genopt.algorithm.util.linesearch
Class Armijo

java.lang.Object
  genopt.algorithm.util.linesearch.Armijo

public class Armijo
extends java.lang.Object

Class for doing a line search using the Armijo algorithm with reset option for the step-size.

This project was carried out at:

• Lawrence Berkeley National Laboratory (LBNL), Simulation Research Group,

and supported by

• the U.S. Department of Energy (DOE),
• the Swiss Academy of Engineering Sciences (SATW),
• the Swiss National Energy Fund (NEFF), and
• the Swiss National Science Foundation (SNSF)

GenOpt Copyright (c) 1998-2011, The Regents of the University of California, through Lawrence Berkeley National Laboratory (subject to receipt of any required approvals from the U.S. Dept. of Energy). All rights reserved.

Version:

GenOpt(R) 3.1.0 (December 8, 2011)

Author:

Michael Wetter

Field Summary

private double	Alp Algorithm parameter
private double	Bet Algorithm parameter
protected int[]	K The exponents k and k-1 of Beta
private int	Kappa Algorithm parameter
private int	KSta Algorithm parameter
private int	LMax Algorithm parameter
protected DiscreteArmijoGradient	Opt The reference to the Optimizer object
protected Point[]	xLS The two points of the line search

Constructor Summary

Armijo(DiscreteArmijoGradient optimizer, int kSta, int lMax, int kappa, double alpha, double beta)
Constructor

Method Summary

int	getIndexWithLowestCost() Gets the index to the point with the lowest function value.
int	getKWithLowestCost() Gets the exponent k of Beta.
Point	getPointWithLowestCost() Gets the point with lowest cost.
void	run(int i, Point x, double[] h, int k, double del) Runs the line search.

Methods inherited from class java.lang.Object

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

Field Detail

Opt

protected DiscreteArmijoGradient Opt

The reference to the Optimizer object

Alp

private double Alp

Algorithm parameter

Bet

private double Bet

Algorithm parameter

KSta

private int KSta

Algorithm parameter

LMax

private int LMax

Algorithm parameter

Kappa

private int Kappa

Algorithm parameter

xLS

protected Point[] xLS

The two points of the line search

K

protected int[] K

The exponents k and k-1 of Beta

Constructor Detail

Armijo

public Armijo(DiscreteArmijoGradient optimizer,
              int kSta,
              int lMax,
              int kappa,
              double alpha,
              double beta)

Constructor

Parameters:

optimizer - a reference to the Optimizer object

Throws:

OptimizerException - if an OptimizerException occurs or if the user required to stop GenOpt

SimulationInputException - if an error in writing the simulation input file occurs

java.lang.NoSuchMethodException - if a method that should be invoked could not be found

java.lang.IllegalAccessException - if an invoked method enforces Java language access control and the underlying method is inaccessible

InvocationTargetException - if an invoked method throws an exception

java.lang.Exception - if an I/O error in the simulation input file occurs

Method Detail

run

public void run(int i,
                Point x,
                double[] h,
                int k,
                double del)
         throws SimulationInputException,
                OptimizerException,
                java.lang.NoSuchMethodException,
                java.lang.IllegalAccessException,
                java.lang.Exception

Runs the line search.

Throws:

OptimizerException - if an OptimizerException occurs or if the user required to stop GenOpt

SimulationInputException - if an error in writing the simulation input file occurs

java.lang.NoSuchMethodException - if a method that should be invoked could not be found

java.lang.IllegalAccessException - if an invoked method enforces Java language access control and the underlying method is inaccessible

InvocationTargetException - if an invoked method throws an exception

java.lang.Exception - if an I/O error in the simulation input file occurs

getKWithLowestCost

public int getKWithLowestCost()

Gets the exponent k of Beta.

Returns:

the value k of the point

getPointWithLowestCost

public final Point getPointWithLowestCost()

Gets the point with lowest cost.

Returns:

the point with the lowest cost function value

getIndexWithLowestCost

public final int getIndexWithLowestCost()

Gets the index to the point with the lowest function value.

Returns:

the index of the point with the lowest cost function value