Class LineSearch

java.lang.Object

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

public class LineSearch
extends 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 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

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

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 Object

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

Field Details

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 Details

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 Details

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.