SG++-Doxygen-Documentation
LineSearchArmijo.hpp File Reference
#include <sgpp/globaldef.hpp>
#include <sgpp/base/datatypes/DataVector.hpp>
#include <sgpp/optimization/function/scalar/ScalarFunction.hpp>
#include <cstddef>
#include <cmath>

Namespaces

 sgpp
 This header contains some utility functions.
 
 sgpp::optimization
 
 sgpp::optimization::optimizer
 

Functions

bool sgpp::optimization::optimizer::lineSearchArmijo (ScalarFunction &f, double beta, double gamma, double tol, double eps, const base::DataVector &x, double fx, base::DataVector &gradFx, const base::DataVector &s, base::DataVector &y, size_t &evalCounter)
 Line search (1D optimization on a line) with Armijo's rule used in gradient-based optimization. More...