Main Page   Class Hierarchy   Alphabetical List   Compound List   File List   Compound Members  

LineSearch Class Template Reference

#include <linesearch.h>

Inheritance diagram for LineSearch::

ArmijoLineSearch List of all members.

Public Methods

 LineSearch (double eps=1e-8)
 Default constructor.

virtual ~LineSearch ()
 Destructor.

double lastFunctionValue ()
 return last cost function value.

double lastGradientNorm2 ()
 return square norm of last gradient.

V & lastX ()
 return last x value.

V & lastGradient ()
 return last gradient.

void setMaxLoop (int maxLoop)
 set max number of loop.

void setTooSmall (double too_small)
 Set too small criteria.

void setTooBig (double too_big)
 Set too big criteria.

virtual value_type operator() (OptimizationProblem< V > &P, value_type t_ini, value_type q0, value_type qp0)=0
 Perform line search.


Protected Attributes

double too_small_
 big and small quantities.

double too_big_
 big and small quantities.

int maxLoop_
 maximum number of loop in line.

xtd_
 new x and its gradient.

gradient_
 new x and its gradient.

double qt_
 cost function value and gradient norm corresponding to xtd_.

double qpt_
 cost function value and gradient norm corresponding to xtd_.

bool succeed_
 flag to know if linesearch succeed.


Detailed Description

template<class V>
class LineSearch< V >

Base class for line search

Definition at line 24 of file linesearch.h.


The documentation for this class was generated from the following file:
Generated at Wed Nov 7 16:26:00 2001 for Optimization by doxygen1.2.9 written by Dimitri van Heesch, © 1997-2001