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, Product, Equals, AnyRef, Any
Ordering
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Inherited
  1. State
  2. Serializable
  3. Product
  4. Equals
  5. AnyRef
  6. Any
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Visibility
  1. Public
  2. Protected

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[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.CloneNotSupportedException]) @native() @IntrinsicCandidate()
  7. val converged: Boolean
  8. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  9. final def getClass(): Class[_ <: AnyRef]
    Definition Classes
    AnyRef → Any
    Annotations
    @native() @IntrinsicCandidate()
  10. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  11. val iter: Int
  12. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  13. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @IntrinsicCandidate()
  14. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @IntrinsicCandidate()
  15. val pivot: Array[Int]
  16. def productElementNames: Iterator[String]
    Definition Classes
    Product
  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(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.InterruptedException])
  23. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.InterruptedException]) @native()
  24. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.InterruptedException])
  25. val x: BDV
  26. val xHat: BDV
  27. val z: BDV
  28. val zOld: BDV

Deprecated Value Members

  1. def finalize(): Unit
    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.Throwable]) @Deprecated
    Deprecated

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from AnyRef

Inherited from Any

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