Package PyDSTool :: Package Toolbox :: Package optimizers :: Package line_search :: Module damped_line_search :: Class DampedLineSearch
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Class DampedLineSearch

source code

object --+
         |
        DampedLineSearch


A damped line search, takes a point and a direction.
Tests a new point for minimization, if it is greater that the current cost times (1 + error),
  the step is divided by two, until the step is too small

Instance Methods [hide private]
 
__init__(self, min_alpha_step, damped_error, alpha_step=1.0, **kwargs)
Needs to have :
source code
 
__call__(self, origin, function, state, **kwargs)
Returns a good candidate Parameters :
source code

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, min_alpha_step, damped_error, alpha_step=1.0, **kwargs)
(Constructor)

source code 

Needs to have :

  • a minimum step size (min_alpha_step)
  • a factor to allow the cost to rise a little bit (damped_error)

Can have :

  • a step modifier, a factor to modulate the step (alpha_step = 1.)
Overrides: object.__init__

__call__(self, origin, function, state, **kwargs)
(Call operator)

source code 

Returns a good candidate Parameters :

  • origin is the origin of the search
  • function is the function to minimize
  • state is the state of the optimizer