line_search.hpp

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#ifndef MLPACK_CORE_OPTIMIZERS_LINE_SEARCH_LINE_SEARCH_HPP
#define MLPACK_CORE_OPTIMIZERS_LINE_SEARCH_LINE_SEARCH_HPP

#include <mlpack/prereqs.hpp>

namespace mlpack {
namespace optimization {

class LineSearch
{
 public:
  LineSearch(const size_t maxIterations = 100000,
             const double tolerance = 1e-5) :
      maxIterations(maxIterations), tolerance(tolerance)
  {/* Do nothing */ }

  template<typename FunctionType>
  double Optimize(FunctionType& function, const arma::mat& x1, arma::mat& x2);

  size_t MaxIterations() const { return maxIterations; }
  size_t& MaxIterations() { return maxIterations; }

  double Tolerance() const { return tolerance; }
  double& Tolerance() { return tolerance; }

 private:
  size_t maxIterations;

  double tolerance;

  template<typename FunctionType>
  double Derivative(FunctionType& function,
                    const arma::mat& x0,
                    const arma::mat& deltaX,
                    const double gamma);
};  // class LineSearch
} // namespace optimization
} // namespace mlpack

#include "line_search_impl.hpp"

#endif