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