org.drip.function.rdtor1descent

Class LineEvolutionVerifierMetrics

java.lang.Object

org.drip.function.rdtor1descent.LineEvolutionVerifierMetrics

Direct Known Subclasses:

ArmijoEvolutionVerifierMetrics, CurvatureEvolutionVerifierMetrics, WolfeEvolutionVerifierMetrics

public abstract class LineEvolutionVerifierMetrics
extends java.lang.Object

LineEvolutionVerifierMetrics implements the Step Length Verification Criterion used for the Inexact Line Search Increment Generation. The References are: - Armijo, L. (1966): Minimization of Functions having Lipschitz-Continuous First Partial Derivatives, Pacific Journal of Mathematics 16 (1) 1-3. - Wolfe, P. (1969): Convergence Conditions for Ascent Methods, SIAM Review 11 (2) 226-235. - Wolfe, P. (1971): Convergence Conditions for Ascent Methods; II: Some Corrections, SIAM Review 13 (2) 185-188. - Nocedal, J., and S. Wright (1999): Numerical Optimization, Wiley.

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method and Description
double[]	currentVariate() Retrieve the Current Variate Array
double[]	currentVariateFunctionJacobian() Retrieve the Function Jacobian at the Current Variate
double	stepLength() Retrieve the Step Length
UnitVector	targetDirection() Retrieve the Target Direction Unit Vector
java.lang.String	toString()
abstract boolean	verify() Indicate if the Evolution Criterion has been met

Methods inherited from class java.lang.Object

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

Method Detail

currentVariate

public double[] currentVariate()

Retrieve the Current Variate Array

Returns:

The Current Variate Array

targetDirection

public UnitVector targetDirection()

Retrieve the Target Direction Unit Vector

Returns:

The Target Direction Unit Vector

stepLength

public double stepLength()

Retrieve the Step Length

Returns:

The Step Length

currentVariateFunctionJacobian

public double[] currentVariateFunctionJacobian()

Retrieve the Function Jacobian at the Current Variate

Returns:

The Function Jacobian at the Current Variate

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

verify

public abstract boolean verify()

Indicate if the Evolution Criterion has been met

Returns:

TRUE - The Evolution Criterion has been met