Class LineSearch


  • public class LineSearch
    extends Object
    Class that performs line search to find minimum
    • Constructor Detail

      • LineSearch

        public LineSearch()
    • Method Detail

      • doLineSearch

        public static void doLineSearch​(Function function,
                                        double[] direction,
                                        LineSearch.LineSearchResult lsr,
                                        double initialStepSize)
        Backtracking line search (see Nocedal & Wright 2006, Numerical Optimization, p. 37)
      • doConstrainedLineSearch

        public static void doConstrainedLineSearch​(Function function,
                                                   double[] direction,
                                                   LineSearch.LineSearchResult lsr,
                                                   double l1Cost,
                                                   double initialStepSize)
        Constrained line search (see section 3.2 in the paper "Scalable Training of L1-Regularized Log-Linear Models", Andrew et al. 2007)