#include <itpp/base/newton_search.h>
Public Member Functions | |
Line_Search () | |
~Line_Search () | |
void | set_function (double(*function)(const vec &)) |
Set function pointer. | |
void | set_gradient (vec(*gradient)(const vec &)) |
Set gradient function pointer. | |
void | set_functions (double(*function)(const vec &), vec(*gradient)(const vec &)) |
Set both function and gradient function pointers. | |
void | set_start_point (const vec &x, double F, const vec &g, const vec &h) |
Set start point for search. | |
void | get_solution (vec &xn, double &Fn, vec &gn) |
Get solution, function value and gradient at solution point. | |
bool | search () |
Do the line search. | |
bool | search (vec &xn, double &Fn, vec &gn) |
Do the line search and return solution. | |
bool | search (const vec &x, double F, const vec &g, const vec &h, vec &xn, double &Fn, vec &gn) |
Set starting point, do the line search, and return the solution. | |
double | get_alpha () |
return alpha at solution point, xn = x + alpha h | |
double | get_slope_ratio () |
return the slope ratio at solution poin, xn | |
int | get_no_function_evaluations () |
return number of function evaluations used in search | |
void | set_stop_values (double rho, double beta) |
Set stop criterion values. | |
double | get_rho () |
Return stop value rho. | |
double | get_beta () |
Return stop value beta. | |
void | set_max_iterations (int value) |
Set max number of iterations. | |
int | get_max_iterations () |
Return max number of iterations. | |
void | set_max_stepsize (double value) |
Set max stepsize. | |
double | get_max_stepsize () |
Return max number of iterations. | |
void | set_method (const Line_Search_Method &method) |
Set Line search method. | |
void | enable_trace () |
enable trace mode | |
void | disable_trace () |
disable trace | |
void | get_trace (vec &alphavalues, vec &Fvalues, vec &dFvalues) |
The line search try to minimize the objective function along the direction
from the current position
.
Hence we look at
and try to find an that minimizes
.
Two variants are used. Either the soft line search (default) or the exact line search.
The soft line search stops when a point in the acceptable region is found, i.e.
and
Default vales are and
.
The exact line search
and
where is the current interval for
. Default vales are
and
.
The exact line search can at least in theory give the exact resutl, but it may require many extra function evaluations compared to soft line search.
Definition at line 222 of file newton_search.h.
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Set function pointer.
Definition at line 350 of file newton_search.cpp. Referenced by set_functions(). |
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Set gradient function pointer.
Definition at line 356 of file newton_search.cpp. Referenced by set_functions(). |
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Set both function and gradient function pointers.
Definition at line 234 of file newton_search.h. References set_function(), and set_gradient(). Referenced by itpp::Newton_Search::search(). |
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Set start point for search.
Definition at line 371 of file newton_search.cpp. Referenced by search(), and itpp::Newton_Search::search(). |
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Get solution, function value and gradient at solution point.
Definition at line 384 of file newton_search.cpp. References it_assert. Referenced by search(). |
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Do the line search.
Definition at line 393 of file newton_search.cpp. References itpp::abs(), itpp::dot(), itpp::eps, it_assert, max, min, itpp::norm(), and itpp::sqr(). Referenced by search(), and itpp::Newton_Search::search(). |
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Do the line search and return solution.
Definition at line 571 of file newton_search.cpp. References get_solution(), and search(). |
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Set starting point, do the line search, and return the solution.
Definition at line 578 of file newton_search.cpp. References get_solution(), search(), and set_start_point(). |
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return alpha at solution point, xn = x + alpha h
Definition at line 588 of file newton_search.cpp. References it_warning. Referenced by itpp::Newton_Search::search(). |
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return the slope ratio at solution poin, xn
Definition at line 598 of file newton_search.cpp. References it_warning. Referenced by itpp::Newton_Search::search(). |
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return number of function evaluations used in search
Definition at line 608 of file newton_search.cpp. References it_warning. Referenced by itpp::Newton_Search::search(). |
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Set stop criterion values.
Definition at line 363 of file newton_search.cpp. Referenced by itpp::Newton_Search::search(). |
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Return stop value rho.
Definition at line 262 of file newton_search.h. |
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Return stop value beta.
Definition at line 264 of file newton_search.h. |
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Set max number of iterations.
Definition at line 619 of file newton_search.cpp. References it_assert. Referenced by itpp::Newton_Search::search(). |
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Return max number of iterations.
Definition at line 269 of file newton_search.h. |
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Set max stepsize.
Definition at line 625 of file newton_search.cpp. References it_assert. Referenced by itpp::Newton_Search::search(). |
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Return max number of iterations.
Definition at line 274 of file newton_search.h. |
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Set Line search method.
Definition at line 631 of file newton_search.cpp. |
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enable trace mode
Definition at line 280 of file newton_search.h. |
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disable trace
Definition at line 282 of file newton_search.h. |
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get trace outputs Definition at line 646 of file newton_search.cpp. References it_warning. |
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