scirs2_optimize::unconstrained

Module advanced_line_search

Source
Expand description

Advanced line search algorithms for optimization

This module provides state-of-the-art line search methods including:

  • Hager-Zhang (CG_DESCENT) line search
  • Non-monotone line searches for difficult problems
  • Enhanced Strong Wolfe with cubic/quadratic interpolation
  • Adaptive line search with automatic parameter tuning
  • More-Thuente line search with safeguarding

Structs§

AdvancedLineSearchOptions
Options for advanced line search methods
LineSearchResult
Line search result with detailed information
LineSearchStats
Statistics from line search algorithms
NonMonotoneState
State for non-monotone line search

Enums§

InterpolationStrategy
Interpolation strategies for line search
LineSearchMethod
Advanced line search method selection

Functions§

advanced_line_search
Main advanced line search function
create_non_monotone_state
Create a non-monotone state for algorithms that need it