Struct argmin::backtracking::BacktrackingLineSearch [] [src]

pub struct BacktrackingLineSearch<'a> { /* fields omitted */ }

Backtracking Line Search

Methods

impl<'a> BacktrackingLineSearch<'a>
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Initialize Backtracking Line Search

Requires the cost function and gradient to be passed as parameter. The parameters max_iters, tau, and c are set to 100, 0.5 and 0.5, respectively.

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Set the maximum distance from the starting point

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Set the maximum number of iterations

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Set c to a desired value between 0 and 1

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Set tau to a desired value between 0 and 1

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Run backtracking line search

p is the search direction. Take care about whether you need it to be a unit vector or not! p will not be normalized!