StrongWolfeLineSearch

class StrongWolfeLineSearch(maxZoomIter: Int, maxLineSearchIter: Int) extends CubicLineSearch
trait Serializable
class Object
trait Matchable
class Any

Type members

Inherited classlikes

case class Bracket(t: Double, dd: Double, fval: Double)
Inherited from
CubicLineSearch

Value members

Concrete methods

def minimize(f: DiffFunction[Double], init: Double): Double
def minimizeWithBound(f: DiffFunction[Double], init: Double, bound: Double): 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. Based on the line search detailed in Nocedal & Wright Numerical Optimization p58. BUT add some modification for bound checking.

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.

Inherited methods

def interp(l: Bracket, r: Bracket): Double
Inherited from
CubicLineSearch
protected def logger: LazyLogger
Inherited from
SerializableLogging

Concrete fields

val c1: Double
val c2: Double