org.drip.function.rdtor1descent

Class ArmijoEvolutionVerifierMetrics

java.lang.Object

org.drip.function.rdtor1descent.LineEvolutionVerifierMetrics

org.drip.function.rdtor1descent.ArmijoEvolutionVerifierMetrics

public class ArmijoEvolutionVerifierMetrics
extends LineEvolutionVerifierMetrics

ArmijoEvolutionVerifierMetrics 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

Constructor Summary

Constructors

Constructor and Description
ArmijoEvolutionVerifierMetrics(double dblArmijoParameter, boolean bMaximizerCheck, UnitVector uvTargetDirection, double[] adblCurrentVariate, double dblStepLength, double dblCurrentVariateFunctionValue, double dblNextVariateFunctionValue, double[] adblCurrentVariateFunctionJacobian) ArmijoEvolutionVerifierMetrics Constructor

Method Summary

Modifier and Type	Method and Description
double	armijoParameter() Retrieve the Armijo Parameter
double	currentVariateFunctionValue() Retrieve the Function Value at the Current Variate
boolean	maximizerCheck() Indicate if the Check is for Minimizer/Maximizer
double	nextVariateFunctionValue() Retrieve the Function Value at the Next Variate
boolean	verify() Indicate if the Armijo Criterion has been met

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

currentVariate, currentVariateFunctionJacobian, stepLength, targetDirection, toString

Methods inherited from class java.lang.Object

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

Constructor Detail

ArmijoEvolutionVerifierMetrics

public ArmijoEvolutionVerifierMetrics(double dblArmijoParameter,
                                      boolean bMaximizerCheck,
                                      UnitVector uvTargetDirection,
                                      double[] adblCurrentVariate,
                                      double dblStepLength,
                                      double dblCurrentVariateFunctionValue,
                                      double dblNextVariateFunctionValue,
                                      double[] adblCurrentVariateFunctionJacobian)
                               throws java.lang.Exception

ArmijoEvolutionVerifierMetrics Constructor

Parameters:

dblArmijoParameter - The Armijo Parameter

bMaximizerCheck - TRUE - Perform a Check for the Function Maxima

uvTargetDirection - the Target Direction Unit Vector

adblCurrentVariate - Array of the Current Variate

dblStepLength - The Incremental Step Length

dblCurrentVariateFunctionValue - The Function Value at the Current Variate

dblNextVariateFunctionValue - The Function Value at the Next Variate

adblCurrentVariateFunctionJacobian - The Function Jacobian at the Current Variate

Throws:

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

Method Detail

armijoParameter

public double armijoParameter()

Retrieve the Armijo Parameter

Returns:

The Armijo Parameter

maximizerCheck

public boolean maximizerCheck()

Indicate if the Check is for Minimizer/Maximizer

Returns:

TRUE - The Check is for Maximizer

currentVariateFunctionValue

public double currentVariateFunctionValue()

Retrieve the Function Value at the Current Variate

Returns:

The Function Value at the Current Variate

nextVariateFunctionValue

public double nextVariateFunctionValue()

Retrieve the Function Value at the Next Variate

Returns:

The Function Value at the Next Variate

verify

public boolean verify()

Indicate if the Armijo Criterion has been met

Specified by:

verify in class LineEvolutionVerifierMetrics

Returns:

TRUE - The Armijo Criterion has been met