4. Product
  5. Equals
  6. AnyRef
  7. Any
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Visibility
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Value Members

  1. final def !=(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  2. final def ##(): Int
    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  4. val R: BDM
  5. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  6. def clone(): AnyRef
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  7. val converged: Boolean
  8. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  9. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  10. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
  11. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  12. val iter: Int
  13. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  14. final def notify(): Unit
    Definition Classes
    AnyRef
  15. final def notifyAll(): Unit
    Definition Classes
    AnyRef
  16. val pivot: Array[Int]
  17. val residual: BDV
  18. val s: BDV
  19. val scale: BDV
  20. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  21. val u: BDV
  22. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  23. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  24. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  25. val x: BDV
  26. val xHat: BDV
  27. val z: BDV
  28. val zOld: BDV

Inherited from Serializable

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from AnyRef

Inherited from Any

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