Computation

Contents

Computation#

Algorithm Input#

The iterative solver algorithm accepts the input described below. Pass the Input ID as a parameter to the methods that provide input for your algorithm. For more details, see Algorithms.

Algorithm Input for Iterative Solver Computation#
Input ID	Input
`inputArgument`	A numeric table of size \(p \times 1\) with the value of start argument \(\theta_0\).
`optionalArgument`	Object of the `OptionalArgument` class that contains a set of algorithm-specific intrinsic parameters. For a detailed definition of the set, see the problem statement above and the description of a specific algorithm.

Algorithm Parameters#

The iterative solver algorithm has the following parameters:

Algorithm Parameters for Iterative Solver Computation#
Parameter	Default Value	Description
`function`	Not applicable	Objective function represented as a sum of functions.
`nIterations`	\(100\)	Maximum number of iterations of the algorithm.
`accuracyThreshold`	\(1.0-e5\)	Accuracy of the algorithm. The algorithm terminates when this accuracy is achieved.
`optionalResultRequired`	`false`	Indicates whether the set of the intrinsic parameters should be returned by the solver.

Algorithm Output#

The iterative solver algorithm calculates the result described below. Pass the Result ID as a parameter to the methods that access the results of your algorithm. For more details, see Algorithms.

Algorithm Output for Iterative Solver Computation#
Result ID	Result
`minimum`	A numeric table of size \(p \times 1\) with argument \(\theta_{*}\). By default, the result is an object of the HomogenNumericTable class, but you can define the result as an object of any class derived from NumericTable, except for PackedTriangularMatrix and PackedSymmetricMatrix.
`nIterations`	A numeric table of size \(1 \times 1\) with a 32-bit integer number of iterations done by the algorithm. By default, the result is an object of the HomogenNumericTable class, but you can define the result as an object of any class derived from NumericTable, except for PackedTriangularMatrix, PackedSymmetricMatrix, and CSRNumericTable.
`optionalResult`	Object of the OptionalArgument class that contains a set of algorithm-specific intrinsic parameters. For a detailed definition of the set, see the problem statement above and the description of a specific algorithm.