Package 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

• Module = Computational Core Module
• Library = Numerical Analysis Library
• Project = R^d To R^d Function Analysis
• Package = R^d To R¹ Gradient Descent Techniques

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
ArmijoEvolutionVerifierMetrics(double armijoParameter, boolean maximizerCheck, UnitVector targetDirectionUnitVector, double[] currentVariateArray, double stepLength, double currentVariateFunctionValue, double nextVariateFunctionValue, double[] currentVariateFunctionJacobian)	ArmijoEvolutionVerifierMetrics Constructor

Method Summary

Modifier and Type	Method	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

currentVariateArray, currentVariateFunctionJacobian, stepLength, targetDirection, toString

Methods inherited from class java.lang.Object

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

Constructor Details

ArmijoEvolutionVerifierMetrics

public ArmijoEvolutionVerifierMetrics(double armijoParameter,
boolean maximizerCheck,
UnitVector targetDirectionUnitVector,
double[] currentVariateArray,
double stepLength,
double currentVariateFunctionValue,
double nextVariateFunctionValue,
double[] currentVariateFunctionJacobian)
                               throws java.lang.Exception

ArmijoEvolutionVerifierMetrics Constructor

Parameters:

armijoParameter - The Armijo Parameter

maximizerCheck - TRUE - Perform a Check for the Function Maxima

targetDirectionUnitVector - the Target Direction Unit Vector

currentVariateArray - Array of the Current Variate

stepLength - The Incremental Step Length

currentVariateFunctionValue - The Function Value at the Current Variate

nextVariateFunctionValue - The Function Value at the Next Variate

currentVariateFunctionJacobian - The Function Jacobian at the Current Variate

Throws:

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

Method Details

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