LineSearchTriInterval
The LineSearchTriInterval case class represents a trial interval for determining an optimal step, including the next step that should be evaluated based on the current endpoints of the trial interval. This class is used by the line search algorithm when attempting to minimize the objective function. In each iteration of the line search algorithm, the trial interval will be updated until certain conditions are met that result in a line search step being selected.
Value parameters
- brackt
-
Indicates if the trial value
tis bracketed. If set to true, the minimizer has been bracketed in an interval of uncertainty with endpoints betweenxandy. - dx
-
Derivative of the objective function obtained by using step
x. - dy
-
Derivative of the objective function obtained by using step
y. - fx
-
Objective function value obtained by using step
x. - fy
-
Objective function value obtained by using step
y. - t
-
The new step chosen to be evaluated in an iteration of the line search algorithm based on the trial interval information.
- x
-
Value of the endpoint in the step trial interval that yields the least function value at the moment.
- y
-
Value of the second endpoint in the step trial interval (the first endpoint being
x).
Attributes
- See also
-
Jorge J. More and David J. Thuente. Line search algorithm with guaranteed sufficient decrease. ACM Transactions on Mathematical Software (TOMS), Vol 20, No 3, pp. 286-307, 1994.
- Graph
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- Supertypes
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trait Serializabletrait Producttrait Equalsclass Objecttrait Matchableclass Any