Implementation of Armijo approximate line search algorithm. More...

#include <linesearch.h>

Public Member Functions
	Wolfe (const ValFunc &valFunc, const GradFunc &gradFunc)
	Constructs a line search that satisfies the wolfe conditions (Armijo and curvature condition). This requires both the gradient and value. More...

double	search (double init_val, const VectorXd &init_x, const VectorXd &init_g, const VectorXd &direction)
	Performs a line search to find the alpha (step size) that satifies the armijo rule. More...

Public Attributes
double	opt_minstep
	Minimum non-zero step, once alpha drops below this, returns 0. More...

double	opt_s
	Maximum step. More...

double	opt_beta
	Power function base, values closer to 0 will decrease step size faster than ones close to 1. More...

double	opt_c1
	Theshold for stopping based on function values. More...

double	opt_c2
	Theshold for stopping based on curvature. More...

int	opt_maxIt
	Maximum number of iterations. More...

Detailed Description

Implementation of Armijo approximate line search algorithm.

Definition at line 88 of file linesearch.h.

Constructor & Destructor Documentation

Constructs a line search that satisfies the wolfe conditions (Armijo and curvature condition). This requires both the gradient and value.

Parameters

valFunc
gradFunc

Performs a line search to find the alpha (step size) that satifies the armijo rule.

Parameters

init_val	Initial energy/function value
init_x	Initial state
init_g	Initial gradient
direction	Direction to search

double npl::Wolfe::opt_beta

Power function base, values closer to 0 will decrease step size faster than ones close to 1.

Definition at line 116 of file linesearch.h.

double npl::Wolfe::opt_c1

Theshold for stopping based on function values.

Definition at line 121 of file linesearch.h.

double npl::Wolfe::opt_c2

Theshold for stopping based on curvature.

Definition at line 126 of file linesearch.h.

int npl::Wolfe::opt_maxIt

Maximum number of iterations.

Definition at line 131 of file linesearch.h.

double npl::Wolfe::opt_minstep

Minimum non-zero step, once alpha drops below this, returns 0.

Definition at line 105 of file linesearch.h.

double npl::Wolfe::opt_s

Maximum step.

Definition at line 110 of file linesearch.h.

The documentation for this class was generated from the following file: