class HCL_LineSearch_DS_d : public HCL_LineSearch_d

An implementation of a backtracking line search algorithm using cubic interpolation (See Dennis and Schnabel, "Numerical Methods for Unconstrained Optimization and Nonlinear Equations", Prentice-Hall (1983))

Inheritance:

Public Methods

virtual Table&	Parameters () Access to the parameter table
virtual HCL_EvaluateFunctionalGrad_d*	Search ( HCL_FunctionalGrad_d & fptr, const HCL_Vector_d & xcur, HCL_Vector_d & xnext, HCL_Vector_d & dir, HCL_EvaluateFunctionalGrad_d * xinit_eval) LineSearch algorithm
virtual void	SetScaling ( const HCL_LinearOpAdj_d * S ) SetScaling allows the specification of a different inner product (and hence norm)
virtual void	UnSetScaling () UnSetScaling causes the line search to use the default inner product

Public

constructors and destructor HCL_LineSearch_DS_d ( char *fname = NULL ) Usual constructor

Private Methods

virtual void	Clean () Write output parameters out to parameter table and deallocate vectors.
virtual void	Initialize ( HCL_VectorSpace_d & dom) Read parameters from parameter table and allocate temporary vectors.

Private

Input parameters double SlopeDecreaseTol (9e-1) Slope at approximate minimizer must be positive or be reduced by a factor of SlopeDecreaseTol double MinStep (1e-20) minimum step length double MaxStep (1e20) maximum step length int MaxSample (8) Maximum number of function evaluations to perform double ZeroDivideTol (1e-40) Tolerance for divide-by-zero int DispFlag (0) DispFlag controls the amount of output sent to the screen during execution of the Search method int DumpFlag (0) DumpFlag has exactly the same purpose as DispFlag, except the information is sent to a file, whose name is defined by DumpFile char DumpFile [81] (HCL_LineSearch_DS int DispPrecision (6) DispPrecision gives the number of digits in numbers sent to the screen int DumpPrecision (DispPrecision) DumpPrecision gives the number of digits in numbers sent to the file double BracketIncrease (2) factor by which to increase step length if initial step is too small

Output parameters int TermCode exit status (<0 = no reduction, 0 = success, >0 = reduction, but failed) int MaxTkn maximum step size taken? (1 = taken, 0 = not taken)

Inherited from HCL_LineSearch_d:

Public

Term codes

Private

Required output parameters

int TermCode

exit status (<0 = no reduction, 0 = success, >0 = reduction, but failed)

int MaxTkn

maximum step size taken? (1 = taken, 0 = not taken)

Inherited from HCL_Base:

Public Methods

int Count()

void DecCount()

void IncCount()

Private Fields

int ReferenceCount

Input parameters

double SlopeDecreaseTol

(9e-1) Slope at approximate minimizer must be positive or be reduced by a factor of SlopeDecreaseTol

double MinStep

(1e-20) minimum step length

double MaxStep

(1e20) maximum step length

int MaxSample

(8) Maximum number of function evaluations to perform

double ZeroDivideTol

(1e-40) Tolerance for divide-by-zero

int DispFlag

(0) DispFlag controls the amount of output sent to the screen during execution of the Search method. The usual choices are 0 --- no output 1 --- a summary at the end of execution 2 --- a summary at each iteration In addition, values of DispFlag greater than 2 may send increasing amount of detail to the screen (this is intended primarily for development use, i.e. for debugging).

int DumpFlag

(0) DumpFlag has exactly the same purpose as DispFlag, except the information is sent to a file, whose name is defined by DumpFile

char DumpFile[81]

(HCL_LineSearch_DS.DumpFile) DumpFile is the name of the file to which results are written (if DumpFlag is positive).

int DispPrecision

(6) DispPrecision gives the number of digits in numbers sent to the screen

int DumpPrecision

(DispPrecision) DumpPrecision gives the number of digits in numbers sent to the file

double BracketIncrease

(2) factor by which to increase step length if initial step is too small

Output parameters

int TermCode

exit status (<0 = no reduction, 0 = success, >0 = reduction, but failed)

int MaxTkn

maximum step size taken? (1 = taken, 0 = not taken)

virtual void Initialize( HCL_VectorSpace_d & dom)

Read parameters from parameter table and allocate temporary vectors.

virtual void Clean()

Write output parameters out to parameter table and deallocate vectors.

constructors and destructor

HCL_LineSearch_DS_d( char *fname = NULL )

Usual constructor.

Parameters:

fname - Parameter file name or NULL
S - Preconditionar or NULL

virtual Table& Parameters()

Access to the parameter table

virtual void SetScaling( const HCL_LinearOpAdj_d * S )

SetScaling allows the specification of a different inner product (and hence norm). Instead of $(x,y)$, the scaled inner product $(x,S^{-1}y)$ will be used, where $S$ is a symmetric positive definite operator. Through this method, a line search can be made consistent with a minimization algorithm which scales the norm.

virtual void UnSetScaling()

UnSetScaling causes the line search to use the default inner product

virtual HCL_EvaluateFunctionalGrad_d* Search( HCL_FunctionalGrad_d & fptr, const HCL_Vector_d & xcur, HCL_Vector_d & xnext, HCL_Vector_d & dir, HCL_EvaluateFunctionalGrad_d * xinit_eval)

LineSearch algorithm. Returns an evaluation object for the final point or NULL, depending on whether the line search was successful or not. The Parameter TermCode contains the exit status.

Parameters:

fptr - function
xcur - starting point, on successful completion, this will hold the computed minimum
dir - starting direction
xinit_eval - evaluation object for starting point

This class has no child classes.

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