ipo::detail::LineSearch Class Reference

Backtracking line search. More...

#include <LineSearch.hpp>

Collaboration diagram for ipo::detail::LineSearch:

Classes
class	Parameters
	Line search parameters. More...

Public Member Functions
	LineSearch (ipo_function::Function &function, double const alpha=1e-3, double const beta=0.8, double const epsilon=std::sqrt(std::numeric_limits< double >::epsilon()), size_t const maxNoImproveSteps=10)
	Set up the line search function object with a function and some default parameters. More...
double	operator() (gsl::vector &vector, gsl::vector const direction, double const functionValue=-std::numeric_limits< double >::infinity(), gsl::vector const gradientValue=gsl::vector(nullptr))
	Carry out the line search. More...
void	setFunctionScale (double const functionScale)
	Set the scaling factor for output of function values. More...
Parameters &	getParameters ()
	Get parameters by reference. More...

Protected Attributes
ipo_function::Function &	function
	The function. More...
double	functionScale { 1.0 }
	Scaling factor for output of function values. More...

Private Attributes
Parameters	parameters

Detailed Description

Backtracking line search.

This class defines function objects to carry out backtracking line search assuming a good step size and a nearly locally quadratic function.

Definition at line 36 of file LineSearch.hpp.

Constructor & Destructor Documentation

LineSearch::LineSearch	(	ipo_function::Function &	function,
		double const	alpha = 1e-3,
		double const	beta = 0.8,
		double const	epsilon = std::sqrt( std::numeric_limits<double>::epsilon() ),
		size_t const	maxNoImproveSteps = 10
	)

Set up the line search function object with a function and some default parameters.

Parameters

function	The function
alpha	A value in (0,0.5)
beta	A value in (0,1)
epsilon	A value to be used if the gradient is not supplied in the function operator call
maxNoImproveSteps	The maximum number of backtracing steps to accept with no consecutive improvements

Definition at line 41 of file LineSearch.cc.

Member Function Documentation

LineSearch::Parameters & LineSearch::getParameters

(

)

Get parameters by reference.

Returns

parameters

Definition at line 39 of file LineSearch.cc.

References parameters.

Referenced by ipo::detail::NewtonDescent::getLineSearchParameters().

double LineSearch::operator()	(	gsl::vector &	vector,
		gsl::vector const	direction,
		double const	functionValue = -std::numeric_limits<double>::infinity(),
		gsl::vector const	gradientValue = gsl::vector( nullptr )
	)

Carry out the line search.

Note that if values are supplied for function and gradient, they are not checked.

Parameters

vector	The vector: on return this is the updated value.
direction	The direction of search
functionValue	The function evaluated at vector: if no value is supplied a value is computed
gradientValue	The gradient evaluated at vector: if no value is supplied a forward difference estimate is computed

Returns

The multiple of direction that can be added to vector for an improving step

Definition at line 82 of file LineSearch.cc.

References functionScale, ipo::detail::LineSearch::Parameters::getAlpha(), ipo::detail::LineSearch::Parameters::getBeta(), ipo::detail::LineSearch::Parameters::getEpsilon(), ipo::detail::LineSearch::Parameters::getMaxNoImproveSteps(), ipo::detail::LineSearch::Parameters::getOutputStream(), ipo::detail::LineSearch::Parameters::getVectorDigits(), ipo_function::GradientEstimate::gradient(), ipo::format::infinity, parameters, and ipo_function::detail::ForwardDifferenceGradientEstimate::setVector().

void ipo::detail::LineSearch::setFunctionScale ( double const  functionScale )

inline

Set the scaling factor for output of function values.

This is used in InteriorPoint to show the value of the original function.

Parameters

functionScale

The new value

Definition at line 209 of file LineSearch.hpp.

References functionScale.

Referenced by ipo::detail::NewtonDescent::operator()().

Member Data Documentation

ipo_function::Function& ipo::detail::LineSearch::function

protected

The function.

Definition at line 220 of file LineSearch.hpp.

double ipo::detail::LineSearch::functionScale { 1.0 }

protected

Scaling factor for output of function values.

Definition at line 224 of file LineSearch.hpp.

Referenced by operator()(), and setFunctionScale().

Parameters ipo::detail::LineSearch::parameters

private

Definition at line 172 of file LineSearch.hpp.

Referenced by getParameters(), and operator()().

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The documentation for this class was generated from the following files:

• LineSearch.hpp
• LineSearch.cc