class LineSearch

an abstract class of 1-D line searches

Inheritance:


public members:

LineSearch ( ObjectiveFunction * f, Vector <double>* interval)
a constructor with pointer to the objective function
ObjectiveFunction * f
pointer to the objective function object
Vector <double>* interval
pointer to the interval vector for finite-difference if numerical gradient is computed
LineSearch ( ObjectiveFunction * f)
a constructor with a pointer to objective function
Vector <double> gradient ( Model <double>& m)
compute the gradient Vector for Model $m$
double evaluate ( Model <double>& m)
evaluate the objective function for Model $m$;
Vector <double> gradient ( Model <long>& m)
compute the gradient Vector for Model $m$
double evaluate ( Model <long>& m)
evaluate the objective function for Model $m$;
List <int> allSearchIterations ()
number of iterations for all line searches.
int searchIterations ()
number of iterations in the current line search;
double currentValue ()
value of the objective function for the current Model
const char* objName ()
the class name of the objective function

protected members:

int iterMax
maxinum number of iterations allowed;
int iterNum
the number iterations so far
List <int>* iterHistory
the history of number of iteration of iteration
double value
the value at the minimum
ObjectiveFunction * fp
pointer to the objective function
void appendSearchNumber ()

Documentation

This is the base class for one dimensional line search algorithms. Some optimization algorithms need to find the optimimal point on one searching directions. Classes derived from this class inherit features of LineSearch. This class cannot be used directly.

LineSearch currently only takes Models either double or long integer. It is mostly because I tried to avoid using templates, due to the guliness of template features in G++. Hopefully, this could be changed soon.


direct child classes: BrentLineSearch CubicLineSearch

alphabetic index hierarchy of classes


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(c)opyright by Malte Zöckler, Roland Wunderling