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#ifndef armijo_h
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#define armijo_h
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#include "linesearch.h" |
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/**
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* \class Armijo
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* \brief This class performs a linestearch along a given line without using derivatives. The method works as follows, a sequence of alpha_n = beta^n*s is generated and if f(x)-f(x+alpha_n*s) >= - sigma * alpha_n * grad(f,x)'*s otherwise the method continues
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*/
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class Armijo : public LineSearch {
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public:
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/**
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* \brief This is the default Armijo constructor
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*/
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Armijo();
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/**
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* \brief This is the default Armijo destructor
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*/
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virtual ~Armijo();
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/**
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* \brief This function will return the best value for alpha obtained by the search
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* \return alpha
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*/
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double getAlpha();
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/**
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* \brief Returns 1 if the Armijo condition is satisfied 0 otherwise
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* \param y is the functionvalue
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*/
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int conditionSatisfied(double y);
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/**
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* \brief doArmijo does the Armijo linesearch
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* \param v1 is the inital starting point
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* \param fx is the f-value at v1
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* \param dery is the dot product of the gradient and search direction
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* \param h
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* \param netI
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* \param s is the starting alpha value
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*/
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void doArmijo(const DoubleVector& v1, double fx, double dery, const DoubleVector& h, NetInterface* netI, double s);
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/**
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* \brief Prepares the linesearch by setting the first f-value as initalf (corresponds to alpha = 0)
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*/
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void prepareNewLineSearch();
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/**
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* \brief Starts "number of available hosts" function evaluations
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*/
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void initiateAlphas();
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/**
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* \brief Keeps the nodes busy by sending the next alpha value
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*/
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int setData();
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/**
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* \param s is the new value for sigma
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*/
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void setSigma(double s);
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/**
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* \param b is the new value for beta
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*/
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void setBeta(double b);
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/**
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* \brief Returns beta
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*/
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double getBeta();
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/**
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* \brief Returns n in alpha = beta^n * s
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*/
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int getPower();
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/**
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* \brief Returns the number of function evaluations that has not been finished
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*/
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int outstandingRequests();
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/**
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* \brief Computes the conditionfunction and supplies nodes new jobs
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*/
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int computeConditionFunction();
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private:
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/**
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* \brief Linesearch done from initialx
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*/
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DoubleVector initialx;
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/**
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* \brief The function value at initialx.
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*/
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double initialf;
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/**
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* \brief The derivative of g(alpha)=f(x + alpha * h).
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*/
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double df;
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DoubleVector hvec;
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double s;
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double sigma;
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NetInterface* net;
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Condition* cond;
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int numVar;
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double alpha;
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int power;
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double beta;
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};
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#endif
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