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GlobiPack::BrentsLineSearch< Scalar > Class Template Reference

Linesearch subclass implementing a function-value-only approximate minimization algorithm using bracketing and then Brent's 1D minimization method. More...

#include <GlobiPack_BrentsLineSearch_decl.hpp>

Inheritance diagram for GlobiPack::BrentsLineSearch< Scalar >:
Inheritance graph
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List of all members.

Private Attributes

GoldenQuadInterpBracket< Scalar > bracket_
Brents1DMinimization< Scalar > brentsMin_

Related Functions

(Note that these are not member functions.)

template<typename Scalar >
const RCP< BrentsLineSearch
< Scalar > > 
brentsLineSearch ()
 Nonmember constructor.

Constructor/Initializers/Accessors

 BrentsLineSearch ()
 Construct with default parameters.
const GoldenQuadInterpBracket
< Scalar > & 
bracket () const
 For unit testing only .
const Brents1DMinimization
< Scalar > & 
brentsMin () const
 For unit testing only .

Overridden from ParameterListAcceptor (simple forwarding functions)

void setParameterList (RCP< ParameterList > const &paramList)
 
RCP< const ParameterListgetValidParameters () const
 

Overrridden from LineSearchBase.

virtual bool requiresBaseDeriv () const
 Returns true.
virtual bool requiresDerivEvals () const
 Returns false.
virtual bool doLineSearch (const MeritFunc1DBase< Scalar > &phi, const PointEval1D< Scalar > &point_k, const Ptr< PointEval1D< Scalar > > &point_kp1, const Ptr< int > &numIters) const
 

Detailed Description

template<typename Scalar>
class GlobiPack::BrentsLineSearch< Scalar >

Linesearch subclass implementing a function-value-only approximate minimization algorithm using bracketing and then Brent's 1D minimization method.

This lineserach class is designed for more accurate linesearches and it will march forward (as well as backward) from the given initial guess for the step length in order to find it. This linesearch is therefore more appropriate for optimization algorithms like steppest decent and nonlinear CG what require more accurate linesearches and where the scaling of the step is not well know. Also, this linesearch likely satisifies the Strong Wolf Conditions but there are not checks for this at all so in the end it may not.

ToDo: Finish Documentation!

Definition at line 73 of file GlobiPack_BrentsLineSearch_decl.hpp.


Constructor & Destructor Documentation

template<typename Scalar >
GlobiPack::BrentsLineSearch< Scalar >::BrentsLineSearch ( )

Construct with default parameters.

Definition at line 59 of file GlobiPack_BrentsLineSearch_def.hpp.


Member Function Documentation

template<typename Scalar >
const GoldenQuadInterpBracket< Scalar > & GlobiPack::BrentsLineSearch< Scalar >::bracket ( ) const

For unit testing only .

Definition at line 65 of file GlobiPack_BrentsLineSearch_def.hpp.

template<typename Scalar >
const Brents1DMinimization< Scalar > & GlobiPack::BrentsLineSearch< Scalar >::brentsMin ( ) const

For unit testing only .

Definition at line 73 of file GlobiPack_BrentsLineSearch_def.hpp.

template<class Scalar >
void GlobiPack::BrentsLineSearch< Scalar >::setParameterList ( RCP< ParameterList > const &  paramList) [virtual]

Implements Teuchos::ParameterListAcceptor.

Definition at line 83 of file GlobiPack_BrentsLineSearch_def.hpp.

template<class Scalar >
RCP< const ParameterList > GlobiPack::BrentsLineSearch< Scalar >::getValidParameters ( ) const [virtual]

Reimplemented from Teuchos::ParameterListAcceptor.

Definition at line 99 of file GlobiPack_BrentsLineSearch_def.hpp.

template<typename Scalar >
bool GlobiPack::BrentsLineSearch< Scalar >::requiresBaseDeriv ( ) const [virtual]

Returns true.

Implements GlobiPack::LineSearchBase< Scalar >.

Definition at line 122 of file GlobiPack_BrentsLineSearch_def.hpp.

template<typename Scalar >
bool GlobiPack::BrentsLineSearch< Scalar >::requiresDerivEvals ( ) const [virtual]

Returns false.

Implements GlobiPack::LineSearchBase< Scalar >.

Definition at line 129 of file GlobiPack_BrentsLineSearch_def.hpp.

template<typename Scalar >
bool GlobiPack::BrentsLineSearch< Scalar >::doLineSearch ( const MeritFunc1DBase< Scalar > &  phi,
const PointEval1D< Scalar > &  point_k,
const Ptr< PointEval1D< Scalar > > &  point_kp1,
const Ptr< int > &  numIters 
) const [virtual]

Friends And Related Function Documentation

template<typename Scalar >
const RCP< BrentsLineSearch< Scalar > > brentsLineSearch ( ) [related]

Nonmember constructor.

Definition at line 138 of file GlobiPack_BrentsLineSearch_decl.hpp.


Member Data Documentation

template<typename Scalar >
GoldenQuadInterpBracket<Scalar> GlobiPack::BrentsLineSearch< Scalar >::bracket_ [private]

Definition at line 127 of file GlobiPack_BrentsLineSearch_decl.hpp.

template<typename Scalar >
Brents1DMinimization<Scalar> GlobiPack::BrentsLineSearch< Scalar >::brentsMin_ [private]

Definition at line 128 of file GlobiPack_BrentsLineSearch_decl.hpp.


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