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FBacktrackingLineSearch Class Reference

#include <FBacktrackingLineSearch.hpp>

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Detailed Description

Backtracking Line Search.

Author:
Bernard De Cuyper
Version:
1.20
Date:
01/11/2004
Remarks:
Tornado1.1 Line Search for NonLinear Solver
 
Purpose:        Backtracking Line Search for NonLinear Solver

Papers: "A New Gradient Descent Method for Unconstrained Optimization.",
                Niculai Andrei, Report 2003, Research Institut for Informatics, Bucharest, Romania.

                "Course Notes for MS4327 Optimisation", J. Kinsella, course March 30, 2004,
                University of ?.

                "Unconstrained Optimization" P.E. Frandsen, K. Jonasson, H.B. Nielsen O. Tingleff,
                Lecture 23/8/1999, Dep. of Mathematical Modeling, Technical University of Lyngby,                       Denmark.

                
@ Copyrights: Bernard De Cuyper 2004, Eggs & Pictures. MIT/Open BSD copyright model.


Public Methods

 FBacktrackingLineSearch (int maxIterations, double aalpha=0.0001, double as=0.8, double epsilon=1.0e-4)
virtual ~FBacktrackingLineSearch ()
virtual double find (FloatVector *x, AbsFObjectiveFn *fn, FloatVector *d)

Private Attributes

double alpha
double s
FloatVectorxd
FloatVectorf1


The documentation for this class was generated from the following files:
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Bernard De Cuyper: Open Project Leader: Concept, design and development.
Bernard De Cuyper & Eddy Fraiha 2002, 2003. Bernard De Cuyper 2004. Open and free, for friendly usage only.
Modifications on Belgium ground of this piece of artistic work, by governement institutions or companies, must be notified to Bernard De Cuyper.
bern_bdc@hotmail.com