Class GoldsteinRule

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object --+
         |
        GoldsteinRule

The Goldstein rule for a inexact line search

Instance Methods

[hide private]

__init__(self, rho=0.1, alpha_min=0.0, alpha_max=1.0, **kwargs)
Initializes the search Parameters :

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__call__(self, origin, function, state, **kwargs)
Tries to find an acceptable candidate

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Inherited from object: __delattr__, __getattribute__, __hash__, __new__, __reduce__, __reduce_ex__, __repr__, __setattr__, __str__

Properties

[hide private]

Inherited from object: __class__

Method Details

[hide private]

init(self, rho=0.1, alpha_min=0.0, alpha_max=1.0, **kwargs)
(Constructor)

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Initializes the search Parameters :

rho is the factor
alpha_min is the inf limit of the search interval (0.)
alpha_max is the max limit of the search interval (1.)

Those parameters should be tweaked depending on the function to optimize

Overrides: object.__init__

Class GoldsteinRule

__init__(self, rho=0.1, alpha_min=0.0, alpha_max=1.0, **kwargs) (Constructor)

init(self, rho=0.1, alpha_min=0.0, alpha_max=1.0, **kwargs)
(Constructor)