public class LineSearch extends Object
| Constructor and Description |
|---|
LineSearch(MultivariateOptimizer optimizer,
double relativeTolerance,
double absoluteTolerance,
double initialBracketingRange)
The
BrentOptimizer default stopping criterion uses the
tolerances to check the domain (point) values, not the function
values. |
| Modifier and Type | Method and Description |
|---|---|
UnivariatePointValuePair |
search(double[] startPoint,
double[] direction)
Finds the number
alpha that optimizes
f(startPoint + alpha * direction). |
public LineSearch(MultivariateOptimizer optimizer, double relativeTolerance, double absoluteTolerance, double initialBracketingRange)
BrentOptimizer default stopping criterion uses the
tolerances to check the domain (point) values, not the function
values.
The relativeTolerance and absoluteTolerance
arguments are thus passed to a custom checker that will use the function values.optimizer - Optimizer on behalf of which the line search
be performed.
Its computeObjectiveValue method will be called by the
search method.relativeTolerance - Search will stop when the function relative
difference between successive iterations is below this value.absoluteTolerance - Search will stop when the function absolute
difference between successive iterations is below this value.initialBracketingRange - Extent of the initial interval used to
find an interval that brackets the optimum.
If the optimized function varies a lot in the vicinity of the optimum,
it may be necessary to provide a value lower than the distance between
successive local minima.public UnivariatePointValuePair search(double[] startPoint, double[] direction)
alpha that optimizes
f(startPoint + alpha * direction).startPoint - Starting point.direction - Search direction.TooManyEvaluationsException - if the number of evaluations is exceeded.Copyright © 2003–2016 The Apache Software Foundation. All rights reserved.