Module argmin::solver::linesearch

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Line search methods

Line searches are given a position in parameter space and a direction. They obtain a step length in this direction which fulfils a given set of acceptance conditions.

These methods are often an integral part of other methods, such as gradient descent. Each algorithm which implements the LineSearch trait can be used in these optimization methods.

References

[0] Jorge Nocedal and Stephen J. Wright (2006). Numerical Optimization. Springer. ISBN 0-387-30303-0.

[1] 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

[2] William W. Hager and Hongchao Zhang. “A new conjugate gradient method with guaranteed descent and an efficient line search.” SIAM J. Optim. 16(1), 2006, 170-192. DOI: https://doi.org/10.1137/030601880