t

scalation.minima

LineSearch

trait LineSearch extends AnyRef

The LineSearch trait specifies the basic methods for Line Search (LS) algorithms in classes extending this trait to implement. Line search is for one dimensional optimization problems. The algorithms perform line search to find an 'x'-value that minimizes a function 'f' that is passed into an implementing class.

x* = argmin f(x)

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AnyRef, Any
Known Subclasses
GoldenSectionLS, GridLS, WolfeLS
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Abstract Value Members

  1. abstract def lsearch(xmax: Double, x1: Double = 0.0): Double

    Perform Line Search (LS) using a line search algorithm over the interval [x1, xmax].

    Perform Line Search (LS) using a line search algorithm over the interval [x1, xmax]. Note, some line search implementations allow for expansion of the search interval.

    xmax

    a rough guess for the right end-point of the line search

    x1

    the left (smallest) anchor point for the search (usually 0)

  2. abstract def search(step: Double): Double

    Perform Line Search (LS) using a line search algorithm.

    Perform Line Search (LS) using a line search algorithm.

    step

    the initial step size

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