org.jquantlib.math.optimization

Class ArmijoLineSearch

java.lang.Object

org.jquantlib.math.optimization.LineSearch

org.jquantlib.math.optimization.ArmijoLineSearch

public class ArmijoLineSearch
extends LineSearch

Constructor Summary

Constructors

Constructor and Description
ArmijoLineSearch()
ArmijoLineSearch(double eps, double alpha, double beta)

Method Summary

Modifier and Type	Method and Description
double	evaluate(Problem P, EndCriteria.Type ecType, EndCriteria endCriteria, double t_ini)

Methods inherited from class org.jquantlib.math.optimization.LineSearch

lastFunctionValue, lastGradient, lastGradientNormNorm2, lastX, searchDirection, setSearchDirection, update

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ArmijoLineSearch

public ArmijoLineSearch()

ArmijoLineSearch

public ArmijoLineSearch(double eps,
                        double alpha,
                        double beta)

Method Detail

evaluate

public double evaluate(Problem P,
                       EndCriteria.Type ecType,
                       EndCriteria endCriteria,
                       double t_ini)

Overrides:

evaluate in class LineSearch