private static void RunTest(DiffFunc1D f)
{
CubicInterpLineSearch cils = new CubicInterpLineSearch((Float)1e-8);
Float val;
Float deriv;
val = f(0, out deriv);
Float min = cils.Minimize(f, val, deriv);
val = f(min, out deriv);
Console.WriteLine(deriv);
GoldenSectionSearch gss = new GoldenSectionSearch((Float)1e-8);
min = gss.Minimize(f);
val = f(min, out deriv);
Console.WriteLine(deriv);
}
/// <summary>
/// Makes a new GDOptimizer with the given optimization parameters
/// </summary>
/// <param name="terminate">Termination criterion</param>
/// <param name="lineSearch">Line search to use</param>
/// <param name="maxSteps">Maximum number of updates</param>
/// <param name="useCG">Use Cubic interpolation line search or Backtracking line search with Armijo condition</param>
public GDOptimizer(DTerminate terminate, IDiffLineSearch lineSearch = null, bool useCG = false, int maxSteps = 0)
{
Terminate = terminate;
if (LineSearch == null)
{
if (useCG)
{
LineSearch = new CubicInterpLineSearch((Float)0.01);
}
else
{
LineSearch = new BacktrackingLineSearch();
}
}
else
{
LineSearch = lineSearch;
}
_maxSteps = maxSteps;
UseCG = useCG;
}