backtracking: Backtracking for step value selection
In lnribeiro/otimizr: Collection of numerical optimization algorithms
Description
Usage
Arguments
Value
Description
Backtracking for step value selection
Usage
1
2
backtracking(x, funval, fungrad, p, c = 0.5, alpha_bar = 1,
rho = 0.5)
Arguments
x
current function value
funval
objective function calculator
fungrad
objective function's gradient calculator
p
search direction vector
c
backtracking parameter: 0 < c < 1
alpha_bar
initial guess
rho
backtracking step size evolution
Value
backtracking step value, which brings only sufficient objective function decrease
lnribeiro/otimizr documentation built on June 24, 2019, 12:37 a.m.
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Description Usage Arguments Value
Description
Backtracking for step value selection
Usage
1 2 | backtracking(x, funval, fungrad, p, c = 0.5, alpha_bar = 1,
rho = 0.5)
|
Arguments
x |
current function value |
funval |
objective function calculator |
fungrad |
objective function's gradient calculator |
p |
search direction vector |
c |
backtracking parameter: 0 < c < 1 |
alpha_bar |
initial guess |
rho |
backtracking step size evolution |
Value
backtracking step value, which brings only sufficient objective function decrease
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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