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XC::ArmijoStepSizeRule Class Reference

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#include <ArmijoStepSizeRule.h>

Inheritance diagram for XC::ArmijoStepSizeRule:
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Public Member Functions

 ArmijoStepSizeRule (GFunEvaluator *passedGFunEvaluator, ProbabilityTransformation *theProbabilityTransformation, MeritFunctionCheck *theMeritFunctionCheck, RootFinding *theRootFindingAlgorithm, double base, int maxNumReductions, double b0, int numberOfShortSteps, double radius, double surfaceDistance, double evolution, int printFlag)
 
int computeStepSize (Vector u, Vector grad_G, double G, Vector d, int stepNumber)
 
double getStepSize (void)
 
double getInitialStepSize (void)
 
double getGFunValue (void)
 

Detailed Description

Implementation of Armijo rule inexact line search method.

The armijo rule is employed to determine the step size as: \(\lambda= b^k\). The user selects a value 0.0< b <1.0, while \(k\) is an integer with initial value 0. \(k\) increases by unit steps until an acceptable step size is found.


The documentation for this class was generated from the following files: