Enum LINE_SEARCH_TERMINATION_CONDITION

• Defined in File lsparameters.hpp

Enum Documentation

enum pele::LINE_SEARCH_TERMINATION_CONDITION

The enumeration of line search termination conditions.

Values:

enumerator LINESEARCH_BACKTRACKING_ARMIJO

Backtracking method with the Armijo condition.

The backtracking method finds the step length such that it satisfies the sufficient decrease (Armijo) condition, \(f(x + a \cdot d) \le f(x) + \beta' \cdot a \cdot g(x)^T d\), where \(x\) is the current point, \(d\) is the current search direction, \(a\) is the step length, and \(\beta'\) is the value specified by LBFGSParam::ftol. \(f\) and \(g\) are the function and gradient values respectively.

enumerator LINESEARCH_BACKTRACKING

The backtracking method with the defualt (regular Wolfe) condition.

An alias of LINESEARCH_BACKTRACKING_WOLFE.

enumerator LINESEARCH_BACKTRACKING_WOLFE

Backtracking method with regular Wolfe condition.

The backtracking method finds the step length such that it satisfies both the Armijo condition (LINESEARCH_BACKTRACKING_ARMIJO) and the curvature condition, \(g(x + a \cdot d)^T d \ge \beta \cdot g(x)^T d\), where \(\beta\) is the value specified by LBFGSParam::wolfe.

enumerator LINESEARCH_BACKTRACKING_STRONG_WOLFE

Backtracking method with strong Wolfe condition.

The backtracking method finds the step length such that it satisfies both the Armijo condition (LINESEARCH_BACKTRACKING_ARMIJO) and the following condition, \(\vert g(x + a \cdot d)^T d\vert \le \beta \cdot \vert g(x)^T d\vert\), where \(\beta\) is the value specified by LBFGSParam::wolfe.