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
).
- Alphabetic
- By Inheritance
- WolfeLS
- LineSearch
- AnyRef
- Any
- Hide All
- Show All
- Public
- Protected
Instance Constructors
- 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
- final def !=(arg0: Any): Boolean
- Definition Classes
- AnyRef → Any
- final def ##: Int
- Definition Classes
- AnyRef → Any
- final def ==(arg0: Any): Boolean
- Definition Classes
- AnyRef → Any
- val EPSILON: Double
- Attributes
- protected
- Definition Classes
- LineSearch
- final def asInstanceOf[T0]: T0
- Definition Classes
- Any
- def clone(): AnyRef
- Attributes
- protected[lang]
- Definition Classes
- AnyRef
- Annotations
- @throws(classOf[java.lang.CloneNotSupportedException]) @native() @HotSpotIntrinsicCandidate()
- final def eq(arg0: AnyRef): Boolean
- Definition Classes
- AnyRef
- def equals(arg0: AnyRef): Boolean
- Definition Classes
- AnyRef → Any
- final def getClass(): Class[_ <: AnyRef]
- Definition Classes
- AnyRef → Any
- Annotations
- @native() @HotSpotIntrinsicCandidate()
- def hashCode(): Int
- Definition Classes
- AnyRef → Any
- Annotations
- @native() @HotSpotIntrinsicCandidate()
- final def isInstanceOf[T0]: Boolean
- Definition Classes
- Any
- 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
- 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
- final def ne(arg0: AnyRef): Boolean
- Definition Classes
- AnyRef
- final def notify(): Unit
- Definition Classes
- AnyRef
- Annotations
- @native() @HotSpotIntrinsicCandidate()
- final def notifyAll(): Unit
- Definition Classes
- AnyRef
- Annotations
- @native() @HotSpotIntrinsicCandidate()
- 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
- final def synchronized[T0](arg0: => T0): T0
- Definition Classes
- AnyRef
- def toString(): String
- Definition Classes
- AnyRef → Any
- final def wait(arg0: Long, arg1: Int): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws(classOf[java.lang.InterruptedException])
- final def wait(arg0: Long): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws(classOf[java.lang.InterruptedException]) @native()
- final def wait(): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws(classOf[java.lang.InterruptedException])
Deprecated Value Members
- def finalize(): Unit
- Attributes
- protected[lang]
- Definition Classes
- AnyRef
- Annotations
- @throws(classOf[java.lang.Throwable]) @Deprecated
- Deprecated