class GridLS extends LineSearch

The GridLS class performs a line search on 'f(x)' to find a minimal value for 'f'. It requires no derivatives and only one functional evaluation per iteration. A search is conducted from 'x1' (often 0) to 'xmax'. A guess for 'xmax' must be given. It works on scalar functions (see GridLSTest). If starting with a vector function 'f(x)', simply define a new function 'g(y) = x0 + direction * y' (see GridLSTest2).

Linear Supertypes
LineSearch, AnyRef, Any
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  1. GridLS
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Instance Constructors

  1. new GridLS(f: FunctionS2S)

    f

    the scalar objective function to minimize

Value Members

  1. def lsearch(xmax: Double = 2.0, x1: Double = 0.0): Double

    Perform an exact Line Search (LS) using the Grid Search Algorithm.

    Perform an exact Line Search (LS) using the Grid Search Algorithm.

    xmax

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

    x1

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

    Definition Classes
    GridLSLineSearch
  2. def search(step: Double = 2.0): Double

    Perform an exact Line Search (LS) using the Grid Search Algorithm with defaults.

    Perform an exact Line Search (LS) using the Grid Search Algorithm with defaults.

    step

    the initial step size

    Definition Classes
    GridLSLineSearch