Base class for line search. More...
#include <ql/math/optimization/linesearch.hpp>
Inheritance diagram for LineSearch:
Collaboration diagram for LineSearch:
Public Member Functions | |
| LineSearch (Real=0.0) | |
| Default constructor. More... | |
| virtual | ~LineSearch ()=default |
| Destructor. More... | |
| const Array & | lastX () |
| return last x value More... | |
| Real | lastFunctionValue () const |
| return last cost function value More... | |
| const Array & | lastGradient () |
| return last gradient More... | |
| Real | lastGradientNorm2 () const |
| return square norm of last gradient More... | |
| bool | succeed () const |
| virtual Real | operator() (Problem &P, EndCriteria::Type &ecType, const EndCriteria &, Real t_ini)=0 |
| Perform line search. More... | |
| Real | update (Array ¶ms, const Array &direction, Real beta, const Constraint &constraint) |
| const Array & | searchDirection () const |
| current value of the search direction More... | |
| Array & | searchDirection () |
Protected Attributes | |
| Array | searchDirection_ |
| current values of the search direction More... | |
| Array | xtd_ |
| new x and its gradient More... | |
| Array | gradient_ |
| Real | qt_ = 0.0 |
| cost function value and gradient norm corresponding to xtd_ More... | |
| Real | qpt_ = 0.0 |
| bool | succeed_ = true |
| flag to know if linesearch succeed More... | |
Detailed Description
Base class for line search.
Definition at line 38 of file linesearch.hpp.
Constructor & Destructor Documentation
◆ LineSearch()
|
explicit |
Default constructor.
Definition at line 41 of file linesearch.hpp.
◆ ~LineSearch()
|
virtualdefault |
Destructor.
Member Function Documentation
◆ lastX()
| const Array & lastX | ( | ) |
return last x value
Definition at line 46 of file linesearch.hpp.
◆ lastFunctionValue()
| Real lastFunctionValue | ( | ) | const |
return last cost function value
Definition at line 48 of file linesearch.hpp.
◆ lastGradient()
| const Array & lastGradient | ( | ) |
return last gradient
Definition at line 50 of file linesearch.hpp.
◆ lastGradientNorm2()
| Real lastGradientNorm2 | ( | ) | const |
return square norm of last gradient
Definition at line 52 of file linesearch.hpp.
◆ succeed()
| bool succeed | ( | ) | const |
Definition at line 54 of file linesearch.hpp.
◆ operator()()
|
pure virtual |
Perform line search.
Implemented in ArmijoLineSearch, and GoldsteinLineSearch.
◆ update()
| Real update | ( | Array & | params, |
| const Array & | direction, | ||
| Real | beta, | ||
| const Constraint & | constraint | ||
| ) |
Definition at line 26 of file linesearch.cpp.
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◆ searchDirection() [1/2]
| const Array & searchDirection | ( | ) | const |
current value of the search direction
Definition at line 67 of file linesearch.hpp.
◆ searchDirection() [2/2]
| Array & searchDirection | ( | ) |
Definition at line 68 of file linesearch.hpp.
Member Data Documentation
◆ searchDirection_
|
protected |
current values of the search direction
Definition at line 71 of file linesearch.hpp.
◆ xtd_
|
protected |
new x and its gradient
Definition at line 73 of file linesearch.hpp.
◆ gradient_
|
protected |
Definition at line 73 of file linesearch.hpp.
◆ qt_
|
protected |
cost function value and gradient norm corresponding to xtd_
Definition at line 75 of file linesearch.hpp.
◆ qpt_
|
protected |
Definition at line 75 of file linesearch.hpp.
◆ succeed_
|
protected |
flag to know if linesearch succeed
Definition at line 77 of file linesearch.hpp.