momentsketch.optimizer.FunctionWithHessian Maven / Gradle / Ivy
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Approximate quantile sketch using moments.
package momentsketch.optimizer;
/**
* Describes a function which can be optimized using Newton's method.
*/
public interface FunctionWithHessian {
void computeOnlyValue(double[] point, double tol);
void computeAll(double[] point, double tol);
int dim();
double getValue();
double[] getGradient();
// Returns in row-major order
double[][] getHessian();
}