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WeakWolfeLineSearch Class

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 Hierarchy
SystemObject
  Altaxo.Calc.Optimization.LineSearchWolfeLineSearch
    Altaxo.Calc.Optimization.LineSearchWeakWolfeLineSearch

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 class WeakWolfeLineSearch : WolfeLineSearch

The WeakWolfeLineSearch type exposes the following members.

Constructors
 NameDescription
Public methodWeakWolfeLineSearch Initializes a new instance of the WeakWolfeLineSearch class.
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Properties
 NameDescription
Protected propertyC1 Gets the sufficient decrease constant.
(Inherited from WolfeLineSearch)
Protected propertyC2 Gets the curvature constant.
(Inherited from WolfeLineSearch)
Protected propertyMaximumIterations Gets the maximum number of iterations allowed for the line search.
(Inherited from WolfeLineSearch)
Protected propertyParameterTolerance Gets the parameter tolerance used to detect lack of progress.
(Inherited from WolfeLineSearch)
Protected propertyWolfeExitCondition Gets the exit condition used when the Wolfe condition is satisfied.
(Overrides WolfeLineSearchWolfeExitCondition)
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Methods
 NameDescription
Public methodEqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
Protected methodFinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
Public methodFindConformingStep(IObjectiveFunctionEvaluation, VectorDouble, Double)Implemented following http://www.math.washington.edu/~burke/crs/408/lectures/L9-weak-Wolfe.pdf
(Inherited from WolfeLineSearch)
Public methodFindConformingStep(IObjectiveFunctionEvaluation, VectorDouble, Double, Double) Finds a step length that satisfies the configured Wolfe conditions within the specified upper bound.
(Inherited from WolfeLineSearch)
Public methodGetHashCodeServes as the default hash function.
(Inherited from Object)
Public methodGetTypeGets the Type of the current instance.
(Inherited from Object)
Protected methodMemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
Public methodToStringReturns a string that represents the current object.
(Inherited from Object)
Protected methodValidateGradient Validates the gradient of the current objective evaluation.
(Overrides WolfeLineSearchValidateGradient(IObjectiveFunctionEvaluation))
Protected methodValidateInputArguments Validates the input arguments for the line search.
(Overrides WolfeLineSearchValidateInputArguments(IObjectiveFunctionEvaluation, VectorDouble, Double, Double))
Protected methodValidateValue Validates the objective value of the current evaluation.
(Overrides WolfeLineSearchValidateValue(IObjectiveFunctionEvaluation))
Protected methodWolfeCondition Tests whether the Wolfe condition is satisfied.
(Overrides WolfeLineSearchWolfeCondition(Double, Double))
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See Also