class StrongWolfeLineSearch extends CubicLineSearch
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case class
Bracket(t: Double, dd: Double, fval: Double) extends Product with Serializable
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- CubicLineSearch
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def
interp(l: Bracket, r: Bracket): Double
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logger: LazyLogger
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def
minimize(f: DiffFunction[Double], init: Double = 1.0): Double
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- StrongWolfeLineSearch → CubicLineSearch → MinimizingLineSearch
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def
minimizeWithBound(f: DiffFunction[Double], init: Double = 1.0, bound: Double = 1.0): Double
Performs a line search on the function f with bound, returning a point satisfying the Strong Wolfe conditions OR satisfying sufficient decrease condition and hit bound.
Performs a line search on the function f with bound, returning a point satisfying the Strong Wolfe conditions OR satisfying sufficient decrease condition and hit bound. Based on the line search detailed in Nocedal & Wright Numerical Optimization p58. BUT add some modification for bound checking.
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