Weak |
Search for a step size alpha that satisfies the weak Wolfe conditions. The weak Wolfe
Conditions are
i) Armijo Rule: f(x_k + alpha_k p_k) <= f(x_k) + c1 alpha_k p_k^T g(x_k)
ii) Curvature Condition: p_k^T g(x_k + alpha_k p_k) >= c2 p_k^T g(x_k)
where g(x) is the gradient of f(x), 0 < c1 < c2 < 1.
Implementation is based on http://www.math.washington.edu/~burke/crs/408/lectures/L9-weak-Wolfe.pdf
references:
http://en.wikipedia.org/wiki/Wolfe_conditions
http://www.math.washington.edu/~burke/crs/408/lectures/L9-weak-Wolfe.pdf
Inheritance HierarchySystemObject
Altaxo.Calc.Optimization.LineSearchWolfeLineSearch
Altaxo.Calc.Optimization.LineSearchWeakWolfeLineSearch
Altaxo.Calc.Optimization.LineSearchWolfeLineSearch
Altaxo.Calc.Optimization.LineSearchWeakWolfeLineSearch
Namespace: Altaxo.Calc.Optimization.LineSearch
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
SyntaxC#
public class WeakWolfeLineSearch : WolfeLineSearch
The WeakWolfeLineSearch type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | WeakWolfeLineSearch | Initializes a new instance of the WeakWolfeLineSearch class |
Properties| Name | Description | |
|---|---|---|
 | C1 | (Inherited from WolfeLineSearch) |
| C2 | (Inherited from WolfeLineSearch) |
| MaximumIterations | (Inherited from WolfeLineSearch) |
| ParameterTolerance | (Inherited from WolfeLineSearch) |
| WolfeExitCondition | (Overrides WolfeLineSearchWolfeExitCondition) |
Methods| Name | Description | |
|---|---|---|
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
 | Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
| FindConformingStep(IObjectiveFunctionEvaluation, VectorDouble, Double) | Implemented following http://www.math.washington.edu/~burke/crs/408/lectures/L9-weak-Wolfe.pdf (Inherited from WolfeLineSearch) |
| FindConformingStep(IObjectiveFunctionEvaluation, VectorDouble, Double, Double) | (Inherited from WolfeLineSearch) |
| GetHashCode | Serves as the default hash function. (Inherited from Object) |
| GetType | Gets the Type of the current instance. (Inherited from Object) |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) |
| ToString | Returns a string that represents the current object. (Inherited from Object) |
| ValidateGradient | (Overrides WolfeLineSearchValidateGradient(IObjectiveFunctionEvaluation)) |
| ValidateInputArguments | (Overrides WolfeLineSearchValidateInputArguments(IObjectiveFunctionEvaluation, VectorDouble, Double, Double)) |
| ValidateValue | (Overrides WolfeLineSearchValidateValue(IObjectiveFunctionEvaluation)) |
| WolfeCondition | (Overrides WolfeLineSearchWolfeCondition(Double, Double)) |
See Also