org.drip.function.rdtor1descent

Class ArmijoEvolutionVerifier

java.lang.Object

org.drip.function.rdtor1descent.LineEvolutionVerifier

org.drip.function.rdtor1descent.ArmijoEvolutionVerifier

public class ArmijoEvolutionVerifier
extends LineEvolutionVerifier

ArmijoEvolutionVerifier implements the Armijo Criterion used for the Inexact Line Search Increment Generation to ascertain that the Function has reduced sufficiently. The Reference is: - Armijo, L. (1966): Minimization of Functions having Lipschitz-Continuous First Partial Derivatives, Pacific Journal of Mathematics 16 (1) 1-3.

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field and Description
static double	NOCEDAL_WRIGHT_ARMIJO_PARAMETER The Nocedal-Wright Armijo Parameter

Constructor Summary

Constructors

Constructor and Description
ArmijoEvolutionVerifier(double dblArmijoParameter, boolean bMaximizerCheck) ArmijoEvolutionVerifier Constructor

Method Summary

Modifier and Type	Method and Description
double	armijoParameter() Retrieve the Armijo Parameter
boolean	maximizerCheck() Indicate if the Check is for Minimizer/Maximizer
LineEvolutionVerifierMetrics	metrics(UnitVector uvTargetDirection, double[] adblCurrentVariate, RdToR1 funcRdToR1, double dblStepLength) Generate the Verifier Metrics for the Specified Inputs
static ArmijoEvolutionVerifier	NocedalWrightStandard(boolean bMaximizerCheck) Construct the Nocedal-Wright Armijo Evolution Verifier

Methods inherited from class org.drip.function.rdtor1descent.LineEvolutionVerifier

verify

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

NOCEDAL_WRIGHT_ARMIJO_PARAMETER

public static final double NOCEDAL_WRIGHT_ARMIJO_PARAMETER

The Nocedal-Wright Armijo Parameter

See Also:

Constant Field Values

Constructor Detail

ArmijoEvolutionVerifier

public ArmijoEvolutionVerifier(double dblArmijoParameter,
                               boolean bMaximizerCheck)
                        throws java.lang.Exception

ArmijoEvolutionVerifier Constructor

Parameters:

dblArmijoParameter - The Armijo Parameter

bMaximizerCheck - TRUE - Perform a Check for the Function Maxima

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Detail

NocedalWrightStandard

public static final ArmijoEvolutionVerifier NocedalWrightStandard(boolean bMaximizerCheck)

Construct the Nocedal-Wright Armijo Evolution Verifier

Parameters:

bMaximizerCheck - TRUE - Perform a Check for the Function Maxima

Returns:

The Nocedal-Wright Armijo Evolution Verifier Instance

maximizerCheck

public boolean maximizerCheck()

Indicate if the Check is for Minimizer/Maximizer

Returns:

TRUE - The Check is for Maximizer

armijoParameter

public double armijoParameter()

Retrieve the Armijo Parameter

Returns:

The Armijo Parameter

metrics

public LineEvolutionVerifierMetrics metrics(UnitVector uvTargetDirection,
                                            double[] adblCurrentVariate,
                                            RdToR1 funcRdToR1,
                                            double dblStepLength)

Description copied from class: LineEvolutionVerifier

Generate the Verifier Metrics for the Specified Inputs

Specified by:

metrics in class LineEvolutionVerifier

Parameters:

uvTargetDirection - The Target Direction Unit Vector

adblCurrentVariate - The Current Variate

funcRdToR1 - The R^d To R^1 Function

dblStepLength - The Incremental Step Length

Returns:

The Verifier Metrics