Gradient-Based optimizers use the gradient of an objective function to find a local minimum in the search space. If a function is not convex this local optimum might not be the global one.
Collaboration diagram for Gradient-based Single objective optimizers:Classes | |
| class | shark::AbstractLineSearchOptimizer< SearchPointType > |
| Basis class for line search methods. More... | |
| class | shark::Adam< SearchPointType > |
| Adaptive Moment Estimation Algorithm (ADAM) More... | |
| class | shark::BFGS< SearchPointType > |
| Broyden, Fletcher, Goldfarb, Shannon algorithm for unconstraint optimization. More... | |
| class | shark::CG< SearchPointType > |
| Conjugate-gradient method for unconstrained optimization. More... | |
| class | shark::LBFGS< SearchPointType > |
| Limited-Memory Broyden, Fletcher, Goldfarb, Shannon algorithm. More... | |
| class | shark::LineSearch< SearchPointType > |
| Wrapper for the linesearch class of functions in the linear algebra library. More... | |
| class | shark::Rprop< SearchPointType > |
| This class offers methods for the usage of the Resilient-Backpropagation-algorithm with/out weight-backtracking. More... | |
| class | shark::SteepestDescent< SearchPointType > |
| Standard steepest descent. More... | |
| class | shark::TrustRegionNewton |
| Simple Trust-Region method based on the full Hessian matrix. More... | |