Apache Commons Math 3.6.1 · org.apache.commons.math3.optim.nonlinear.scalar.LineSearch

Field Summary

Modifier and Type	Field and Description
private static final double	ABS_TOL_UNUSED Value that will pass the precondition check for `BrentOptimizer` but will not pass the convergence check, so that the custom checker will always decide when to stop the line search.
private final BracketFinder	bracket Automatic bracketing.
private final double	initialBracketingRange Extent of the initial interval used to find an interval that brackets the optimum.
private final UnivariateOptimizer	lineOptimizer Optimizer used for line search.
private final MultivariateOptimizer	mainOptimizer Optimizer on behalf of which the line search must be performed.
private static final double	REL_TOL_UNUSED Value that will pass the precondition check for `BrentOptimizer` but will not pass the convergence check, so that the custom checker will always decide when to stop the line search.

Constructor Summary

Access Constructor and Description

Access	Constructor and Description
public	LineSearch(MultivariateOptimizer Optimizer on behalf of which the line search be performed. Its `computeObjectiveValue` method will be called by the `search` method. optimizer, double Search will stop when the function relative difference between successive iterations is below this value. relativeTolerance, double Search will stop when the function absolute difference between successive iterations is below this value. absoluteTolerance, double 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. initialBracketingRange) The `BrentOptimizer` default stopping criterion uses the tolerances to check the domain (point) values, not the function values.

public

LineSearch(MultivariateOptimizer

Optimizer on behalf of which the line search be performed. Its computeObjectiveValue method will be called by the search method.

optimizer, double

Search will stop when the function relative difference between successive iterations is below this value.

relativeTolerance, double

Search will stop when the function absolute difference between successive iterations is below this value.

absoluteTolerance, double

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.

initialBracketingRange)

The BrentOptimizer default stopping criterion uses the tolerances to check the domain (point) values, not the function values.

Method Summary

Modifier and Type	Method and Description
public UnivariatePointValuePair	Returns: the optimum. search(final double[] Starting point. startPoint, final double[] Search direction. direction) Finds the number `alpha` that optimizes `f(startPoint + alpha * direction)`.

Inherited from java.lang.Object:: clone equals finalize getClass hashCode notify notifyAll toString wait wait wait

Field Detail

ABS_TOL_UNUSED	back to summary
private static final double ABS_TOL_UNUSED Value that will pass the precondition check for `BrentOptimizer` but will not pass the convergence check, so that the custom checker will always decide when to stop the line search.

bracket	back to summary
private final BracketFinder bracket Automatic bracketing.

initialBracketingRange	back to summary
private final double initialBracketingRange Extent of the initial interval used to find an interval that brackets the optimum.

lineOptimizer	back to summary
private final UnivariateOptimizer lineOptimizer Optimizer used for line search.

mainOptimizer	back to summary
private final MultivariateOptimizer mainOptimizer Optimizer on behalf of which the line search must be performed.

REL_TOL_UNUSED	back to summary
private static final double REL_TOL_UNUSED Value that will pass the precondition check for `BrentOptimizer` but will not pass the convergence check, so that the custom checker will always decide when to stop the line search.

Constructor Detail

LineSearch back to summary

LineSearch	back to summary
public 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. The `relativeTolerance` and `absoluteTolerance` arguments are thus passed to a `custom checker` that will use the function values. Parameters optimizer:MultivariateOptimizer Optimizer on behalf of which the line search be performed. Its `computeObjectiveValue` method will be called by the `search` method. relativeTolerance:double Search will stop when the function relative difference between successive iterations is below this value. absoluteTolerance:double Search will stop when the function absolute difference between successive iterations is below this value. initialBracketingRange:double 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 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. The relativeTolerance and absoluteTolerance arguments are thus passed to a custom checker that will use the function values.

Parameters

optimizer:MultivariateOptimizer: Optimizer on behalf of which the line search be performed. Its computeObjectiveValue method will be called by the search method.
relativeTolerance:double: Search will stop when the function relative difference between successive iterations is below this value.
absoluteTolerance:double: Search will stop when the function absolute difference between successive iterations is below this value.
initialBracketingRange:double: 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.

Method Detail

search back to summary

search	back to summary
public UnivariatePointValuePair search(final double[] startPoint, final double[] direction) Finds the number `alpha` that optimizes `f(startPoint + alpha * direction)`. Parameters startPoint:double[] Starting point. direction:double[] Search direction. Returns:UnivariatePointValuePair the optimum. Exceptions TooManyEvaluationsException: if the number of evaluations is exceeded.

public UnivariatePointValuePair search(final double[] startPoint, final double[] direction)

Finds the number alpha that optimizes f(startPoint + alpha * direction).

Parameters

startPoint:double[]: Starting point.
direction:double[]: Search direction.

Returns:UnivariatePointValuePair

the optimum.

Exceptions

TooManyEvaluationsException:: if the number of evaluations is exceeded.