org.jquantlib.math.optimization

Class LineSearch

java.lang.Object

org.jquantlib.math.optimization.LineSearch

Direct Known Subclasses:

ArmijoLineSearch

public class LineSearch
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
LineSearch()
LineSearch(double init)

Method Summary

Modifier and Type	Method and Description
double	evaluate(Problem P, EndCriteria.Type ecType, EndCriteria endCriteria, double t_ini)
double	lastFunctionValue()
Array	lastGradient()
double	lastGradientNormNorm2()
Array	lastX()
Array	searchDirection()
void	setSearchDirection(Array searchDirection)
double	update(Array params, Array direction, double beta, Constraint constraint)

Methods inherited from class java.lang.Object

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

Constructor Detail

LineSearch

public LineSearch()

LineSearch

public LineSearch(double init)

Method Detail

lastX

public Array lastX()

lastFunctionValue

public double lastFunctionValue()

lastGradient

public Array lastGradient()

lastGradientNormNorm2

public double lastGradientNormNorm2()

searchDirection

public Array searchDirection()

evaluate

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

update

public double update(Array params,
                     Array direction,
                     double beta,
                     Constraint constraint)

setSearchDirection

public void setSearchDirection(Array searchDirection)