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
).
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Instance Constructors
- new GridLS(f: FunctionS2S)
- f
the scalar objective function to minimize
Value Members
- 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
- GridLS → LineSearch
- 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
- GridLS → LineSearch