Description Usage Arguments Details Value References See Also Examples
Line Search Factory Function
1 | more_thuente(c1 = 1e-04, c2 = 0.1, max_fn = Inf)
|
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
|
max_fn |
Maximum number of function evaluations allowed. |
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.
Line search function for use in the conjugate gradient routine.
More, J. J., & Thuente, D. J. (1994). Line search algorithms with guaranteed sufficient decrease. ACM Transactions on Mathematical Software (TOMS), 20(3), 286-307.
This code is based on a translation of the original MINPACK code for Matlab by Dianne O'Leary.
1 2 3 4 5 | ## 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)
|
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