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backtracking_line_search

oxiphysics_core::optimization::functions

Function backtracking_line_search 

Source 
pub fn backtracking_line_search(
    f: impl Fn(&[f64]) -> f64,
    x: &[f64],
    direction: &[f64],
    f0: f64,
    grad_dot: f64,
    alpha0: f64,
    rho: f64,
    c: f64,
) -> f64
Expand description

Backtracking line search satisfying the Armijo (sufficient-decrease) condition.

Returns the accepted step length alpha.