Gradient Descent

Gradient Descent

Manopt.steepestDescent — Function.
steepestDescent(M, F, ∇F, x)

perform a steepestDescent $x_{k+1} = \mathrm{retr}_{x_k} s_k\nabla f(x_k)$ with different choices of $s_k$ available (see stepsize option below).

Input

  • M – a manifold $\mathcal M$
  • F – a cost function $F\colon\mathcal M\to\mathbb R$ to minimize
  • ∇F – the gradient $\nabla F\colon\mathcal M\to T\mathcal M$ of F
  • x – an initial value $x\in\mathcal M$

Optional

  • stepsize – (ConstantStepsize(1.)) specify a Stepsize functor.
  • retraction – (exp) a retraction(M,x,ξ) to use.
  • stoppingCriterion – ([stopWhenAny](@ref)([stopAfterIteration](@ref)(200), [stopWhenGradientNormLess](@ref)(10.0^-8))) a functor inheriting from [StoppingCriterion`](@ref) indicating when to stop.
  • returnOptions – (false) – if actiavated, the extended result, i.e. the complete Options re returned. This can be used to access recorded values. If set to false (default) just the optimal value xOpt if returned

... and the ones that are passed to decorateOptions for decorators.

Output

  • xOpt – the resulting (approximately critical) point of gradientDescent

OR

  • options - the options returned by the solver (see returnOptions)
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Options

Manopt.GradientDescentOptions — Type.
GradientDescentOptions{P,T} <: Options where {P <: MPoint, T <: TVector}

Describes a Gradient based descent algorithm, with

Fields

a default value is given in brackets if a parameter can be left out in initialization.

Constructor

GradientDescentOptions(x, stop, s [, retr=exp])

construct a Gradient Descent Option with the fields and defaults as above

See also

steepestDescent, GradientProblem

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Debug Actions

Manopt.DebugGradient — Type.
DebugGradient <: DebugAction

debug for the gradient evaluated at the current iterate

Constructors

DebugGradient([long=false,p=print])

display the short (false) or long (true) default text for the gradient.

DebugGradient(prefix[, p=print])

display the a prefix in front of the gradient.

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Manopt.DebugGradientNorm — Type.
DebugGradientNorm <: DebugAction

debug for gradient evaluated at the current iterate.

Constructors

DebugGradientNorm([long=false,p=print])

display the short (false) or long (true) default text for the gradient norm.

DebugGradientNorm(prefix[, p=print])

display the a prefix in front of the gradientnorm.

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Manopt.DebugStepsize — Type.
DebugStepsize <: DebugAction

debug for the current step size.

Constructors

DebugStepsize([long=false,p=print])

display the short (false) or long (true) default text for the step size.

DebugStepsize(prefix[, p=print])

display the a prefix in front of the step size.

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Record Actions

Manopt.RecordGradient — Type.
RecordGradient <: RecordAction

record the gradient evaluated at the current iterate

Constructors

RecordGradient(ξ)

initialize the RecordAction to the corresponding type of the TVector.

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Manopt.RecordGradientNorm — Type.
RecordGradientNorm <: RecordAction

record the norm of the current gradient

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Manopt.RecordStepsize — Type.
RecordStepsize <: RecordAction

record the step size

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