pub const LBFGS_LINESEARCH_BACKTRACKING_ARMIJO: c_uint = 1;
Expand description

Backtracking method with the Armijo condition. The backtracking method finds the step length such that it satisfies the sufficient decrease (Armijo) condition,

  • f(x + a * d) <= f(x) + lbfgs_parameter_t::ftol * a * g(x)^T d,

where x is the current point, d is the current search direction, and a is the step length.