BrentLineSearch class
BrentLineSearch ( ObjectiveFunction * f, int iter ) a constructor
| |||||||||
Model <double> | search ( Model <double>& m0, Vector <double>& direction, double tol , double delta) search for minimum model along a 1-D direction
| ||||||||
Model <long> | search ( Model <long>&, Vector <double>&, double, double) search for minimum model along a 1-D direction |
BrentLineSearch class was inpired by the Numerical Recipes book, performs an unidimensional search for the minimum of the objective function along a specified direction. The minimum is at first bracket using the Golden search procedure. After bracketing the Brent's algorithm is used to isolate the minimum to a fractional precision of about the specified tolerance.This line search was not thoroughly tested. The CubicLineSearch procedure, that requires certain derivative information on the objective function (that can be provided by numerical methods) has demonstrated to be a more efficient line search procedure.
this page has been generated automatically by doc++
(c)opyright by Malte Zöckler, Roland Wunderling