Package PyDSTool :: Package Toolbox :: Package optimizers :: Package line_search :: Module cubic_interpolation :: Class CubicInterpolationSearch
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Class CubicInterpolationSearch

source code

object --+
         |
        CubicInterpolationSearch

Line Search with the cubic interpolation when the gradient of the function is provided

Instance Methods [hide private]
 
__init__(self, min_alpha_step, alpha_step=1.0, grad_tolerance=1e-06, **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, alpha_step=1.0, grad_tolerance=1e-06, **kwargs)
(Constructor)

source code 

Needs to have :

  • a minimum step size (min_alpha_step)

Can have :

  • a step modifier, a factor to modulate the step (alpha_step = 1.)
  • the tolerance on the gradient (grad_tolerance = 1e-6)
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