Package ffx.numerics.optimization

Class LineSearch

java.lang.Object

ffx.numerics.optimization.LineSearch

public class LineSearch
extends Object

This class implements an algorithm for uni-dimensional line search. This file is a translation of FORTRAN code written by Jay Ponder.

Since:

1.0

Author:

Michael J. Schnieders
Derived from Jay Ponder's FORTRAN code (search.f).

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static enum	LineSearch.LineSearchResult	The six possible line search results:

Method Summary

Modifier and Type	Method	Description
double	search(int n, double[] x, double f, double[] g, double[] p, double[] angle, double fMove, LineSearch.LineSearchResult[] info, int[] functionEvaluations, OptimizationInterface optimizationSystem)	Minimize a function along a search direction.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

search

public double search(int n,
 double[] x,
 double f,
 double[] g,
 double[] p,
 double[] angle,
 double fMove,
 LineSearch.LineSearchResult[] info,
 int[] functionEvaluations,
 OptimizationInterface optimizationSystem)

Minimize a function along a search direction.

This is a unidimensional line search based upon parabolic extrapolation and cubic interpolation using both function and gradient values; if forced to search in an uphill direction, return is after the initial step.

Parameters:

n - Number of variables.

x - Current variable values.

f - Current function value.

g - Current gradient values.

p - Search direction.

angle - Angle between the gradient and search direction.

fMove - Change in function value due to previous step.

info - Line search result.

functionEvaluations - Number of function evaluations.

optimizationSystem - Instance of the Potential interface.

Returns:

The final function value.

Since:

1.0