ArmijoLineSearch Class Reference
#include <ql/math/optimization/armijo.hpp>
Inheritance diagram for ArmijoLineSearch:

Detailed Description
Armijo line search.
Let and
be 2 scalars in
. Let
be the current value of the unknown,
the search direction and
the step. Let
be the function to minimize. The line search stops when
verifies
and
(see Polak, Algorithms and consistent approximations, Optimization, volume 124 of Applied Mathematical Sciences, Springer-Verlag, NY, 1997)
Public Member Functions | |
ArmijoLineSearch (Real eps=1e-8, Real alpha=0.05, Real beta=0.65) | |
Default constructor. | |
Real | operator() (Problem &P, EndCriteria::Type &ecType, const EndCriteria &, const Real t_ini) |
Perform line search. |