java.lang.Object
org.apache.commons.math3.optim.nonlinear.scalar.LineSearch

public class LineSearch extends Object
Class for finding the minimum of the objective function along a given direction.
Since:
3.3
  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    private static final double
    Value that will pass the precondition check for BrentOptimizer but will not pass the convergence check, so that the custom checker will always decide when to stop the line search.
    private final BracketFinder
    Automatic bracketing.
    private final double
    Extent of the initial interval used to find an interval that brackets the optimum.
    private final UnivariateOptimizer
    Optimizer used for line search.
    private final MultivariateOptimizer
    Optimizer on behalf of which the line search must be performed.
    private static final double
    Value that will pass the precondition check for BrentOptimizer but will not pass the convergence check, so that the custom checker will always decide when to stop the line search.
  • Constructor Summary

    Constructors
    Constructor
    Description
    LineSearch(MultivariateOptimizer optimizer, double relativeTolerance, double absoluteTolerance, double initialBracketingRange)
    The BrentOptimizer default stopping criterion uses the tolerances to check the domain (point) values, not the function values.
  • Method Summary

    Modifier and Type
    Method
    Description
    search(double[] startPoint, double[] direction)
    Finds the number alpha that optimizes f(startPoint + alpha * direction).

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
  • Field Details

    • REL_TOL_UNUSED

      private static final double REL_TOL_UNUSED
      Value that will pass the precondition check for BrentOptimizer but will not pass the convergence check, so that the custom checker will always decide when to stop the line search.
      See Also:
    • ABS_TOL_UNUSED

      private static final double ABS_TOL_UNUSED
      Value that will pass the precondition check for BrentOptimizer but will not pass the convergence check, so that the custom checker will always decide when to stop the line search.
      See Also:
    • lineOptimizer

      private final UnivariateOptimizer lineOptimizer
      Optimizer used for line search.
    • bracket

      private final BracketFinder bracket
      Automatic bracketing.
    • initialBracketingRange

      private final double initialBracketingRange
      Extent of the initial interval used to find an interval that brackets the optimum.
    • mainOptimizer

      private final MultivariateOptimizer mainOptimizer
      Optimizer on behalf of which the line search must be performed.
  • Constructor Details

    • LineSearch

      public LineSearch(MultivariateOptimizer optimizer, double relativeTolerance, double absoluteTolerance, double initialBracketingRange)
      The BrentOptimizer default stopping criterion uses the tolerances to check the domain (point) values, not the function values. The relativeTolerance and absoluteTolerance arguments are thus passed to a custom checker that will use the function values.
      Parameters:
      optimizer - Optimizer on behalf of which the line search be performed. Its computeObjectiveValue method will be called by the search method.
      relativeTolerance - Search will stop when the function relative difference between successive iterations is below this value.
      absoluteTolerance - Search will stop when the function absolute difference between successive iterations is below this value.
      initialBracketingRange - Extent of the initial interval used to find an interval that brackets the optimum. If the optimized function varies a lot in the vicinity of the optimum, it may be necessary to provide a value lower than the distance between successive local minima.
  • Method Details

    • search

      public UnivariatePointValuePair search(double[] startPoint, double[] direction)
      Finds the number alpha that optimizes f(startPoint + alpha * direction).
      Parameters:
      startPoint - Starting point.
      direction - Search direction.
      Returns:
      the optimum.
      Throws:
      TooManyEvaluationsException - if the number of evaluations is exceeded.