Package 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
  • Nocedal, J., and S. Wright (1999): Numerical Optimization Wiley
  • 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


Author:
Lakshmi Krishnamurthy

  • Method Summary

    Modifier and Type Method Description
    double[] currentVariateArray()
    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 Details

    • currentVariateArray

      public double[] currentVariateArray()
      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