scalation/scalation/scalation.optimization/LineSearch

LineSearch

scalation.optimization.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: class GoldenSectionLS

class GridSearchLS

class WolfeLS

Members list

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public
protected

Value members

Abstract methods

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

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

Value parameters

step: the initial step size

Attributes

Concrete fields

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