StrongWolfeLineSearch Class

Searches for an optimal step length that satisfies strong Wolfe conditions.

Inheritance Hierarchy

SystemObject
FinMath.NumericalOptimization.UnconstrainedLineSearch
FinMath.NumericalOptimization.UnconstrainedStrongWolfeLineSearch

Namespace: FinMath.NumericalOptimization.Unconstrained
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

public class StrongWolfeLineSearch : LineSearch

The StrongWolfeLineSearch type exposes the following members.

Constructors

	Name	Description
	StrongWolfeLineSearch	Initializes a new instance of the StrongWolfeLineSearch class

Properties

	Name	Description
	CurvativeConditionParameter	Constant that belongs to (0; 1) and controls second Wolfe (or curvative) condition.
	MaxTrialCount	Maximum number of trials while searching proper step length.
	SufficientDescreaseConditionParameter	Constant that belongs to (0; 1) and controls first Wolfe (or sufficient decrease) condition.

Methods

	Name	Description
	Equals	Determines whether the specified object is equal to the current object. (Inherited from Object.)
	GetHashCode	Serves as the default hash function. (Inherited from Object.)
	GetType	Gets the Type of the current instance. (Inherited from Object.)
	Search	Performs line search and returns an appropriate step length. (Overrides LineSearchSearch.)
	SetDelegates	Sets delegates to the specified values. (Inherited from LineSearch.)
	ToString	Returns a string that represents the current object. (Inherited from Object.)