Math.NET Numerics
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// <copyright file="BfgsTest.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
//
// Copyright (c) 2009-2016 Math.NET
//
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
//
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
//
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
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// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
using System;
namespace MathNet.Numerics.Optimization.LineSearch
{
public class StrongWolfeLineSearch : WolfeLineSearch
{
public StrongWolfeLineSearch(double c1, double c2, double parameterTolerance, int maxIterations = 10)
: base(c1, c2, parameterTolerance, maxIterations)
{
// Argument validation in base class
}
protected override MinimizationResult.ExitCondition WolfeExitCondition { get { return MinimizationResult.ExitCondition.StrongWolfeCriteria; } }
protected override bool WolfeCondition(double stepDd, double initialDd)
{
return Math.Abs(stepDd) > C2 * Math.Abs(initialDd);
}
}
}