Constant liblbfgs_sys::LBFGS_LINESEARCH_BACKTRACKING_WOLFE
source · [−]pub const LBFGS_LINESEARCH_BACKTRACKING_WOLFE: c_uint = 2;
Expand description
Backtracking method with regular Wolfe condition. The backtracking method finds the step length such that it satisfies both the Armijo condition (LBFGS_LINESEARCH_BACKTRACKING_ARMIJO) and the curvature 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.