trait LineSearch[T] extends AnyRef

Line Search strategy

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  1. abstract def apply(opfunc: (Tensor[T]) ⇒ (T, Tensor[T]), x: Tensor[T], t: T, d: Tensor[T], f: T, g: Tensor[T], gtd: T, options: Table): (T, Tensor[T], Tensor[T], T, Int)

    A Line Search function

    A Line Search function

    opfunc

    a function (the objective) that takes a single input (X), the point of evaluation, and returns f(X) and df/dX

    x

    initial point / starting location

    t

    initial step size

    d

    descent direction

    f

    initial function value

    g

    gradient at initial location

    gtd

    directional derivative at starting location

    options

    linesearch options

    returns

    f : Double function value at x+t*d g : Tensor gradient value at x+t*d x : Tensor the next x (=x+t*d) t : Double the step length lsFuncEval : Int the number of function evaluations

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