Module argmin::solver::linesearch::morethuente[][src]

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More-Thuente line search algorithm

TODO: Apparently it is missing stopping criteria!

This implementation follows the excellent MATLAB implementation of Dianne P. O’Leary at http://www.cs.umd.edu/users/oleary/software/

Reference

Jorge J. More and David J. Thuente. “Line search algorithms with guaranteed sufficient decrease.” ACM Trans. Math. Softw. 20, 3 (September 1994), 286-307. DOI: https://doi.org/10.1145/192115.192132

Structs

MoreThuenteLineSearch

The More-Thuente line search is a method to find a step length which obeys the strong Wolfe conditions.