Linesearch subclass implementing a function-value-only approximate minimization algorithm using bracketing and then Brent's 1D minimization method. More...

#include <GlobiPack_BrentsLineSearch_decl.hpp>

Inheritance diagram for GlobiPack::BrentsLineSearch< Scalar >:

[legend]

List of all members.

Related Functions
(Note that these are not member functions.)
template<typename Scalar >
const RCP< BrentsLineSearch < Scalar > >	brentsLineSearch ()
	Nonmember constructor.
Constructor/Initializers/Accessors
	BrentsLineSearch ()
	Construct with default parameters.
const GoldenQuadInterpBracket < Scalar > &	bracket () const
	For unit testing only .
const Brents1DMinimization < Scalar > &	brentsMin () const
	For unit testing only .
Overridden from ParameterListAcceptor (simple forwarding functions)
void	setParameterList (RCP< ParameterList > const &paramList)

RCP< const ParameterList >	getValidParameters () const

Overrridden from LineSearchBase.
virtual bool	requiresBaseDeriv () const
	Returns true.
virtual bool	requiresDerivEvals () const
	Returns false.
virtual bool	doLineSearch (const MeritFunc1DBase< Scalar > &phi, const PointEval1D< Scalar > &point_k, const Ptr< PointEval1D< Scalar > > &point_kp1, const Ptr< int > &numIters) const

Detailed Description

template<typename Scalar>
class GlobiPack::BrentsLineSearch< Scalar >

Linesearch subclass implementing a function-value-only approximate minimization algorithm using bracketing and then Brent's 1D minimization method.

This lineserach class is designed for more accurate linesearches and it will march forward (as well as backward) from the given initial guess for the step length in order to find it. This linesearch is therefore more appropriate for optimization algorithms like steppest decent and nonlinear CG what require more accurate linesearches and where the scaling of the step is not well know. Also, this linesearch likely satisifies the Strong Wolf Conditions but there are not checks for this at all so in the end it may not.

ToDo: Finish Documentation!

Definition at line 60 of file GlobiPack_BrentsLineSearch_decl.hpp.

Constructor & Destructor Documentation

template<typename Scalar >

GlobiPack::BrentsLineSearch< Scalar >::BrentsLineSearch ( )

Construct with default parameters.

Definition at line 46 of file GlobiPack_BrentsLineSearch_def.hpp.

Member Function Documentation

template<typename Scalar >

const GoldenQuadInterpBracket< Scalar > & GlobiPack::BrentsLineSearch< Scalar >::bracket ( ) const

For unit testing only .

Definition at line 52 of file GlobiPack_BrentsLineSearch_def.hpp.

template<typename Scalar >

const Brents1DMinimization< Scalar > & GlobiPack::BrentsLineSearch< Scalar >::brentsMin ( ) const

For unit testing only .

Definition at line 60 of file GlobiPack_BrentsLineSearch_def.hpp.

template<class Scalar >

void GlobiPack::BrentsLineSearch< Scalar >::setParameterList ( RCP< ParameterList > const & paramList ) [virtual]

Implements Teuchos::ParameterListAcceptor.

Definition at line 70 of file GlobiPack_BrentsLineSearch_def.hpp.

template<class Scalar >

RCP< const ParameterList > GlobiPack::BrentsLineSearch< Scalar >::getValidParameters ( ) const [virtual]

Reimplemented from Teuchos::ParameterListAcceptor.

Definition at line 86 of file GlobiPack_BrentsLineSearch_def.hpp.

template<typename Scalar >

bool GlobiPack::BrentsLineSearch< Scalar >::requiresBaseDeriv ( ) const [virtual]

Returns true.

Implements GlobiPack::LineSearchBase< Scalar >.

Definition at line 109 of file GlobiPack_BrentsLineSearch_def.hpp.

template<typename Scalar >

bool GlobiPack::BrentsLineSearch< Scalar >::requiresDerivEvals ( ) const [virtual]

Returns false.

Implements GlobiPack::LineSearchBase< Scalar >.

Definition at line 116 of file GlobiPack_BrentsLineSearch_def.hpp.

template<typename Scalar >

bool GlobiPack::BrentsLineSearch< Scalar >::doLineSearch	(	const MeritFunc1DBase< Scalar > &	phi,
		const PointEval1D< Scalar > &	point_k,
		const Ptr< PointEval1D< Scalar > > &	point_kp1,
		const Ptr< int > &	numIters
	)		const `[virtual]`