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WolfeLineSearchFindConformingStep(IObjectiveFunctionEvaluation, VectorDouble, Double, Double) Method

Finds a step length that satisfies the configured Wolfe conditions within the specified upper bound.

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,
	double upperBound
)

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
upperBound  Double
The upper bound

Return Value

LineSearchResult
The result of the line search.
See Also