Namespaces

Types in MathNet.Numerics.Optimization.LineSearch

Type StrongWolfeLineSearch

Namespace MathNet.Numerics.Optimization.LineSearch

Parent WolfeLineSearch

Constructors

Methods

Public Constructors

StrongWolfeLineSearch(double c1, double c2, double parameterTolerance, int maxIterations)

Public Methods

bool Equals(object obj)

LineSearchResult FindConformingStep(IObjectiveFunctionEvaluation startingPoint, Vector<T> searchDirection, double initialStep)

Implemented following http://www.math.washington.edu/~burke/crs/408/lectures/L9-weak-Wolfe.pdf
Parameters
IObjectiveFunctionEvaluation startingPoint

The objective function being optimized, evaluated at the starting point of the search

Vector<T> searchDirection

Search direction

double initialStep

Initial size of the step in the search direction

LineSearchResult FindConformingStep(IObjectiveFunctionEvaluation startingPoint, Vector<T> searchDirection, double initialStep, double upperBound)

Parameters
IObjectiveFunctionEvaluation startingPoint

The objective function being optimized, evaluated at the starting point of the search

Vector<T> searchDirection

Search direction

double initialStep

Initial size of the step in the search direction

double upperBound

The upper bound

int GetHashCode()

Type GetType()

string ToString()