org.drip.function.rdtor1descent

Class LineStepEvolutionControl

java.lang.Object

org.drip.function.rdtor1descent.LineStepEvolutionControl

public class LineStepEvolutionControl
extends java.lang.Object

LineStepEvolutionControl contains the Parameters required to compute the Valid a Line Step. 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

Constructor Summary

Constructors

Constructor and Description
LineStepEvolutionControl(LineEvolutionVerifier lev, double dblReductionFactor, int iNumReductionStep) LineStepEvolutionControl Constructor

Method Summary

Modifier and Type	Method and Description
LineEvolutionVerifier	lineEvolutionVerifier() Retrieve the Line Evolution Verifier Instance
static LineStepEvolutionControl	NocedalWrightArmijo(boolean bMaximizerCheck) Retrieve the Nocedal-Wright-Armijo Verifier Based Standard LineStepEvolutionControl Instance
static LineStepEvolutionControl	NocedalWrightStrongCurvature() Retrieve the Nocedal-Wright-Strong Curvature Verifier Based Standard LineStepEvolutionControl Instance
static LineStepEvolutionControl	NocedalWrightStrongWolfe(boolean bMaximizerCheck) Retrieve the Nocedal-Wright-Strong Wolfe Verifier Based Standard LineStepEvolutionControl Instance
static LineStepEvolutionControl	NocedalWrightWeakCurvature() Retrieve the Nocedal-Wright-Weak Curvature Verifier Based Standard LineStepEvolutionControl Instance
static LineStepEvolutionControl	NocedalWrightWeakWolfe(boolean bMaximizerCheck) Retrieve the Nocedal-Wright-Weak Wolfe Verifier Based Standard LineStepEvolutionControl Instance
double	reductionFactor() Retrieve the Reduction Factor per Step
int	reductionSteps() Retrieve the Number of Reduction Steps

Methods inherited from class java.lang.Object

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

Constructor Detail

LineStepEvolutionControl

public LineStepEvolutionControl(LineEvolutionVerifier lev,
                                double dblReductionFactor,
                                int iNumReductionStep)
                         throws java.lang.Exception

LineStepEvolutionControl Constructor

Parameters:

lev - The Lie Evolution Verifier Instance

dblReductionFactor - The Per-Step Reduction Factor

iNumReductionStep - Number of Reduction Steps

Throws:

java.lang.Exception - Thrown if Inputs are Invalid

Method Detail

NocedalWrightArmijo

public static final LineStepEvolutionControl NocedalWrightArmijo(boolean bMaximizerCheck)

Retrieve the Nocedal-Wright-Armijo Verifier Based Standard LineStepEvolutionControl Instance

Parameters:

bMaximizerCheck - TRUE - Perform a Check for the Function Maxima

Returns:

The Nocedal-Wright-Armijo Verifier Based Standard LineStepEvolutionControl Instance

NocedalWrightWeakCurvature

public static final LineStepEvolutionControl NocedalWrightWeakCurvature()

Retrieve the Nocedal-Wright-Weak Curvature Verifier Based Standard LineStepEvolutionControl Instance

Returns:

The Nocedal-Wright-Weak Curvature Verifier Based Standard LineStepEvolutionControl Instance

NocedalWrightStrongCurvature

public static final LineStepEvolutionControl NocedalWrightStrongCurvature()

Retrieve the Nocedal-Wright-Strong Curvature Verifier Based Standard LineStepEvolutionControl Instance

Returns:

The Nocedal-Wright-Strong Curvature Verifier Based Standard LineStepEvolutionControl Instance

NocedalWrightWeakWolfe

public static final LineStepEvolutionControl NocedalWrightWeakWolfe(boolean bMaximizerCheck)

Retrieve the Nocedal-Wright-Weak Wolfe Verifier Based Standard LineStepEvolutionControl Instance

Parameters:

bMaximizerCheck - TRUE - Perform a Check for the Function Maxima

Returns:

The Nocedal-Wright-Weak Wolfe Verifier Based Standard LineStepEvolutionControl Instance

NocedalWrightStrongWolfe

public static final LineStepEvolutionControl NocedalWrightStrongWolfe(boolean bMaximizerCheck)

Retrieve the Nocedal-Wright-Strong Wolfe Verifier Based Standard LineStepEvolutionControl Instance

Parameters:

bMaximizerCheck - TRUE - Perform a Check for the Function Maxima

Returns:

The Nocedal-Wright-Strong Wolfe Verifier Based Standard LineStepEvolutionControl Instance

lineEvolutionVerifier

public LineEvolutionVerifier lineEvolutionVerifier()

Retrieve the Line Evolution Verifier Instance

Returns:

The Line Evolution Verifier Instance

reductionFactor

public double reductionFactor()

Retrieve the Reduction Factor per Step

Returns:

The Reduction Factor per Step

reductionSteps

public int reductionSteps()

Retrieve the Number of Reduction Steps

Returns:

The Number of Reduction Steps