pub const LBFGS_LINESEARCH_BACKTRACKING_STRONG_WOLFE: c_uint = 3;
Expand description

Backtracking method with strong Wolfe condition. The backtracking method finds the step length such that it satisfies both the Armijo condition (LBFGS_LINESEARCH_BACKTRACKING_ARMIJO) and the following condition,

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

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