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Line search methods
§References:
[0] Jorge Nocedal and Stephen J. Wright (2006). Numerical Optimization. Springer. ISBN 0-387-30303-0.
[1] Jorge J. More and David J. Thuente. “Line search algorithms with guaranteed sufficient decrease.” ACM Trans. Math. Softw. 20, 3 (September 1994), 286-307. DOI: https://doi.org/10.1145/192115.192132
[2] 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
Re-exports§
pub use self::backtracking::*;
pub use self::condition::*;
pub use self::hagerzhang::*;
pub use self::morethuente::*;
Modules§
- Backtracking line search algorithm
- Acceptance conditions
- Hager-Zhang line search algorithm
- More-Thuente line search algorithm