Module morethuente

More-Thuente line search algorithm

• More-Thuente line search

TODO: Apparently it is missing stopping criteria!

This implementation follows the excellent MATLAB implementation of Dianne P. O’Leary at http://www.cs.umd.edu/users/oleary/software/

Reference

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

Structs

• MoreThuenteLineSearch
  The More-Thuente line search is a method to find a step length which obeys the strong Wolfe conditions.