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| <div class="subTitle">org.apache.commons.math3.optim.nonlinear.scalar</div> |
| <h2 title="Class LineSearch" class="title">Class LineSearch</h2> |
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| <pre>public class <span class="strong">LineSearch</span> |
| extends <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a></pre> |
| <div class="block">Class for finding the minimum of the objective function along a given |
| direction.</div> |
| <dl><dt><span class="strong">Since:</span></dt> |
| <dd>3.3</dd> |
| <dt><span class="strong">Version:</span></dt> |
| <dd>$Id: LineSearch.java 1573341 2014-03-02 19:38:47Z erans $</dd></dl> |
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| <td class="colOne"><code><strong><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/LineSearch.html#LineSearch(org.apache.commons.math3.optim.nonlinear.scalar.MultivariateOptimizer, double, double, double)">LineSearch</a></strong>(<a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateOptimizer.html" title="class in org.apache.commons.math3.optim.nonlinear.scalar">MultivariateOptimizer</a> optimizer, |
| double relativeTolerance, |
| double absoluteTolerance, |
| double initialBracketingRange)</code> |
| <div class="block">The <code>BrentOptimizer</code> default stopping criterion uses the |
| tolerances to check the domain (point) values, not the function |
| values.</div> |
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| <td class="colFirst"><code><a href="../../../../../../../org/apache/commons/math3/optim/univariate/UnivariatePointValuePair.html" title="class in org.apache.commons.math3.optim.univariate">UnivariatePointValuePair</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/LineSearch.html#search(double[], double[])">search</a></strong>(double[] startPoint, |
| double[] direction)</code> |
| <div class="block">Finds the number <code>alpha</code> that optimizes |
| <code>f(startPoint + alpha * direction)</code>.</div> |
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| <h3>Constructor Detail</h3> |
| <a name="LineSearch(org.apache.commons.math3.optim.nonlinear.scalar.MultivariateOptimizer, double, double, double)"> |
| <!-- --> |
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| <h4>LineSearch</h4> |
| <pre>public LineSearch(<a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateOptimizer.html" title="class in org.apache.commons.math3.optim.nonlinear.scalar">MultivariateOptimizer</a> optimizer, |
| double relativeTolerance, |
| double absoluteTolerance, |
| double initialBracketingRange)</pre> |
| <div class="block">The <code>BrentOptimizer</code> default stopping criterion uses the |
| tolerances to check the domain (point) values, not the function |
| values. |
| The <code>relativeTolerance</code> and <code>absoluteTolerance</code> |
| arguments are thus passed to a <a href="../../../../../../../org/apache/commons/math3/optim/univariate/SimpleUnivariateValueChecker.html" title="class in org.apache.commons.math3.optim.univariate"><code>custom checker</code></a> that will use the function values.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>optimizer</code> - Optimizer on behalf of which the line search |
| be performed. |
| Its <a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/MultivariateOptimizer.html#computeObjectiveValue(double[])"><code>computeObjectiveValue</code></a> method will be called by the |
| <a href="../../../../../../../org/apache/commons/math3/optim/nonlinear/scalar/LineSearch.html#search(double[], double[])"><code>search</code></a> method.</dd><dd><code>relativeTolerance</code> - Search will stop when the function relative |
| difference between successive iterations is below this value.</dd><dd><code>absoluteTolerance</code> - Search will stop when the function absolute |
| difference between successive iterations is below this value.</dd><dd><code>initialBracketingRange</code> - 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.</dd></dl> |
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| <a name="search(double[], double[])"> |
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| <h4>search</h4> |
| <pre>public <a href="../../../../../../../org/apache/commons/math3/optim/univariate/UnivariatePointValuePair.html" title="class in org.apache.commons.math3.optim.univariate">UnivariatePointValuePair</a> search(double[] startPoint, |
| double[] direction)</pre> |
| <div class="block">Finds the number <code>alpha</code> that optimizes |
| <code>f(startPoint + alpha * direction)</code>.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>startPoint</code> - Starting point.</dd><dd><code>direction</code> - Search direction.</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>the optimum.</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../../org/apache/commons/math3/exception/TooManyEvaluationsException.html" title="class in org.apache.commons.math3.exception">TooManyEvaluationsException</a></code> - if the number of evaluations is exceeded.</dd></dl> |
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