class WolfeLS extends LineSearch

The WolfeLS class performs an inexact line search on 'f' to find a point 'x' that exhibits (1) sufficient decrease ('f(x)' enough less that 'f(0)') and (2) the slope at x is less steep than the slope at 0. That is, the line search looks for a value for 'x' satisfying the two Wolfe conditions.

f(x) <= f(0) + c1 * f'(0) * x Wolfe condition 1 (Armijo condition) |f'(x)| <= |c2 * f'(0)| Wolfe condition 2 (Strong version) f'(x) >= c2 * f'(0) Wolfe condition 2 (Weak version, more robust)

It works on scalar functions (@see WolfeLSTest). If starting with a vector function f(x), simply define a new function g(y) = x0 + direction * y (@see WolfeLSTest2).

Linear Supertypes
LineSearch, AnyRef, Any
Ordering
  1. Alphabetic
  2. By Inheritance
Inherited
  1. WolfeLS
  2. LineSearch
  3. AnyRef
  4. Any
  1. Hide All
  2. Show All
Visibility
  1. Public
  2. All

Instance Constructors

  1. new WolfeLS(f: FunctionS2S, c1: Double = .0001, c2: Double = .9)

    f

    the scalar objective function to minimize

    c1

    constant for sufficient decrease (Wolfe condition 1)

    c2

    constant for curvature/slope constraint (Wolfe condition 2)

Value Members

  1. final def !=(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  2. final def ##(): Int
    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  4. val EPSILON: Double
    Attributes
    protected
    Definition Classes
    LineSearch
  5. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  6. def clone(): AnyRef
    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... ) @native() @HotSpotIntrinsicCandidate()
  7. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  8. def equals(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  9. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  10. def hashCode(): Int
    Definition Classes
    AnyRef → Any
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  11. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  12. def lsearch(x0: Double = 1.0, lo0: Double = 0.0): Double

    Perform an inexact Line Search (LS) on the function 'f' to find a point 'x' that satisfies the Wolfe Conditions 1 and 2.

    Perform an inexact Line Search (LS) on the function 'f' to find a point 'x' that satisfies the Wolfe Conditions 1 and 2.

    x0

    the current point

    lo0

    the lower bound for x

    Definition Classes
    WolfeLSLineSearch
  13. def lsearch_(x0: Double = 1.0, lo0: Double = 0.0, weak: Boolean = true): Double

    Perform an inexact Line Search (LS) on the function 'f' to find a point 'x' that satisfies the Wolfe Conditions 1 and 2.

    Perform an inexact Line Search (LS) on the function 'f' to find a point 'x' that satisfies the Wolfe Conditions 1 and 2.

    x0

    the current point

    lo0

    the lower bound for x

    weak

    whether to use the weak (true) or strong (false) Wolfe conditions

  14. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  15. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  16. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  17. def search(step: Double = 1.0): Double

    Perform an inexact Line Search (LS) using the Wolfe approach with defaults.

    Perform an inexact Line Search (LS) using the Wolfe approach with defaults.

    step

    the initial step size

    Definition Classes
    WolfeLSLineSearch
  18. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  19. def toString(): String
    Definition Classes
    AnyRef → Any
  20. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  21. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... ) @native()
  22. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Deprecated Value Members

  1. def finalize(): Unit
    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] ) @Deprecated
    Deprecated

Inherited from LineSearch

Inherited from AnyRef

Inherited from Any

Ungrouped