LineSearch

scalation.optimization.LineSearch
trait LineSearch

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)

Attributes

Graph
Supertypes
class Object
trait Matchable
class Any
Known subtypes

Members list

Value members

Abstract methods

def lsearch(xmax: Double, x1: Double): Double

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.

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.

Value parameters

x1

the left (smallest) anchor point for the search (usually 0)

xmax

a rough guess for the right end-point of the line search

Attributes

def search(step: Double): Double

Perform Line Search (LS) using a line search algorithm.

Perform Line Search (LS) using a line search algorithm.

Value parameters

step

the initial step size

Attributes

Concrete fields

protected val EPSILON: Double