Class PowellOptimizer.LineSearch

    • Field Detail

      • 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:
        Constant Field Values
      • 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:
        Constant Field Values
      • bracket

        private final BracketFinder bracket
        Automatic bracketing.
    • Constructor Detail

      • LineSearch

        LineSearch​(double rel,
                   double abs)
        The "BrentOptimizer" default stopping criterion uses the tolerances to check the domain (point) values, not the function values. We thus create a custom checker to use function values.
        Parameters:
        rel - Relative threshold.
        abs - Absolute threshold.
    • Method Detail

      • search

        public UnivariatePointValuePair search​(double[] p,
                                               double[] d)
        Find the minimum of the function f(p + alpha * d).
        Parameters:
        p - Starting point.
        d - Search direction.
        Returns:
        the optimum.
        Throws:
        TooManyEvaluationsException - if the number of evaluations is exceeded.