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
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  1. WolfeLS
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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. 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
    WolfeLS → LineSearch
  2. 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

  3. 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
    WolfeLS → LineSearch