org.ddogleg.optimization

Interface LineSearch

All Superinterfaces:

IterativeOptimization, java.io.Serializable

All Known Implementing Classes:

CommonLineSearch, LineSearchFletcher86, LineSearchMore94

public interface LineSearch
extends IterativeOptimization

Line search for nonlinear optimization. Computes function values at different step lengths. all step lengths must be greater than or equal to zero. The derivative at step zero must be less than zero.

Method Summary

Modifier and Type	Method and Description
double	getFunction() Function value at the current step
double	getStep() Returns the current approximate solution for the line search
void	init(double funcAtZero, double derivAtZero, double funcAtInit, double stepInit, double stepMin, double stepMax) Initializes and resets the line search.
void	setFunction(CoupledDerivative function) Sets the function being optimized.

Methods inherited from interface org.ddogleg.optimization.IterativeOptimization

getWarning, isConverged, isUpdated, iterate

Method Detail

setFunction

void setFunction(CoupledDerivative function)

Sets the function being optimized.

Parameters:

function - Line search function and derivative

init

void init(double funcAtZero,
          double derivAtZero,
          double funcAtInit,
          double stepInit,
          double stepMin,
          double stepMax)

Initializes and resets the line search. In some implementations a reasonable minimum and maximum step bound is set here.

Parameters:

funcAtZero - Value of f(0)

derivAtZero - Derivative of at f(0)

funcAtInit - Value of f at initial value of step: f(step)

stepInit - Initial step size

stepMin - Minimum allowed step.

stepMax - Maximum allowed step.

getStep

double getStep()

Returns the current approximate solution for the line search

Returns:

current solution

getFunction

double getFunction()

Function value at the current step