Enumerations
enum	LBFGSpp::LINE_SEARCH_ALGORITHM { LBFGSpp::LBFGS_LINESEARCH_BACKTRACKING_ARMIJO = 1, LBFGSpp::LBFGS_LINESEARCH_BACKTRACKING = 2, LBFGSpp::LBFGS_LINESEARCH_BACKTRACKING_WOLFE = 2, LBFGSpp::LBFGS_LINESEARCH_BACKTRACKING_STRONG_WOLFE = 3 }

Detailed Description

Enumeration types for line search.

Enumeration Type Documentation

The enumeration of line search algorithms.

Enumerator
LBFGS_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 is the current point, is the current search direction, is the step length, and $\beta'$ is the value specified by LBFGSParam::ftol. and are the function and gradient values respectively.
LBFGS_LINESEARCH_BACKTRACKING	The backtracking method with the defualt (regular Wolfe) condition. An alias of `LBFGS_LINESEARCH_BACKTRACKING_WOLFE`.
LBFGS_LINESEARCH_BACKTRACKING_WOLFE	Backtracking method with regular Wolfe condition. The backtracking method finds the step length such that it satisfies both the Armijo condition (`LBFGS_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.
LBFGS_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 (`LBFGS_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.

Definition at line 25 of file Param.h.