Package | Description |
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org.drip.function.rdtor1descent |
Modifier and Type | Class and Description |
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class |
ArmijoEvolutionVerifier
ArmijoEvolutionVerifier implements the Armijo Criterion used for the Inexact Line Search Increment
Generation to ascertain that the Function has reduced sufficiently.
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class |
CurvatureEvolutionVerifier
CurvatuveEvolutionVerifier implements the Armijo Criterion used for the Inexact Line Search Increment
Generation to ascertain that the Gradient of the Function has reduced sufficiently.
|
class |
WolfeEvolutionVerifier
WolfeEvolutionVerifier implements the Wolfe Criterion used for the Inexact Line Search Increment
Generation.
|
Modifier and Type | Method and Description |
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LineEvolutionVerifier |
LineStepEvolutionControl.lineEvolutionVerifier()
Retrieve the Line Evolution Verifier Instance
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Constructor and Description |
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LineStepEvolutionControl(LineEvolutionVerifier lev,
double dblReductionFactor,
int iNumReductionStep)
LineStepEvolutionControl Constructor
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