brentlinesearch.3.man

COOOL：CWP面向对象最优化库（CWP Object Oriented Optimization Library） COOOL是C++类的一个集合

BRENTLINESEARCH(derived)OPTIMIZATION ALGORITHM BRENTLINESEARCH(derived)

                                                     Jun  1 15:16
NAME
    BrentLineSearch class

SYNOPSIS
    #include <BrentLineSearch.hh>

    class BrentLineSearch : public LineSearch

        \fIPublic members\fP
            BrentLineSearch(ObjectiveFunction*, int);
            BrentLineSearch(ObjectiveFunction*, int, double);
            ~BrentLineSearch();
            Model<double> search(Model<double>&,Vector<double>&,
            double,double);
            Model<long> search(Model<long>&,Vector<double>&,
            double,double);

DESCRIPTION
     BrentLineSearch()
    This routine, inpired by the Numerical Recipes book, performs 
    an unidimensional search for the minimum of the objective 
    function along a specified direction. The minimum is at first
    bracket using the Golden search procedure. After bracketing 
    the Brent's algorithm is used to isolate the minimum to a 
    fractional precision of about the specified tolerance.
    

DESCRIPTION
    Constructors: 
     BrentLineSearch (ObjectiveFunction *f, int iter);
      f: Define the objective function
      iter: Maximum number of iterations
    Methods:
     search(Model<double>& model0, Vector<double>& direction, 
     double tol, double delta)
     Here:
     model0:  Initial model to initiate the bracketing procedure
     direction: Vector that defines the direction of the line search
     tol: The minimum is within the returned value +/- tol
     delta: Used in the bracketing procedure. The initial 
       interval for the bracketing is from 0 to delta * 
       STEP_MAX, where STEP_MAX is hard coded to 5.
    
    The sought minimum is returned by the function.
    

CAVEATS
    This line search was not thoroughly tested. The 
    CubicLineSearch procedure, that requires certain 
    derivative information on the objective function
    (that can be provided by numerical methods) has
    demonstrated to be a  more efficient line search procedure.

DEFINED MACROS
    BRENT_LINE_SEARCH_HH

INCLUDED FILES
    "defs.hh"
    <stdio.h>
    "LineSearch.hh"

SOURCE FILES
    BrentLineSearch.cc