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270 lines
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270 lines
11 KiB
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</div><div id="types">
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<h2 class="fixed">Types in MathNet.Numerics.Optimization.LineSearch</h2>
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<div class="scroll">
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<ul>
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<li>
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<a href="../MathNet.Numerics.Optimization.LineSearch/LineSearchResult.htm">LineSearchResult</a>
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<a href="../MathNet.Numerics.Optimization.LineSearch/StrongWolfeLineSearch.htm">StrongWolfeLineSearch</a>
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<li>
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<a href="../MathNet.Numerics.Optimization.LineSearch/WeakWolfeLineSearch.htm" class="current">WeakWolfeLineSearch</a>
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</li>
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<li>
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<a href="../MathNet.Numerics.Optimization.LineSearch/WolfeLineSearch.htm">WolfeLineSearch</a>
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</ul>
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</div>
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<div class="header">
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<p class="class"><strong>Type</strong> WeakWolfeLineSearch</p>
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<p><strong>Namespace</strong> MathNet.Numerics.Optimization.LineSearch</p>
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<p><strong>Parent</strong> <a href="../MathNet.Numerics.Optimization.LineSearch/WolfeLineSearch.htm">WolfeLineSearch</a></p>
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</div>
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<div class="sub-header">
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<div id="summary">Search for a step size alpha that satisfies the weak Wolfe conditions. The weak Wolfe
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Conditions are
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i) Armijo Rule: f(x_k + alpha_k p_k) <= f(x_k) + c1 alpha_k p_k^T g(x_k)
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ii) Curvature Condition: p_k^T g(x_k + alpha_k p_k) >= c2 p_k^T g(x_k)
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where g(x) is the gradient of f(x), 0 < c1 < c2 < 1.
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Implementation is based on http://www.math.washington.edu/~burke/crs/408/lectures/L9-weak-Wolfe.pdf
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references:
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http://en.wikipedia.org/wiki/Wolfe_conditions
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http://www.math.washington.edu/~burke/crs/408/lectures/L9-weak-Wolfe.pdf
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</div>
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<h3 class="section">Constructors</h3>
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<ul>
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<li><a href="../MathNet.Numerics.Optimization.LineSearch/WeakWolfeLineSearch.htm#.ctor">WeakWolfeLineSearch</a></li>
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</ul>
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<h3 class="section">Methods</h3>
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<ul>
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<li><a href="../MathNet.Numerics.Optimization.LineSearch/WeakWolfeLineSearch.htm#Equals">Equals</a></li>
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<li><a href="../MathNet.Numerics.Optimization.LineSearch/WeakWolfeLineSearch.htm#FindConformingStep">FindConformingStep</a></li>
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<li><a href="../MathNet.Numerics.Optimization.LineSearch/WeakWolfeLineSearch.htm#FindConformingStep">FindConformingStep</a></li>
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<li><a href="../MathNet.Numerics.Optimization.LineSearch/WeakWolfeLineSearch.htm#GetHashCode">GetHashCode</a></li>
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<li><a href="../MathNet.Numerics.Optimization.LineSearch/WeakWolfeLineSearch.htm#GetType">GetType</a></li>
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<li><a href="../MathNet.Numerics.Optimization.LineSearch/WeakWolfeLineSearch.htm#ToString">ToString</a></li>
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</ul>
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</div>
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<h3 class="section">Public Constructors</h3>
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<div id=".ctor" class="method">
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<h4> <strong>WeakWolfeLineSearch</strong>(<span title="System.double">double</span> c1, <span title="System.double">double</span> c2, <span title="System.double">double</span> parameterTolerance, <span title="System.int">int</span> maxIterations)</h4>
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<div class="content">
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</div>
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</div>
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<h3 class="section">Public Methods</h3>
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<div id="Equals" class="method">
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<h4><span title="System.bool">bool</span> <strong>Equals</strong>(<span title="System.object">object</span> obj)</h4>
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<div class="content">
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</div>
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</div>
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<div id="FindConformingStep" class="method">
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<h4><a href="../MathNet.Numerics.Optimization.LineSearch/LineSearchResult.htm">LineSearchResult</a> <strong>FindConformingStep</strong>(<a href="../MathNet.Numerics.Optimization/IObjectiveFunctionEvaluation.htm">IObjectiveFunctionEvaluation</a> startingPoint, <a href="../MathNet.Numerics.LinearAlgebra/Vector`1.htm">Vector<T></a> searchDirection, <span title="System.double">double</span> initialStep)</h4>
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<div class="content">Implemented following http://www.math.washington.edu/~burke/crs/408/lectures/L9-weak-Wolfe.pdf
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<div class="parameters">
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<h5>Parameters</h5>
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<h6><code><a href="../MathNet.Numerics.Optimization/IObjectiveFunctionEvaluation.htm">IObjectiveFunctionEvaluation</a></code> startingPoint</h6>
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<p class="comments">The objective function being optimized, evaluated at the starting point of the search </p>
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<h6><code><a href="../MathNet.Numerics.LinearAlgebra/Vector`1.htm">Vector<T></a></code> searchDirection</h6>
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<p class="comments">Search direction </p>
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<h6><code><span title="System.double">double</span></code> initialStep</h6>
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<p class="comments">Initial size of the step in the search direction </p>
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</div>
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</div>
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</div>
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<div id="FindConformingStep" class="method">
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<h4><a href="../MathNet.Numerics.Optimization.LineSearch/LineSearchResult.htm">LineSearchResult</a> <strong>FindConformingStep</strong>(<a href="../MathNet.Numerics.Optimization/IObjectiveFunctionEvaluation.htm">IObjectiveFunctionEvaluation</a> startingPoint, <a href="../MathNet.Numerics.LinearAlgebra/Vector`1.htm">Vector<T></a> searchDirection, <span title="System.double">double</span> initialStep, <span title="System.double">double</span> upperBound)</h4>
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<div class="content">
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<div class="parameters">
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<h5>Parameters</h5>
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<h6><code><a href="../MathNet.Numerics.Optimization/IObjectiveFunctionEvaluation.htm">IObjectiveFunctionEvaluation</a></code> startingPoint</h6>
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<p class="comments">The objective function being optimized, evaluated at the starting point of the search </p>
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<h6><code><a href="../MathNet.Numerics.LinearAlgebra/Vector`1.htm">Vector<T></a></code> searchDirection</h6>
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<p class="comments">Search direction </p>
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<h6><code><span title="System.double">double</span></code> initialStep</h6>
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<p class="comments">Initial size of the step in the search direction </p>
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<h6><code><span title="System.double">double</span></code> upperBound</h6>
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<p class="comments">The upper bound </p>
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</div>
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</div>
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</div>
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<div id="GetHashCode" class="method">
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<h4><span title="System.int">int</span> <strong>GetHashCode</strong>()</h4>
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<div class="content">
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</div>
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</div>
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<div id="GetType" class="method">
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<h4><span title="System.Type">Type</span> <strong>GetType</strong>()</h4>
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<div class="content">
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</div>
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</div>
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<div id="ToString" class="method">
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<h4><span title="System.string">string</span> <strong>ToString</strong>()</h4>
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<div class="content">
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</div>
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</div>
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<div id="footer">
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<p>Based on v5.0.0.0 of MathNet.Numerics (Math.NET Numerics)</p>
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<p>Generated by <a href="http://docu.jagregory.com">docu</a></p>
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