Line Search. More...

#include <itpp/optim/newton_search.h>

Public Member Functions
	Line_Search ()
	Default constructor.

	~Line_Search ()
	Destructor.

void	set_function (double(*function)(const vec &))
	Set function pointer.

void	set_gradient (vec(*gradient)(const vec &))
	Set gradient function pointer.

void	set_functions (double(function)(const vec &), vec(gradient)(const vec &))
	Set both function and gradient function pointers.

void	set_start_point (const vec &x, double F, const vec &g, const vec &h)
	Set start point for search.

void	get_solution (vec &xn, double &Fn, vec &gn)
	Get solution, function value and gradient at solution point.

bool	search ()
	Do the line search.

bool	search (vec &xn, double &Fn, vec &gn)
	Do the line search and return solution.

bool	search (const vec &x, double F, const vec &g, const vec &h, vec &xn, double &Fn, vec &gn)
	Set starting point, do the line search, and return the solution.

double	get_alpha ()
	return alpha at solution point, xn = x + alpha h

double	get_slope_ratio ()
	return the slope ratio at solution poin, xn

int	get_no_function_evaluations ()
	return number of function evaluations used in search

void	set_stop_values (double rho, double beta)
	Set stop criterion values.

double	get_rho ()
	Return stop value rho.

double	get_beta ()
	Return stop value beta.

void	set_max_iterations (int value)
	Set max number of iterations.

int	get_max_iterations ()
	Return max number of iterations.

void	set_max_stepsize (double value)
	Set max stepsize.

double	get_max_stepsize ()
	Return max number of iterations.

void	set_method (const Line_Search_Method &method)
	Set Line search method.

void	enable_trace ()
	enable trace mode

void	disable_trace ()
	disable trace

void	get_trace (vec &alphavalues, vec &Fvalues, vec &dFvalues)