RVLUmin::BacktrackingLineSearchAlgBase< Scalar > Class Template Reference

Does a backtracking line search starting from a prescribed step, passed as argument firststep to the constructor. More...

#include <lnsrchBT.hh>

Inheritance diagram for RVLUmin::BacktrackingLineSearchAlgBase< Scalar >:

List of all members.


Public Member Functions
	BacktrackingLineSearchAlgBase (LineSearchAlg< Scalar > const &lsalg, FunctionalEvaluation< Scalar > &fx, Vector< Scalar > const &dx, Scalar _step, Scalar _eta1, Scalar _eta2, Scalar _gamma1, Scalar _gamma2, bool _DispFlag, Scalar _fudge, int _maxsteps, ostream &_str)
	Constructor arguments:.
	BacktrackingLineSearchAlgBase (const BacktrackingLineSearchAlgBase< Scalar > &ls)
virtual	~BacktrackingLineSearchAlgBase ()
ostream &	write (ostream &str) const
bool	query ()
Scalar	getStep () const
void	run ()
	Checks for sufficient decrease, and while not found, shrink step.
Protected Member Functions
LineSearchAlgBase< Scalar > *	clone () const

Detailed Description

template<class Scalar>
class RVLUmin::BacktrackingLineSearchAlgBase< Scalar >

Does a backtracking line search starting from a prescribed step, passed as argument firststep to the constructor.

The initial step must be prescribed externally, as no scale information is available at the outset. Starts with backtrack loop: at each unsuccessful iteration, step <- step*gamma, with gamma < 1. Stops when sufficient decrease condition is satisfied. If this happens on first step, goes into internal doubling loop: at each doubling iteration, step <- step*stretch, with 1 < stretch < gamma (last inequality to avoid cycling). Internal doubling stops if function value increases.

Definition at line 61 of file lnsrchBT.hh.

Constructor & Destructor Documentation

template<class Scalar>

RVLUmin::BacktrackingLineSearchAlgBase< Scalar >::BacktrackingLineSearchAlgBase	(	LineSearchAlg< Scalar > const &	lsalg,
		FunctionalEvaluation< Scalar > &	fx,
		Vector< Scalar > const &	dx,
		Scalar	_step,
		Scalar	_eta1,
		Scalar	_eta2,
		Scalar	_gamma1,
		Scalar	_gamma2,
		bool	_DispFlag,
		Scalar	_fudge,
		int	_maxsteps,
		ostream &	_str
	)

Constructor arguments:.

Parameters:

	lsalg	const reference to line search algorithm
	fx	current FunctionalEvaluation on call, updated on return
	dx	const reference to search direction
	_step	initial step on call, last successful step on return
	_eta1	lower G-A parameter > 0
	_eta2	upper G-A parameter > eta1
	_gamma1	trust region reduction factor < 1
	_gamma2	trust region expansion factor > 1, gamma1*gamma2 < 1
	_DispFlag	verbosity flag
	_fudge	fraction of max step to permit
	_maxsteps	max number of line search steps
	_str	verbose output unit