UnitLineSearch Class

Members See Also

Implements a line search algorithm that always takes a unit step.

Namespace: Extreme.Mathematics.Optimization.LineSearches
Assembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 4.2.11333.0 (4.2.12253.0)

Syntax

C#
public class UnitLineSearch : OneDimensionalOptimizer

Visual Basic (Declaration)
Public Class UnitLineSearch _ Inherits OneDimensionalOptimizer

Visual C++
public ref class UnitLineSearch : public OneDimensionalOptimizer

F#
type UnitLineSearch = class inherit OneDimensionalOptimizer end

Remarks

Use the UnitLineSearch class to force an optimization algorithm to take a full step in every iteration. Quasi-Newton methods perform a line search in order to find a point that will guarantee convergence. When close to the solution, taking unit steps will lead to quadratic convergence.

This class is not suitable for general optimization in one dimension.

Inheritance Hierarchy

System..::..Object
  Extreme.Mathematics.Algorithms..::..ManagedIterativeAlgorithm<(Of <(<'Double>)>)>
    Extreme.Mathematics.Optimization..::..OneDimensionalOptimizer
      Extreme.Mathematics.Optimization.LineSearches..::..UnitLineSearch