42 #ifndef DIRECT_LINE_SEARCH_ARM_QUAD_STRATEGY_H
43 #define DIRECT_LINE_SEARCH_ARM_QUAD_STRATEGY_H
45 #include "ConstrainedOptPack_DirectLineSearch_Strategy.hpp"
48 namespace ConstrainedOptPack {
75 ,value_type eta = 1.0e-4
76 ,value_type min_frac = 0.1
77 ,value_type max_frac = 0.5
78 ,
bool max_out_iter =
false
121 void print_algorithm(std::ostream& out,
const std::string& leading_str)
const;
130 void validate_parameters()
const;
136 #endif // DIRECT_LINE_SEARCH_ARM_QUAD_STRATEGY_H
Abstracts a 1D merit function {abstract}.
bool do_line_search(const MeritFuncCalc1D &phi, value_type phi_k, value_type *alpha_k, value_type *phi_kp1, std::ostream *out)
Performs the following line search:
void set_max_iter(int max_iter)
void print_algorithm(std::ostream &out, const std::string &leading_str) const
Abstract strategy interface for 1D line searches {abstract}.
STANDARD_MEMBER_COMPOSITION_MEMBERS(value_type, eta)
Set the Armijo cord test fractional reduction parameter.
int num_iterations() const
Performs a line search using the Armijo condition and uses quadratic interpolation to select each new...
DirectLineSearchArmQuad_Strategy(int max_iter=20, value_type eta=1.0e-4, value_type min_frac=0.1, value_type max_frac=0.5, bool max_out_iter=false)
Constructs with default settings.