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 Member Functions inherited from aligator::Linesearch< Scalar >
	Linesearch (const Linesearch::Options &options)
	~Linesearch ()
void	setOptions (const Linesearch::Options &options)
void	reset ()
	Linesearch (const Linesearch::Options &options)
	~Linesearch ()
void	setOptions (const Linesearch::Options &options)
void	reset ()

Public Attributes
Scalar	avg_eta = 0.85
	Weight for moving average.
Scalar	beta_dec = 0.5
Public Attributes inherited from aligator::Linesearch< Scalar >
Linesearch::Options	options_
Linesearch::Options	options_

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 11 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 14 of file linesearch-nonmonotone.hpp.

Constructor & Destructor Documentation

NonmonotoneLinesearch()

template<typename Scalar>

aligator::NonmonotoneLinesearch< Scalar >::NonmonotoneLinesearch

(

const Options &

options

)

Definition at line 34 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 19 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 25 of file linesearch-nonmonotone.hpp.

beta_dec

template<typename Scalar>

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

Definition at line 26 of file linesearch-nonmonotone.hpp.

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

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