OpenMD 3.0
Molecular Dynamics in the Open
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QuantLib::ArmijoLineSearch Class Reference

Armijo line search. More...

#include <Armijo.hpp>

+ Inheritance diagram for QuantLib::ArmijoLineSearch:

Public Member Functions

 ArmijoLineSearch (RealType eps=1e-8, RealType alpha=0.05, RealType beta=0.65)
 Default constructor.
 
RealType operator() (Problem &P, EndCriteria::Type &ecType, const EndCriteria &, const RealType t_ini)
 Perform line search.
 

Additional Inherited Members

Detailed Description

Armijo line search.

Let \( \alpha \) and \( \beta \) be 2 scalars in \( [0,1] \). Let \( x \) be the current value of the unknown, \( d \) the search direction and \( t \) the step. Let \( f \) be the function to minimize. The line search stops when \( t \) verifies

\[ f(x + t \cdot d) - f(x) \leq -\alpha t f'(x+t \cdot d) \]

and

\[ f(x+\frac{t}{\beta} \cdot d) - f(x) > -\frac{\alpha}{\beta} t f'(x+t \cdot d) \]

(see Polak, Algorithms and consistent approximations, Optimization, volume 124 of Applied Mathematical Sciences, Springer-Verlag, NY, 1997)

Definition at line 48 of file Armijo.hpp.

Constructor & Destructor Documentation

◆ ArmijoLineSearch()

QuantLib::ArmijoLineSearch::ArmijoLineSearch ( RealType eps = 1e-8,
RealType alpha = 0.05,
RealType beta = 0.65 )
inline

Default constructor.

Definition at line 51 of file Armijo.hpp.

Member Function Documentation

◆ operator()()

RealType QuantLib::ArmijoLineSearch::operator() ( Problem & P,
EndCriteria::Type & ecType,
const EndCriteria & endCriteria,
const RealType t_ini )
virtual

The documentation for this class was generated from the following files: