aligator::NonmonotoneLinesearch< Scalar > Struct Template Reference

Nonmonotone Linesearch algorithm. Modifies the Armijo condition with a moving average of function values. More...

#include <aligator/core/linesearch-nonmonotone.hpp>

Inheritance diagram for aligator::NonmonotoneLinesearch< Scalar >:

Collaboration diagram for aligator::NonmonotoneLinesearch< Scalar >:

Public Types
using	fun_t = std::function<Scalar(Scalar)>

Public Member Functions
Scalar	run (fun_t f, Scalar phi0, Scalar dphi0, Scalar &a_opt)
	NonmonotoneLinesearch (const Options &options)
void	reset ()

Public Attributes
Scalar	avg_eta = 0.85
	Weight for moving average.
Scalar	beta_dec = 0.5

Detailed Description

template<typename Scalar>
struct aligator::NonmonotoneLinesearch< Scalar >

Nonmonotone Linesearch algorithm. Modifies the Armijo condition with a moving average of function values.

This is the algorithm from Zhang and Hager, SiOpt 2004.

Definition at line 13 of file linesearch-nonmonotone.hpp.

Member Typedef Documentation

fun_t

template<typename Scalar >

using aligator::NonmonotoneLinesearch< Scalar >::fun_t = std::function<Scalar(Scalar)>

Definition at line 16 of file linesearch-nonmonotone.hpp.

Constructor & Destructor Documentation

NonmonotoneLinesearch()

template<typename Scalar >

aligator::NonmonotoneLinesearch< Scalar >::NonmonotoneLinesearch

(

const Options &

options

)

Definition at line 36 of file linesearch-nonmonotone.hpp.

Member Function Documentation

run()

template<typename Scalar >

Scalar aligator::NonmonotoneLinesearch< Scalar >::run	(	fun_t	f,
		Scalar	phi0,
		Scalar	dphi0,
		Scalar &	a_opt )

Definition at line 40 of file linesearch-nonmonotone.hpp.

reset()

template<typename Scalar >

void aligator::NonmonotoneLinesearch< Scalar >::reset ( )

inline

Definition at line 21 of file linesearch-nonmonotone.hpp.

Member Data Documentation

avg_eta

template<typename Scalar >

Scalar aligator::NonmonotoneLinesearch< Scalar >::avg_eta = 0.85

Weight for moving average.

Definition at line 27 of file linesearch-nonmonotone.hpp.

beta_dec

template<typename Scalar >

Scalar aligator::NonmonotoneLinesearch< Scalar >::beta_dec = 0.5

Definition at line 28 of file linesearch-nonmonotone.hpp.

---

The documentation for this struct was generated from the following file:

• include/aligator/core/linesearch-nonmonotone.hpp