more_thuente: More'-Thuente Line Search

Description Usage Arguments Details Value References See Also Examples

View source: R/cvsrch.R

Description

Line Search Factory Function

Usage

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more_thuente(c1 = 1e-04, c2 = 0.1, max_fn = Inf)

Arguments

c1

Constant used in sufficient decrease condition. Should take a value between 0 and 1.

c2

Constant used in curvature condition. Should take a value between c1 and 1.

max_fn

Maximum number of function evaluations allowed.

Details

Returns a line search function that can be used in the conj_grad function. This uses a variant of the More-Thuente line search originally implemented in MINPACK.

Value

Line search function for use in the conjugate gradient routine.

References

More, J. J., & Thuente, D. J. (1994). Line search algorithms with guaranteed sufficient decrease. ACM Transactions on Mathematical Software (TOMS), 20(3), 286-307.

See Also

This code is based on a translation of the original MINPACK code for Matlab by Dianne O'Leary.

Examples

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## Not run: 
 # assign to the line_search parameter in conj_grad:
 conj_grad(line_search = more_thuente(c1 = 0.05, c2 = 0.1), ...)

## End(Not run)

jlmelville/rcgmin documentation built on May 19, 2019, 12:47 p.m.