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	Base = Linesearch<Scalar>
using	Options
Public Types inherited from aligator::Linesearch< Scalar >
using	Options
using	Options

Public Member Functions
	NonmonotoneLinesearch (const Options &options) noexcept
Scalar	run (const std::function< Scalar(Scalar)> &f, Scalar phi0, Scalar dphi0, Scalar &a_opt)
void	reset () noexcept
Public Member Functions inherited from aligator::Linesearch< Scalar >
	Linesearch (const Linesearch::Options &options) noexcept
	~Linesearch ()=default
void	setOptions (const Linesearch::Options &options)
void	reset ()
	Linesearch (const Linesearch::Options &options) noexcept
	~Linesearch ()=default
void	setOptions (const Linesearch::Options &options)
void	reset ()

Public Attributes
Scalar	avg_eta = 0.85
	Weight for moving average.
Scalar	beta_dec = 0.5
Linesearch::Options	options_
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

Base

template<typename Scalar>

using aligator::NonmonotoneLinesearch< Scalar >::Base = Linesearch<Scalar>

Definition at line 12 of file linesearch-nonmonotone.hpp.

Options

template<typename Scalar>

using aligator::Linesearch< Scalar >::Options

Definition at line 48 of file linesearch-base.hpp.

Constructor & Destructor Documentation

NonmonotoneLinesearch()

template<typename Scalar>

aligator::NonmonotoneLinesearch< Scalar >::NonmonotoneLinesearch ( const Options & options )

inlineexplicitnoexcept

Definition at line 17 of file linesearch-nonmonotone.hpp.

Member Function Documentation

run()

template<typename Scalar>

Scalar aligator::NonmonotoneLinesearch< Scalar >::run ( const std::function< Scalar(Scalar)> & f, Scalar phi0, Scalar dphi0, Scalar & a_opt )

inline

Definition at line 22 of file linesearch-nonmonotone.hpp.

reset()

template<typename Scalar>

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

inlinenoexcept

Definition at line 45 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 51 of file linesearch-nonmonotone.hpp.

beta_dec

template<typename Scalar>

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

Definition at line 52 of file linesearch-nonmonotone.hpp.

options_

template<typename Scalar>

Linesearch::Options aligator::Linesearch< Scalar >::options_

Definition at line 79 of file linesearch-base.hpp.

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

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