GridSearchLS
scalation.optimization.GridSearchLS
class GridSearchLS(f: FunctionS2S) extends LineSearch
The GridSearchLS 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 gridSearchLSTest). If starting with a vector function f(x), simply define a new function g(y) = x0 + direction * y (see gridSearchLSTest2).
Value parameters
- f
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the scalar objective function to minimize
Attributes
- Graph
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- Supertypes
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