functions.h File Reference

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Functions
double	functionToMinimize (double x, double y)
void	computeGradient (double x, double y, double &dx, double &dy)
double	lineSearchBacktracking (double x, double y, double dx, double dy, double alpha_init=1.0, double rho=0.5, double c=1e-4)

Function Documentation

computeGradient()

void computeGradient	(	double	x,
		double	y,
		double &	dx,
		double &	dy )

Definition at line 19 of file functions.cpp.

{
    dx = cos(x + y) - sin(x + 2 * y);
    dy = cos(x + y) - 2 * sin(x + 2 * y);
}

functionToMinimize()

double functionToMinimize	(	double	x,
		double	y )

Definition at line 13 of file functions.cpp.

{
    return sin(x + y) + cos(x + 2 * y);
}

lineSearchBacktracking()

double lineSearchBacktracking	(	double	x,
		double	y,
		double	dx,
		double	dy,
		double	alpha_init = 1.0,
		double	rho = 0.5,
		double	c = 1e-4 )

Definition at line 26 of file functions.cpp.

{
    double alpha = alpha_init;
    double f0 = functionToMinimize(x, y);
    double grad_dot_dir = d_x * d_x + d_y * d_y; // Since d is -grad
    while (functionToMinimize(x + alpha * d_x, y + alpha * d_y) > f0 + c * alpha * grad_dot_dir)
    {
        alpha *= rho;
        if (alpha < 1e-8)
            break;
    }
    return alpha;
}