Multivariate Point Process Package  0.1
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Optimizer Member List

This is the complete list of members for Optimizer, including all inherited members.

Optimizer(IProcess *process)Optimizerinline
PLBFGS(const double &LB, const double &UB)Optimizer
ProximalFrankWolfe(const double &gamma0, const double &lambda, const double &rho, const double &ub_alpha, const unsigned &ini_max_iter, const Eigen::VectorXd &trueparameters)Optimizer
ProximalFrankWolfe(const double &gamma0, const double &lambda, const double &rho, const double &ub_alpha, const unsigned &ini_max_iter)Optimizer
ProximalFrankWolfeForLowRankHawkes(const double &gamma0, const double &lambda0, const double &lambda, const double &ub_lambda0, const double &ub_alpha, const double &rho, const unsigned &ini_max_iter, const unsigned &num_rows, const unsigned &num_cols, const Eigen::MatrixXd &TrueLambda0, const Eigen::MatrixXd &TrueAlpha)Optimizer
ProximalFrankWolfeForLowRankHawkes(const double &gamma0, const double &lambda0, const double &lambda, const double &ub_lambda0, const double &ub_alpha, const double &rho, const unsigned &ini_max_iter, const unsigned &num_rows, const unsigned &num_cols)Optimizer
ProximalGroupLasso(const double &gamma0, const double &lambda, const unsigned &ini_max_iter, const unsigned &group_size)Optimizer
ProximalGroupLassoForHawkes(const double &gamma0, const double &lambda, const unsigned &ini_max_iter, const unsigned &group_size)Optimizer
ProximalNuclear(const double &lambda, const double &rho, const unsigned &ini_max_iter, const Eigen::VectorXd &trueparameters)Optimizer
SGD(const double &gamma0, const unsigned &ini_max_iter, const std::vector< Sequence > &data)Optimizer