class BacktrackingLineSearch extends ApproximateLineSearch
Implements the Backtracking Linesearch like that in LBFGS-C (which is (c) 2007-2010 Naoaki Okazaki under BSD)
Basic idea is that we need to find an alpha that is sufficiently smaller than f(0), and also possibly requiring that the slope of f decrease by the right amount (wolfe conditions)
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- new BacktrackingLineSearch(initfval: Double, maxIterations: Int = 20, shrinkStep: Double = 0.5, growStep: Double = 2.1, cArmijo: Double = 1E-4, cWolfe: Double = 0.9, minAlpha: Double = 1E-10, maxAlpha: Double = 1E10, enforceWolfeConditions: Boolean = true, enforceStrongWolfeConditions: Boolean = true)
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State
(alpha: Double, value: Double, deriv: Double) extends Product with Serializable
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def
iterations(f: DiffFunction[Double], init: Double = 1.0): Iterator[State]
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minimize(f: DiffFunction[Double], init: Double = 1.0): Double
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