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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- 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)
- 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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