xc
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#include <ArmijoStepSizeRule.h>
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) |
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.