ConstrainedOptPack::DirectLineSearch_Strategy Class Reference

Abstract strategy interface for 1D line searches {abstract}. More...

#include <ConstrainedOptPack_DirectLineSearch_Strategy.hpp>

Inheritance diagram for ConstrainedOptPack::DirectLineSearch_Strategy:

[legend]List of all members.

Public Member Functions
virtual	~DirectLineSearch_Strategy ()
virtual void	set_max_iter (int max_iter)=0
	Set the maximum number of iterations.
virtual int	max_iter () const =0
	Get the maximum number of iterations.
virtual int	num_iterations () const =0
	Get the number of iterations performed.
virtual bool	do_line_search (const MeritFuncCalc1D &phi, value_type phi_k, value_type *alpha_k, value_type *phi_kp1, std::ostream *out=0)=0
	Called to perform the linesearch.
virtual void	print_algorithm (std::ostream &out, const std::string &leading_str) const
	Print the direct line search algorithm.

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Detailed Description

Abstract strategy interface for 1D line searches {abstract}.

This is the interface for strategy objects that perform a line search from an initial point along a search direction given a merit function.

Definition at line 44 of file ConstrainedOptPack_DirectLineSearch_Strategy.hpp.

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Constructor & Destructor Documentation

virtual ConstrainedOptPack::DirectLineSearch_Strategy::~DirectLineSearch_Strategy (   )  [inline, virtual]

Definition at line 57 of file ConstrainedOptPack_DirectLineSearch_Strategy.hpp.

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Member Function Documentation

virtual void ConstrainedOptPack::DirectLineSearch_Strategy::set_max_iter (  int  max_iter  )  [pure virtual]

Set the maximum number of iterations. Implemented in ConstrainedOptPack::DirectLineSearchArmQuad_Strategy.

virtual int ConstrainedOptPack::DirectLineSearch_Strategy::max_iter (   )  const [pure virtual]

Get the maximum number of iterations. Implemented in ConstrainedOptPack::DirectLineSearchArmQuad_Strategy.

virtual int ConstrainedOptPack::DirectLineSearch_Strategy::num_iterations (   )  const [pure virtual]

Get the number of iterations performed. Implemented in ConstrainedOptPack::DirectLineSearchArmQuad_Strategy.

virtual bool ConstrainedOptPack::DirectLineSearch_Strategy::do_line_search (  const MeritFuncCalc1D &  phi, value_type  phi_k, value_type *  alpha_k, value_type *  phi_kp1, std::ostream *  out = 0 )  [pure virtual]

Called to perform the linesearch. This operaion computes the approximate minimum to a merit function along a search direcation. More specifically the following problem is approximatly solved: min phi(alpha) s.t. alpha = [0, alpha_upper] Actually, if the initial alpha satisfys an internal descent requirement, then it will be choosen over smaller values of alpha that may result in a greater reduction in the given merit funciton. If the maximum number of iterations is exceeded then the subclass will return false and will return the values of alpha_k, x_kp1, and phi_kp1 for the lowest value of phi_kp1 found, and the last call to phi.value(x) will be this best x_kp1. Preconditions: {itemize} phi.deriv(d_k) < 0 (throw NotDescentDirection) {itemize} Parameters: phi  [in] The merit function object that will compute phi.value(alpha) and the descent derivative. phi_k  [in] The value of phi.value(0). Not computed internally for the sake of efficency. alpha_k  [in/out] The initial alpha_k to try on input (usually 1). On output alpha_k is the accepted value for a successful line search, or it will be the alpha_k for the minimum phi found for a line search failure. phi_kp1  [in/out] Merit function at new point. On input it must be the value of phi.value(alpha_k) and on output is set to phi.value(alpha_k). out  [in/out] If != 0 then output is sent to this stream to record the progress of the linesearch iterations. The default is zero. Returns: true: Successful line search; false: Line search failure. Implemented in ConstrainedOptPack::DirectLineSearchArmQuad_Strategy.

virtual void ConstrainedOptPack::DirectLineSearch_Strategy::print_algorithm (  std::ostream &  out, const std::string &  leading_str )  const [inline, virtual]

Print the direct line search algorithm. The default does nothing. Reimplemented in ConstrainedOptPack::DirectLineSearchArmQuad_Strategy. Definition at line 120 of file ConstrainedOptPack_DirectLineSearch_Strategy.hpp.

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

• ConstrainedOptPack_DirectLineSearch_Strategy.hpp

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