Unit Line Search Class
Implements a line search algorithm that always takes a unit step.
Definition
Namespace: Numerics.NET.Optimization.LineSearches
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
C#
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.3
public class UnitLineSearch : OneDimensionalOptimizer
- Inheritance
- Object → ManagedIterativeAlgorithm<Double, Double, SolutionReport<Double, Double>> → ManagedIterativeAlgorithm<Double> → OneDimensionalOptimizer → UnitLineSearch
Remarks
Use the UnitLineSearch class to force an optimization algorithm to take a full step in every iteration. Quasi-Newton methods perform a line search in order to find a point that will guarantee convergence. When close to the solution, taking unit steps will lead to quadratic convergence.
This class is not suitable for general optimization in one dimension.
Constructors
Unit | Constructs a new UnitLineSearch object. |
Properties
Convergence |
Gets the collection of convergence tests for the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Derivative |
Gets or sets the derivative of the objective function.
(Inherited from OneDimensionalOptimizer) |
Estimated |
Gets a value indicating the size of the absolute
error of the result.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Evaluations |
Gets the number of evaluations needed to execute the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Evaluations |
Gets the number of evaluations still available.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Extremum |
Gets the approximation to the extremum after the algorithm has run.
(Inherited from OneDimensionalOptimizer) |
Extremum |
Gets or sets the type of extremum.
(Inherited from OneDimensionalOptimizer) |
Has |
Indicates whether the degree of parallelism is a property that is shared
across instances.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
IsBracket |
Gets whether the algorithm's current bracket is valid.
(Inherited from OneDimensionalOptimizer) |
Iterations |
Gets the number of iterations needed by the
algorithm to reach the desired accuracy.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Iterations |
Gets the number of iterations remaining.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Max |
Gets or sets the maximum degree of parallelism enabled by this instance.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Max |
Gets or sets the maximum number of evaluations during the calculation.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Max | Gets or sets the maximum number of iterations
to use when approximating the roots of the target
function.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Min |
Gets or sets the minimum iterations that have to be performed.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Objective |
Gets or sets the objective function.
(Inherited from OneDimensionalOptimizer) |
Objective |
Gets or sets a function that computes the value of the objective function
and its derivative.
(Inherited from OneDimensionalOptimizer) |
Parallel |
Gets or sets the configuration for the parallel behavior of the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Result |
Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Solution |
Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Solution |
Gets the convergence test that uses the solution of the optimization.
(Inherited from OneDimensionalOptimizer) |
Status |
Gets the AlgorithmStatus following
an execution of the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Symbolic |
Gets or sets the objective function.
(Inherited from OneDimensionalOptimizer) |
Throw |
Gets or sets whether to throw an
exception when the algorithm fails to converge.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Value |
Gets the value of the objective function at the approximation to the extremum after the algorithm has run.
(Inherited from OneDimensionalOptimizer) |
Methods
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
Evaluate |
Evaluates the objective function.
(Inherited from OneDimensionalOptimizer) |
Evaluate |
Evaluates the derivative of the objective function.
(Inherited from OneDimensionalOptimizer) |
Evaluate |
Evaluates the objective function and its derivative.
(Inherited from OneDimensionalOptimizer) |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
Find |
Finds an interval that brackets the extremum, starting from the interval [0,1].
(Inherited from OneDimensionalOptimizer) |
Find |
Finds an interval that brackets the extremum, starting from an interval of unit width centered around the specified point.
(Inherited from OneDimensionalOptimizer) |
Find |
Finds an interval that brackets the extremum, starting from an interval with the specified bounds.
(Inherited from OneDimensionalOptimizer) |
Find |
Finds an interval that brackets the extremum, starting from an interval with the specified bounds and
interior point.
(Inherited from OneDimensionalOptimizer) |
Find |
Searches for an extremum.
(Inherited from OneDimensionalOptimizer) |
Find |
Computes a maximum of the specified function.
(Inherited from OneDimensionalOptimizer) |
Find |
Computes a maximum of the specified function.
(Inherited from OneDimensionalOptimizer) |
Find |
Computes a minimum of the specified function.
(Inherited from OneDimensionalOptimizer) |
Find |
Computes a minimum of the specified function.
(Inherited from OneDimensionalOptimizer) |
Get | Serves as the default hash function. (Inherited from Object) |
Get | Gets the Type of the current instance. (Inherited from Object) |
Increment |
Increments the number of evaluations by one.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Increment |
Increments the number of evaluations by the specified amount.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Iterate |
Performs one iteration of the algorithm.
(Overrides ManagedIterativeAlgorithm<T, TError, TReport>.Iterate()) |
Iterated |
Performs tasks after the iteration is completed, but before
the status of the algorithm is finalized.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Memberwise | Creates a shallow copy of the current Object. (Inherited from Object) |
OnConvergence |
Performs any tasks after the main algorithm has converged.
(Inherited from OneDimensionalOptimizer) |
OnFailure |
Performs any tasks after the main algorithm has failed to converge.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
OnInit |
Performs initialization before the first iteration.
(Overrides OneDimensionalOptimizer.OnInit()) |
Report |
Records the results of an algorithm in case it fails.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Report |
Records the results of an algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Report |
Records the results of a algorithm that converged successfully.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Reset |
Resets the number of evaluations to zero.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Restart |
Prepares the algorithm to be run again with possibly different inputs.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Run() |
Runs the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Run( |
Runs the algorithm using the specified parallelization options.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Set |
Sets the results of an algorithm's execution.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Test |
Checks whether the algorithm has converged.
(Overrides ManagedIterativeAlgorithm<T, TError, TReport>.TestConvergence()) |
Thread |
Increments the number of evaluations by one.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Thread |
Increments the number of evaluations by the specified amount.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
Throw |
Interprets the AlgorithmStatus and
throws the appropriate exception.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>) |
ToString | Returns a string that represents the current object. (Inherited from Object) |