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WolfeLineSearchFindConformingStep(IObjectiveFunctionEvaluation, VectorDouble, Double) Method

Implemented following http://www.math.washington.edu/~burke/crs/408/lectures/L9-weak-Wolfe.pdf

Namespace: Altaxo.Calc.Optimization.LineSearch
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3572.0 (4.8.3572.0)
Syntax
C#
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public LineSearchResult FindConformingStep(
	IObjectiveFunctionEvaluation startingPoint,
	Vector<double> searchDirection,
	double initialStep
)

Parameters

startingPoint  IObjectiveFunctionEvaluation
The objective function being optimized, evaluated at the starting point of the search
searchDirection  VectorDouble
Search direction
initialStep  Double
Initial size of the step in the search direction

Return Value

LineSearchResult
The result of the line search.
See Also