argmin::solver::linesearch

Module hagerzhang

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Hager-Zhang line search algorithm

TODO: Not all stopping criteria implemented

§Reference

William W. Hager and Hongchao Zhang. “A new conjugate gradient method with guaranteed descent and an efficient line search.” SIAM J. Optim. 16(1), 2006, 170-192. DOI: https://doi.org/10.1137/030601880

Structs§

  • The Hager-Zhang line search is a method to find a step length which obeys the strong Wolfe conditions.