Namespaces

Types in MathNet.Numerics.Optimization.LineSearch

Type WolfeLineSearch

Namespace MathNet.Numerics.Optimization.LineSearch

Constructors

Methods

Public Constructors

WolfeLineSearch(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()