Class BacktrackingLineSearch

• Defined in File backtracking.hpp

Inheritance Relationships

Base Type

• private pele::LineSearch (Class LineSearch)

Class Documentation

class BacktrackingLineSearch : private pele::LineSearch

Public Functions

inline BacktrackingLineSearch(

GradientOptimizer *opt,

Scalar inital_stpsize_ = Scalar(1.0),

Scalar max_step_ = Scalar(10.0),

int m_ = 6,

Scalar epsilon_ = Scalar(1e-5),

Scalar epsilon_rel_ = Scalar(1e-5),

int past_ = 0,

Scalar delta_ = Scalar(0),

int max_linesearch_ = 40,

Scalar min_step_ = 0,

Scalar ftol_ = Scalar(1e-4),

Scalar wolfe_ = Scalar(0.9),

Scalar lstype_ = LINESEARCH_BACKTRACKING_ARMIJO

)

inline virtual ~BacktrackingLineSearch()

inline void set_xold_gold_(Array<double> &xold, Array<double> &gold)

inline void set_g_f_ptr(Array<double> &g)

virtual double line_search(Array<double> &x, Array<double> step)

Compute the step size given a step and a position.

inline double get_initial_stpsize()

inline bool get_step_moving_away_from_min()