Package org.apache.commons.math3.optim.nonlinear.scalar

Class LineSearch

  • public class LineSearch
extends java.lang.Object
    Class for finding the minimum of the objective function along a given direction.
    Since:
    3.3

    • Field Summary

      Fields 
      Modifier and Type Field Description
      private static 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 BracketFinder bracket
      Automatic bracketing.
      private double initialBracketingRange
      Extent of the initial interval used to find an interval that brackets the optimum.
      private UnivariateOptimizer lineOptimizer
      Optimizer used for line search.
      private MultivariateOptimizer mainOptimizer
      Optimizer on behalf of which the line search must be performed.
      private static 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

      Constructors 
      Constructor Description
      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.

    • Method Summary

      All Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      UnivariatePointValuePair search​(double[] startPoint, double[] direction)
      Finds the number alpha that optimizes f(startPoint + alpha * direction).

      • Methods inherited from class java.lang.Object

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

    • Field Detail

      • REL_TOL_UNUSED

        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.
        See Also:
        Constant Field Values

      • ABS_TOL_UNUSED

        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.
        See Also:
        Constant Field Values

      • lineOptimizer

        private final UnivariateOptimizer lineOptimizer
        Optimizer used for line search.

      • bracket

        private final BracketFinder bracket
        Automatic bracketing.

      • initialBracketingRange

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

      • mainOptimizer

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

    • Constructor Detail

      • LineSearch

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

        public UnivariatePointValuePair search​(double[] startPoint,
                                       double[] direction)
        Finds the number alpha that optimizes f(startPoint + alpha * direction).
        Parameters:
        startPoint - Starting point.
        direction - Search direction.
        Returns:
        the optimum.
        Throws:
        TooManyEvaluationsException - if the number of evaluations is exceeded.