public class LineSearch extends Object
|Constructor and Description|
|Modifier and Type||Method and Description|
Finds the number
public LineSearch(MultivariateOptimizer optimizer, double relativeTolerance, double absoluteTolerance, double initialBracketingRange)
BrentOptimizerdefault stopping criterion uses the tolerances to check the domain (point) values, not the function values. The
absoluteTolerancearguments are thus passed to a
custom checkerthat will use the function values.
optimizer- Optimizer on behalf of which the line search be performed. Its
computeObjectiveValuemethod will be called by the
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.
public UnivariatePointValuePair search(double startPoint, double direction)
f(startPoint + alpha * direction).
startPoint- Starting point.
direction- Search direction.
MathIllegalStateException- if the number of evaluations is exceeded.
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