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ArmijoLineSearch Class Template Reference

#include <armijo.h>

Inheritance diagram for ArmijoLineSearch::

List of all members.

Public Methods
	ArmijoLineSearch (double eps=1e-8, double alpha=0.5, double beta=0.65)
	Default constructor.
virtual	~ArmijoLineSearch ()
	Destructor.
virtual value_type	operator() (OptimizationProblem< V > &P, value_type t_ini, value_type q0, value_type qp0)
	Perform line search.
Protected Attributes
double	alpha_
	Armijo paramters.
double	beta_
	Armijo paramters.

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Detailed Description

template<class V>
class ArmijoLineSearch< V >

Armijo linesearch.

Let alpha and beta be 2 scalars in [0,1]. Let x be the current value of the unknow, d the search direction and t the step. Let f be the function to minimize. The line search stop when t verifies f(x+t*d) - f(x) <= -alpha*t*f'(x+t*d) and f(x+t/beta*d) - f(x) > -alpha*t*f'(x+t*d)/beta

(see Polak. Algorithms and consitent approximations, Optimization, volume 124 of Apllied Mathematical Sciences. Springer-Verlag, N-Y, 1997)

Definition at line 32 of file armijo.h.

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The documentation for this class was generated from the following file:

• armijo.h

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